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K. Salah

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CONTENTS

• • • • The Nature of Simulation Systems, Models, and Simulation Discrete-Event Simulation Alternative Approaches to Modeling and Coding Simulations • Steps in a Sound Simulation Study • Other Types of Simulation • Advantages, Disadvantages, and Pitfalls of Simulation

K. Salah

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Salah 3 . usually via computer – What’s being simulated is the system – To study system. both logical and mathematical.THE NATURE OF SIMULATION • Simulation: Imitate the operations of a facility or process. could use mathematical methods to get exact information on questions of interest — analytical solution K. about how it works – These assumptions form a model of the system – If model structure is simple enough. often make assumptions/approximations.

The Nature of Simulation (cont’d. expanded operations — could also investigate many other issues along the way. quickly and cheaply K. Salah 4 .) • But most complex systems require models that are also complex (to be valid) – Must be studied via simulation — evaluate model numerically and collect data to estimate model characteristics • Example: Manufacturing company considering extending its plant – Build it and see if it works out? – Simulate current.

hospitals. ports. freeways. Salah 5 .) • Some (not all) application areas – Designing and analyzing manufacturing systems – Evaluating military weapons systems or their logistics requirements – Determining hardware requirements or protocols for communications networks – Determining hardware and software requirements for a computer system – Designing and operating transportation systems such as airports. and post offices – Reengineering of business processes – Determining ordering policies for an inventory system – Analyzing financial or economic systems K. and subways – Evaluating designs for service organizations such as call centers.The Nature of Simulation (cont’d. fast-food restaurants.

notably the Winter Simulation Conference (www. popularity of simulation – Several conferences devoted to simulation.org) • Surveys of use of OR/MS techniques (examples …) – Longitudinal study (1973-1988): Simulation consistently ranked as one of the three most important techniques – 1294 papers in Interfaces (1997): Simulation was second only to the broad category of ―math programming‖ K. Salah 6 .) • Use.The Nature of Simulation (cont’d.wintersim.

Salah 7 .The Nature of Simulation (cont’d. cheaper hardware to allow for much better studies than just a few years ago … this trend will continue However. use of simulation – Models of large systems are usually very complex But now have better modeling software … more general. but still (relatively) easy to use But now have faster. simulation will also continue to push the envelope on computing power in that we ask more and more of our simulation models – Can consume a lot of computer time – Impression that simulation is ―just programming‖ There’s a lot more to a simulation study than just ―coding‖ a model in some software and running it to get ―the answer‖ Need careful design and analysis of simulation models – simulation methodology K.) • Impediments to acceptance. flexible. bigger.

output performance measures – Bank model: Could include number of busy tellers.g.. AND SIMULATION • System: A collection of entities (people. what is an entity?) Usually assume a time element – dynamic system • State of a system: Collection of variables and their values necessary to describe the system at that time – Might depend on desired objectives. servers. 1970) – – – – In practice.SYSTEMS. machines. time of arrival of each customer. parts. messages. K. etc. depends on objectives of study Might limit the boundaries (physical and logical) of the system Judgment call: level of detail (e. Salah 8 . …) that act and interact together toward some end (Schmidt and Taylor. MODELS.

partly continuous K. velocity change continuously – Continuous • Many systems are partly discrete. and Simulation (cont’d. Salah 9 .Systems.) • Types of systems – Discrete State variables change instantaneously at separated points in time Bank model: State changes occur only when a customer arrives or departs State variables change continuously as a function of time Airplane flight: State variables like position. Models.

and Simulation (cont’d.) • Ways to study a system – Simulation is ―method of last resort?‖ Maybe … – But with simulation there’s no need (or less need) to ―look where the light is‖ K.Systems. Salah 10 . Models.

and discrete – will be called discrete-event simulation models K. and Simulation (cont’d. stochastic – Continuous vs. dynamic – Deterministic vs.Systems. Models. discrete • Most operational models are dynamic. stochastic.) • Classification of simulation models – Static vs. Salah 11 .

end of simulation.. Salah 12 .g. make a decision about a system’s operation • Can in principle be done by hand. state can change at only a countable number of points in time – These points in time are when events occur • Event: Instantaneous occurrence that may change the state of the system – Sometimes get creative about what an ―event‖ is … e.DISCRETE-EVENT SIMULATION • Discrete-event simulation: Modeling of a system as it evolves over time by a representation where the state variables change instantaneously at separated points in time – More precisely. but usually done on computer K.

Salah 13 – Events . busy) – needed to decide what to do with an arrival Current length of the queue – to know where to store an arrival that must wait in line Time of arrival of each customer now in queue – needed to compute time in queue when service starts Arrival of a new customer Service completion (and departure) of a customer Maybe – end-simulation event (a ―fake‖ event) – whether this is an event depends on how simulation terminates (a modeling decision) K.Discrete-Event Simulation (cont’d. not service) – State variables Status of server (idle.) • Example: Single-server queue – Estimate expected average delay in queue (line.

be consistent about. Salah 14 .Time-Advance Mechanisms • Simulation clock: Variable that keeps the current value of (simulated) time in the model – Must decide on. time units – Usually no relation between simulated time and (real) time needed to run a model on a computer • Two approaches for time advance – Next-event time advance (usually used) … described in detail below – Fixed-increment time advance (seldom used) … K.

) • More on next-event time advance – Initialize simulation clock to 0 – Determine times of occurrence of future events – event list – Clock advances to next (most imminent) event. which is executed Event execution may involve updating event list – Continue until stopping rule is satisfied (must be explicitly stated) – Clock ―jumps‖ from one event time to the next.Time-Advance Mechanisms (cont’d. and doesn’t ―exist‖ for times between successive events … periods of inactivity are ignored K. Salah 15 .

Report generator – to summarize. executes them in right order K. type. Salah 16 . advance clock Event routines – carry out logic for each event type Library routines – utility routines to generate random variates. report results at end Main program – ties routines together.Components and Organization of a DiscreteEvent Simulation Model • Each simulation model must be customized to target system • But there are several common components. etc. general organization – – – – – – – – – – System state – variables to describe state Simulation clock – current value of simulated time Event list – times of future events (as needed) Statistical counters – to accumulate quantities for output Initialization routine – initialize model at time 0 Timing routine – determine next event time.

Components and Organization of a DiscreteEvent Simulation Model (cont’d. Salah 17 .) K.

messages.‖ usually requires special-purpose simulation software K.Components and Organization of a DiscreteEvent Simulation Model (cont’d. … may include resources like servers – Characterized by data values called attributes – For each entity resident in the model there’s a record (row) in a list. etc. with the attributes being the columns • Approaches to modeling – Event-scheduling – as described above. coded in general-purpose language – Process – focuses on entities and their ―experience. Salah 18 . parts.) • More on entities – Objects that compose a simulation model – Usually include customers.

Determining the Events and Variables • For complex models. Salah 19 . and subsequent papers) gives formal graph-theoretic method of analyzing event structure • Can analyze what needs to be initialized. possibility of combining events to simplify model • Software package (SIGMA) to build. execute a simulation model via event-graph representation K. it might not be obvious what the events are • Event-graph method (Schruben 1983.

STEPS IN A SOUND SIMULATION STUDY Figure 1.68 K. Salah 20 .

some discrete-event simulation software will do continuous simulation as well • Combined discrete-continuous simulation – Continuous variables described by differential equations – Discrete events can occur that affect the continuously-changing variables – Some discrete-event simulation software will do combined discrete-continuous simulation as well K. Salah 21 . solve sets of differential equations numerically over time – May involve stochastic elements – Some specialized software available.OTHER TYPES OF SIMULATION • Continuous simulation – Typically.

Other Types of Simulation (cont’d. and let Y = (b – a) g(X) Then Algorithm: Generate X ~ U(a. let Y = (b – a) g(X). b). b). Salah 22 . repeat.) • Monte Carlo simulation – No time element (usually) – Wide variety of mathematical problems – Example: Evaluate a ―difficult‖ integral Let X ~ U(a. average the Y’s … this average will be an unbiased estimator of I K.

statistically analyze appropriately Failure to identify objectives clearly up front Inappropriate level of detail (both ways) Inadequate design and analysis of simulation experiments Inadequate education. Salah 23 . AND PITFALLS OF SIMULATION • Advantages – Simulation allows great flexibility in modeling complex systems. DISADVANTAGES. training K. so simulation models can be highly valid – Easy to compare alternatives – Control experimental conditions – Can study system with a very long time frame • Disadvantages • Pitfalls – – – – – Stochastic simulations produce only estimates – with noise – Simulation models can be expensive to develop – Simulations usually produce large volumes of output – need to summarize.ADVANTAGES.

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