Introduction to Modelling and Simulation

Content

 Introduction to Modelling and Simulation

 Sate Space and Behavior Modelling: Selected Topics in
Linear Algebra, selected topics in Differential Equations,
Foundations in Laplace Transform
 Discrete Modelling: Discrete State Space Modelling,
Difference Equations
 Cellular Automata
 Event Graph Modelling
 PRNG ‐ Pseudo Random Number Generators
Slides and Lecture Notes available!
Grading Scale

1. Homework & Lecture Attendance: 15%

2. Project: 15%
3. Midterm and Final exam: 30%
4. Final exam: 40%

• Students will be able to earn their points from

individual work (30% of total) if they get at least 50%
of the total of both exams.
Process of Modelling and Simulation
Simulation
I Experiments in virtual laboratory
I Experiments via computer
I The third pillar of science beside theory and experiment

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Finding of Solutions

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Dynamical System

I States I Fixed Parameters

I Inputs I Initial Conditions
I Disturbances (Input) I Variable Parameters (Input)
I Outputs I Mathematical description

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Dynamical System and Simulation

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Types of Dynamical Systems

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Modelling

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Types of Mathematical Models

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Types of Mathematical Models

I ODE: Ordinary Differential Equations

I PDE: Partial Differential Equations
I Difference Equations
I Cellular Automata
I Agent Based Systems
I DEVs: Discrete Event Systems

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Approaches for Mathematical Models

I System Dynamics
I Mathematical Formula
I Compartment Modelling
I Cellular Automata
I Agent Based Systems
I Event Graphs
I Process Flow
I Physical / Structural Modelling

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Application vs. Modelling Approach

Deductive models may contain too many parameters – problems

with identification.

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The ”‘DON’Ts”’ of Modelling
S. W. Golomb, Simulation 14 (1970), 197–198

I DON’T believe that the model is the reality!

I DON’T extrapolate beyond the region of fit!
I DON’T distort reality to fit the model!
I DON’T retain a discredited model!
I DON’T fall in love with your model!

Norbert Wiener, Philosophy of Science (1945)

The best model of a cat is another, or preferably the same, cat.

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Validation and Identification

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ODE Modelling Consider some examples for ODE models:
x
1. y 0 = − , y (0) = 1
y
2
2. x 0 =
1 + t2
y2 + 1
3. y 0 = , y (1) = 1
2xy
4. x 0 = 2t e−x , x(0) = −1
5. x 0 = 2tx + x − 2t − 1 (Linear ODE)
6. 2x 0 + x = e2t (Linear ODE, const. coeff.)
7. x 00 − 2x 0 + x = e2t (Linear ODE, const. coeff.)

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Expenditure of Time

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Introduction to Modelling and Simulation

Thank you!

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