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Lecture # 08

Introduction to Modeling

Disclaimer: This lecture note was edited from various sources for the solely of teaching and learning purposes. It may contain copyrighted materials from their respective

owners; therefore, apart form teaching and learning purposes, this lecture note may not be reproduced, stored, or transmitted in any form or by any means.

Introduction

3

discipline of understanding and evaluating the

interaction of parts of a real or theoretical system by:

Designing its representation (model) and

Executing or running the model including the time

and space dimension (simulation).

4

Modeling is the process of developing a

mathematical representation of any dimensional

surface of object, either inanimate or living, via

specialized software.

For example, in a 3D model, it can be displayed as

a two-dimensional image through a process called

3D rendering or used in a computer simulation of

physical phenomena.

Simulation is the imitation of the operation of a

real-world process or system over time.

The act of simulating something first requires that a

model be developed; this model represents the key

characteristics or behaviors/functions of the

selected physical or abstract system or process.

The model represents the system itself, whereas the

simulation represents the operation of the system

over time.

System is a unit or process, which exists and

operates in time and space through the interaction

of its parts.

Model is a simplified representation of a real or

theoretical system at some particular point in time

or space intended to provide understanding of the

system.

http://www.silentthundermodels.com/ship_models2/images/ships/ENTERPRISECVN65

_430.jpg

http://www.flightglobal.com/blogs/wp-content/uploads/mt/

flightglobalweb/blogs/hyperbola/2012/05/10/HMS-Prins-of-Wales-

Queen-Elizabeth-class-aircraft-carrier.jpg

Simulation is used in many contexts, such as

simulation of technology for performance

optimization, safety engineering, testing, training,

education, and video games.

Often, computer experiments are used to study

simulation models.

Simulation is also used with scientific modelling of

natural systems or human systems to gain insight into

their functioning.

Model detail

Whether a model is good or not depends on the

extent to which it provides understanding.

All the models are simplification of reality: Exact

copy of a reality can only be the reality itself.

There is always a trade off as to what level of

detail is included in the model:

Too little detail: risk of missing relevant

interactions.

Too much detail: Overly complicated to

understand.

Simulation is thus the manipulation of a model in

such a way that it operates in time or space to

summarize it.

Why use simulation?

11

systems

Such systems are often too complex to be

understood and / or controlled using analytic or

numerical methods

Analytical Methods

can examine many decision points at once

but limited to simple models

Numerical Methods

can handle more complex models but still limited

often have to repeat computation for each

decision point

Simulation

can handle very complex and realistic systems

but has to be repeated for each decision point

Modeling the system

A good model should

Facilitate a good understanding of the system,

either analytically, numerically, or through simulation

Capture the salient details of the system, omitting

factors that are not relevant

The steps in modeling

Identify the system, including the features and state

variables that need to be included and those that

should be excluded

Make necessary probabilistic assumptions about

state variables and features

Test these assumptions

Identify the inputs and initial values of the state

variables

Identify the performance measure that we wish to

obtain from the system

Identify the mathematical relationship between the

terminal state variables and the performance

measure

Solve the model either analytically, numerically or

using simulation

Issues in simulation

What distribution do the random variables have?

How do we generate these random variables for

the simulation?

How do we analyze the output of the simulation?

How many simulation runs do we need?

How do we improve the efficiency of the simulation?

Simulation with respect to time

18

Pure Discrete Simulation

Event-oriented

Activity-oriented

Process-oriented

Combined Discrete / Continuous Simulation

Examples of both models

19

CPU scheduling model vs. number of students

attending the class.

(a) Continuous (b) Discrete

time time

Number

CPU of

Usage students

in a

course

Time Time

(Fridays)

20

ContinuousState and Discrete State Models:

Example: Time spent by students in a weekly class

vs. Number of jobs in Q.

(b) Discrete

(a) Continuous state

state

Time Number

spent of

by jobs

students in the

queue

Time Time

(Fridays)

Other type models

21

Static

and Dynamic Models:

CPU scheduling model vs. E = mc2

Deterministic and Probabilistic Models:

Output

Output

Input Input

Simulation with respect to results

Deterministic: established or decided beyond

dispute or doubt

Stochastic: randomly determined; having a random

probability distribution or pattern that may be

analyzed statistically but may not be predicted

precisely.

Deterministic simulation

A model that does not contain probability.

Every run will result the same.

Single run is enough to evaluate the result

Stochastic simulation

A model that contains probability.

Units, process, events or their parameters are

initiated randomly using random numbers.

Ifdifferent runs are initiated with different random

number seeds, every run will result differently.

Multiple runs are required to evaluate the results.

Statistics such as averages, standard deviations

are used for evaluation.

Stochastic vs. Deterministic

26

System Model

1

Deterministic Deterministic

3

2

Stochastic Stochastic

4

Stochastic Modeling is a method in which one or

more variables within the model are random.

Monte Carlo methods can be used to study both

deterministic and stochastic problems.

For a stochastic model, it is often natural and easy

to come up with a stochastic simulation strategy due

to the stochastic nature of the model, but depending

on the question asked a deterministic method may

be used.

The use of a stochastic method is often motivated by

the fact that a deterministic method to answer the

same question is not available, that it is too

complicated to be practically useful, or that it is

computationally intractable, which is often the case

if the problem is high dimensional.

On the other hand, when a deterministic method is

applicable, it is often preferable due to the very

slow convergence of Monte Carlo methods.

No matter the reason for using Monte Carlo

methods, they will inevitably require many random

numbers.

The quality of the pseudo random generators is

crucial to the correctness of the results computed

with a stochastic algorithm, and the speed with

which they are generated is vital to the

performance of the stochastic method.

Stochastic Methods

Introduction

31

process, is a collection of random variables used to

represent the evolution of some random value, or

system, over time.

This is the probabilistic counterpart to a

deterministic process or deterministic system.

In deterministic system, a process can only evolve in

one way (as in the case, for example, of solutions of

an ordinary differential equation),

In a stochastic or random process there is some

indeterminacy: even if the initial condition (or

starting point) is known, there are several (often

infinitely many) directions in which the process may

evolve.

A deterministic model predicts a single outcome

from a given set of circumstances.

A stochastic model predicts a set of possible

outcomes weighted by their likelihoods, or

probabilities.

A coin flipped into the air will surely return to earth

somewhere; whether it lands heads or tails is

random.

For a "fair" coin we consider these alternatives

equally likely and assign to each the probability .

Inthe simple case of discrete time, a stochastic

process amounts to a sequence of random variables

known as a time series (for example Markov chain).

Another basic type of a stochastic process is a

random field, whose domain is a region of space, in

other words, a random function whose arguments

are drawn from a range of continuously changing

values.

Examples of processes modeled as stochastic time

series include stock market and exchange rate

fluctuations, signals such as speech, audio and

video, blood pressure or temperature, and random

movement such as Brownian motion or random walks

in a diffusion process.

Examples of random fields include static images,

random terrain (landscapes), wind waves,

composition variations of a heterogeneous material,

and manufacturing processes.

However, phenomena are not in and of themselves

inherently stochastic or deterministic.

To model a phenomenon as stochastic or

deterministic is the choice of the observer.

The choice would depend on the observer's

purpose; but the criterion for judging the choice is

usefulness.

Scientific modeling has three components:

A natural phenomenon under study,

A logical system for deducing implications about the

phenomenon, and

A connection linking the elements of the natural

system under study to the logical system used to

model it.

Classification of Models

Prescriptive/Descriptive

Prescriptive used to formulate and optimize a

system

Descriptive used to help understand the behavior

of a system

Discrete/Continuous:

Continuous models have real valued variables

Discrete models dont

Stochastic/Deterministic

Stochastic (probabilistic) includes random events

Deterministic models dont (usually expected

value)

Static/Dynamic

Static models have variables that dont change

over time (snapshot of the system in steady state)

ex. Evaluation of physical layout of a factory

Try several configurations

Evaluate performance of each

Dynamicinclude time dependent variables

ex. Queuing analysis of a bank during a whole

day

Arrival rates change

Number of tellers changes

The basic steps of stochastic modeling

Identifying the sample space;

Assigning probabilities to the elements of the

sample space;

Identifying the events of interest;

Computing the desired probabilities.

Stochastic in MatLAB

Underlying every stochastic simulation is a random

number generator: MATLAB supplies two, and from

these you can create random numbers satisfying

particular specifications.

They are rand that makes uniformly distributed

random numbers and randn that makes normally

distributed random numbers

rand(100000,1) randn(100000,1)

1200 5000

1000

4000

800

Frequency of x

Frequency of x

3000

600

2000

400

1000

200

0 0

0 0.2 0.4 0.6 0.8 1 -5 0 5

x x

random numbers produced by rand (left) and randn (right)

generators.

The numbers produced by rand have a flat

histogram, indicating that all values are equally

likely.

They are distributed between a minimum value of 0

and a maximum value of 1.0.

The ones produced by randn, on the other hand,

are distributed along a classic bell-shaped curve.

To produce a single random number, type

>> x = rand

x=

0.3557

To

make arrays of random numbers,

>> x = rand(1,4)

x=

0.0806 0.2473 0.3669 0.7020

>> x = rand(2,3)

x=

0.1725 0.7048 0.9343

0.4748 0.1282 0.3119

A coin-tossing simulation

By inspecting the histogram of the uniformly

distributed random numbers, observe that half of

the values are between 0 and 0.5, and the other

half are between 0.5 and 1.0.

That is, P(0.5 > x 0) = P(1.0 > x 0.5) = 0.5.

We can use this to simulate a coin toss:

x = rand

if (x < 0.5),

toss=1 % Head

else

toss=0 % Tail

end

The expression x < 0.5 evaluates to 1 if true and 0

if false.

Therefore, we can express the coin toss more

compactly like this:

>>x = rand

toss = (x < 0.5)

Ifwe want to simulate a bunch of coin tosses, we

can do it with almost the same code.

Generate a vector of random numbers, then, the

expression x < 0.5 evaluates to a vector of 1s and

0s.

Ntoss = 100;

x = rand(1, Ntoss);

toss = (x < 0.5);

To

check how each toss goes:

>> n=numel(find(toss==0))

n=

55

>> n=numel(find(toss==1))

n=

45

Youcan make the coin toss biased.

Suppose you want P(Head) = 0.6, just change the

expression for toss to

Finally,we can create a function that will do a

prescribed number of tosses, with a coin having

P(Head) = p.

Open MatLAB editor, write this script and save it as

coin.m

function toss = coin(Ntoss, p)

x = rand(1, Ntoss);

toss = (x < p);

return;

To run this coin function, for example if you want to

see the result after 5000 tossing a coin, in your

MatLAB command window just type

>>y=coin(5000, .5)

>>h=numel(find(y==1)) % heads

>>t=numel(find(y==0)) % tails

A die-rolling simulation

Die rolling is also easy to do: create random

integers selected from the set {1, 2, 3, 4, 5, 6}, with

identical probabilities.

You can get random numbers between 0 and 6 by

scaling:

Nroll=10,000;

x = 6*rand(1, Nroll);

hist(x, 6), ... 18000

16000

Frequency of x

10000

h = findobj(gca,... 8000

6000

'Type','patch'); 4000

set(h,'FaceColor',... 2000

'w','EdgeColor','b')

0 1 2 3 4 5 6

x

You can reduce these to integers by truncation

(throw away the fractional parts of the numbers).

[h, xbin] = hist(x, 0:5);

stem(xbin, h), xlabel('x'), ylabel('Frequency of x');

% Makes a stem plot

18000

16000

14000

12000

Frequency of x 10000

8000

6000

4000

2000

0

0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5

x

Now just add 1 to shift the numbers to the correct

range.

Nroll=10000;

x = fix(6*rand(1, Nroll)) + 1;

[h, xbin] = hist(x, 1:6);

stem(xbin, h) , xlabel('x'), ylabel('Frequency of x');

x1=numel(find(x==1))

18000

16000

14000

12000

Frequency of x 10000

8000

6000

4000

2000

0

1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6

x

Simulating risks and rewards

Many engineering decisions are analyzed in terms

of risks vs. benefits.

When there is a random component to the process

being studied, a simulation can be helpful.

As usual, games of chance provide simple

examples.

Example

Suppose a coin is tossed 5000 times. Each time heads

occurs, we win a dollar, otherwise we lose a dollar. Let

S(n) be our accumulated winnings after n tosses. Let us

consider how many times during the 5000 tosses S(n)

will go from a positive balance to a negative balance,

or vice versa.

Solution

The texts solution tosses the coins one at a time, and

either increments or decrements the score

depending on the outcome of each toss.

We can adapt the coin toss procedure developed

earlier.

For demonstration purposes, well use just 6 tosses.

Ntoss = 6;

u = rand(1, Ntoss)

u=

0.7382 0.1763 0.4057 0.9355 0.9169

0.4103

We want to register a score of 1 for tosses that

result in tails and +1 for tosses that result in heads.

An easy way to do this is to begin with a vector of

1s:

s = -1 * ones(1, Ntoss)

s=

-1 -1 -1 -1 -1 -1

Now, we can use the find command to identify those

turns where the toss is heads.

h = find(u<0.5)

h=

2 3 6

Change the corresponding elements of the score

vector to 1s.

s(h) = 1

s=

-1 1 1 -1 -1 1

Finally,we can use the cumsum command to

calculate our total winnings at each turn.

winnings = cumsum(s)

winnings =

-1 0 1 0 -1 0

Hereis the code for 5000 tosses, plus a graph of

the accumulated winnings for two different games.

Ntoss = 5000;

s = -1 * ones(1, Ntoss);

u = rand(1, Ntoss);

h = find(u < 0.5);

s(h) = 1;

% The two lines can be combined: s (u<0.5) = 1

winnings = cumsum(s);

plot(1:Ntoss, winnings)

xlabel('Toss')

ylabel('S(n)')

winnings(Ntoss)

40 60

20 50

40

0

30

-20

S(n)

S(n)

20

-40

10

-60

0

-80 -10

-100 -20

0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000 0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000

Toss Toss

Monte Carlo Methods

Introduction

76

process using a large number of computer

generated samples

It is based on statistical sampling and analyzing the

outputs gives the estimate of a quantity of interest

Monte Carlo methods provide approximate

solutions to a variety of mathematical problems by

performing statistical sampling experiments.

Thus, they can be loosely defined as statistical

simulation methods, where statistical simulation is

defined in quite general terms to be any method

that utilizes sequences of random numbers to

perform the simulation.

Monte Carlo process involves performing many

simulations using random numbers and probability

to get an approximation of the answer to the

problem.

The defining characteristic of Monte Carlo methods

is its use of random numbers in its simulations.

In fact, these methods derive their collective name

from the fact that Monte Carlo, the capital of

Monaco, has many casinos and casino roulette

wheels are a good example of a random number

generator.

Key to the Monte Carlo method is the generation of

sequences of random numbers.

Example, >> randi(100,10,1) >> randi(100,10,1)

generate ans = ans =

82 16

ten random 91 98

integers in 13 96

the range 92 49

[1,100], 64 81

vertical 10 15

28 43

55 92

96 80

97 96

Generate ten random integers in the range [1,100],

horizontal

>> randi(100, 1, 10)

ans =

82 91 13 92 64 10 28 55 96 97

ans =

66 4 85 94 68 76 75 40 66 18

Simulating of throwing a die

Throwing a die is a random process with the

outcomes 1, 2, 3, 4, 5 and 6 occurring with equal

probability.

This can be simulated as follows:

>>randi(6,1,1) >>randi(6,1,1) >>randi(6,1,1)

ans = ans = ans =

5 6 1

60,000 simulated dice throws stored in a vector K

>>K= randi(6,60000,1);

>>hist(K,[1.0:0.1:6.0]) 12000

10000

8000

6000

4000

2000

0

0 1 2 3 4 5 6 7

Continuous random outcomes

Simulations often require continuous random

outcomes, for example:

>>X= rand(100000,1);

>>hist(X,100)

100,000 random outcomes stored in a vector X

X is distributed 1200

for random

fluctuations) 800

outcome between 0

and 1 is equally 200

likely. 0

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Using random numbers to estimate

Populate a square with n

randomly-placed points

[the blue and red points]

-1.0 x< +1.0

-1.0 y< +1.0

Count the number of points m that lie inside a circle

of unit radius [the blue points]

Then

m/n /4 n = 100000;

x = 2*rand(n,1)-1;

4m/n y = 2*rand(n,1)-1;

m =sum(x.^2+y.^2<1);

disp(4*m/n)

>>mc_pi

3.14836

clear xc yc;

n = 10000;

x = 2*rand(n,1)-1;

y = 2*rand(n,1)-1;

j=0;

for i=1:n

if x(i)^2 + y(i)^2 < 1

j=j+1;

xc(j)=x(i);

yc(j)=y(i);

end

end

plot(x, y, 'r.') % Red dots

hold on % More plotting to come

plot(xc,yc,'b.') % Blue dots

hold off % Finished plotting

Generally a factor of 1

0.8

a factor of 10

0.6

improvement in

0.4

0.2

accuracy.

0

accuracy -1

-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1

Example 1

Findthe maximum of the following function in the

range 0 x <

= 0.5 + sin 3 2

Solution

Generate a large number of random values x in the

range 0 x < ,

Evaluate f(x) at each point, and

Record the position of the largest value.

n = 100000;

x= pi*rand(n,1); % 0 x< pi

f= x.*(0.5+exp(-x).*sin(x.^3)).^2; 1

x (0.5+exp(-x) sin(x3))2

0.6

0.4

0.2

f(2.990116) = 0.905360 0

0 0.5 1 1.5

x

2 2.5 3 3.5

Convergence

n

101 f(2.461499) = 0.774204

102 f(3.006002) = 0.890796

103 f(2.991390) = 0.905266

104 f(2.989944) = 0.905358

105 f(2.990159) = 0.905360

106 f(2.990135) = 0.905360

107 f(2.990134) = 0.905360

Optimization

Similarto the idea of obtaining the maximum or

minimum of a function, we sometimes wish to

optimize a system; i.e. maximize or minimize a

target quantity.

Example 2

We have a rectangular sheep enclosure (sides a and

b) constructed from 200 meters of fencing. We want

to optimize the area of the enclosure. i.e. find the

values of a and b such that the area = a b is

maximized under the constraint 2a + 2b = 200

meters (a + b = 100).

Solution

The solution to this problem is to search a =

0:0.1:100 and use max(a*b) to find the optimal

value of a.

Alternatively, in the Monte Carlo approach vector a

is a set of random values 0<a<100

n = 100000;

a = 100*rand(n,1); % 0 < a < 50

b = 100 - a; % b = 100 a

[A, i] = max(a.*b);

fprintf('a=%f, area=%f\n', a(i), A)

a=49.999780, area=2500.000000

Convergence

n

101 a=47.952550, area=2495.807948

102 a=49.578598, area=2499.822420 a=50

A=ab

104 a=50.010014, area=2499.999900 b=50 = 2500 b=50

105 a=49.999222, area=2499.999999

106 a=50.000015, area=2500.000000 a=50

108 a=50.000000, area=2500.000000

Example 3

Two coins and one die are 6

thrown. What is the

probability of obtaining a

Tail, Head and a 6 in

any order: P(T, H, 6)?

Tail T Head H

Solution

Throw n times and count the number of times m that

we get the outcome.

Then m/n P(T, H, 6) as n (Experimental

definition of probability requires many trials to

obtain good accuracy.)

n = 100000;

D = randi(6,n,1); % outcomes 1,2,3,4,5,6

C1 = randi(2,n,1); % outcomes 1=Tail, 2=Head

C2 = randi(2,n,1); % outcomes 1=Tail, 2=Head

m= sum( D==6 & C1~=C2 );

fprintf('1/%f = %f\n', m/n, n/m)

1/0.083390 = 11.991846

Convergence

n

101 1/0.100000 = 10.000000

102 1/0.110000 = 9.090909

103 1/0.070000 = 14.285714

104 1/0.082500 = 12.121212

105 1/0.082070 = 12.184720

106 1/0.083394 = 11.991270

107 1/0.083366 = 11.995341

Exercise

Bacteria are grown in culture dishes in a laboratory.

Experience tells us that on average in this lab 20% of

the dishes become contaminated by unwanted

bacteria (thus spoiling the culture). If the lab is

growing bacteria in ten dishes, what is the probability

that more than half of the dishes will become

contaminated? Use Monte Carlo method to solve this

problem!

Solution

We have ten dishes, P(contamination of each dish)

= 0.2

Use a Monte Carlo experiment to test each dish

against the probability of 0.2.

Repeat this n times and count the number of times m

where more than 5 dishes become contaminated.

Then m/n P(more than 5 dishes are

contaminated) as n

n=10000; m= 0;

for i=1:n

k = sum(rand(10,1)<0.2);

if k > 5 % greater than 5 dishes spoiled

m= m+1;

end

end

disp(m/n)

Convergence: Analytical calculation gives

n 0.637% (Binomial

101 0 distribution).

102 0 This method works, but

103 0.0050000 requires very large statistics

104 0.0059000 to obtain good accuracy.

105 0.0061300

106 0.0063660

107 0.0063631

References

109

Simulation

H.M. Zhu, Monte Carlo Simulations, University of

New York

A. Taylan Cemgil, Monte Carlo methods,

Department of Computer Engineering, Department

of Computer Engineering, Boazii University,

Istanbul, Turkey

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