You are on page 1of 9

Overview of Systems Simulation

Introduction
Uses,PopularityofSimulation
One of the most popular, widely used of all scientific Techniques

HistoricalRoadblocks

Hardtowritecodeforlarge,complicatedmodels:Nowhaveverygood softwareimprovingallthetime

Requirestoomuchcomputertime:Marginalcostofcomputingdecreases allthetime. Manysimulations(stochastic)dontgiveexactanswersonlyestimates: True,butwithoneisabletoincreasetheprecisionoftheestimate.

Modeling
System:Physicalfacilityorprocess,usuallyevolvingthroughtimeitmayor maynotexist.Usuallywanttostudyitsperformance Model:Anabstraction/simplificationofthesystemusedasaproxy Physical(iconic),Mathematicalquantitativeandlogicalassumptions, Numericalandsimulation. Relativeadvantagesofstudyingthemodelvs.system:Maybeimpractical orimpossibletoperformexperimentsontherealsystem.

MethodsofStudyingaSystem

SYSTEM

Experiment withthe actualsystem

Experiment withamodel ofthesystem

Physical model

Mathematical model

Analytical solution

Simulation

TypesofModels
Usefuldimensionsofclassificationwithregardtodesign/analysis: Dynamic vs.Static, Stochasticvs.Deterministic,Discretevs.Continuous

Someexamples: Deterministic Norandomness Inputsareexact,no uncertainty Onemodelneedsonly onerun Static Notime element Usefittedregression modelforunobserved independentvariable combinations Financialscenarios Stochastic Randominputs uncertain Inputsarefromknown distributions Onemodelneedsmore thanonerun MonteCarlosimulation Estimateanintractable integral Getempiricaldistribution ofanewteststatisticfor somenullhypothesis

Dynamic

Passage Differentialequation Queueingmodels oftimeis modelsofpopulation representing important growthanddecay manufacturing, partof Deterministicforecasting computer,or model communications overtime systems Dynamicmacroeconomic Inventorymodels models Compute(exactly) desiredoutput quantities Canonlyestimatedesired outputquantities

AdvantagesandDisadvantagesofSimulation

Comparedtoexperimentingwiththeactualsystem:

"

Validityuncertaintywithsimulation(aswithallmodels) Muchmoreflexibilityinsimulationtotrythingsout Cancontroltheuncontrollableinsimulation Canstudythephysicallyimpossibleornonexistent

Comparedtoexactanalyticalmodels:

Donthavetomakeasmanysimplifyingassumptionsgetmore flexiblemodelsthatcanbemorevalid " " Dontgetsimpleformulasfromwhichinsightcanbegained Dontgetexactanswersonlyestimates,maybeuncertaincallsfor carefuldesignandanalysisofsimulationexperiments(ourconcern)

StepsinaSimulationModel
Formulateproblem andplanthestudy Collectdataand defineamodel No

Valid? Yes

Constructacomputer programandverify Makepilotruns

Valid? Yes Designexperiments

No

Makeproductionruns

Analyzeoutputdata Document,present,and implementresults

SimulationModeling,Input,Output,and Experiments
Modeling
Themodelingprocess:twodistinctbutrelatedactivities Structuralmodeling Physical/logicalrelationshipsamongcomponents Topology/layoutofmachines Possibleroutingsforpartflows Feedback/failureloops Closedvs.openstructureinmodelofacomputersystem Quantitativemodeling Specificnumerical/distributionalassumptionscomposingmodel Howmanymachinesateachworkcenter? Probabilitiesforbranchpointsonroutingdecisions? Cycletimesofparttype3onamachineingroup5arerandom variatesdrawnfromwhatdistribution?Withwhatparameters? Runmodelforonehour?Oneyear?Until5000partshavebeen produced? Buildinggoodsimulationmodels: VerificationCode(inwhateverlanguageorproduct)iscorrect

ValidationModel(asexpressedintheverifiedcode)faithfullymimicsthe systemtostudy;canusemodel/codeassurrogateforsystemtomake decisions CredibilityThevalidmodelisacceptedbydecisionmakers;criticalfor implementationsuccess Elementsofbothstructuralandquantitativecomponentscanbecome variables(orfactors)inthedesignofsimulationexperiments Structuralfactors: Tryadifferentlayoutofmachines Whatifpartflowroutingschangedduetotechnology? Whatifreworkwerejustscrappedinstead(nofeedbackloops)? Whatifthecomputersystemwentfromopen(batchjobs)toclosed (interactive)? Quantitativefactors: Whatifweaddedamachinesomewhere? Whatifqualityimprovementchangedpass/failbranchingprobabilities? Howeffectivewoulditbetoreducecycletimesonthebottleneck workcenter? Howlongwillthemodeloperatebeforebecomingundulycongested?

MachineViewofWhataSimulationDoes:

Inputs Structural Quantitative

Model and code

Outputs Performance measures

ABriefHistory
1733 1920s,1930s Buffonneedleproblemestimate Randomnumberschemesusedbyappliedstatisticians Physicalmethodsofgeneratingrandomnumbers(tables) Manhattanproject,usedtoestimatemultipleintegralsand solutionstosystemsofdifferentialequations Electronicrandomnumbergenerators(moretables) Earlylanguagedevelopment(GPSS,SIMSCRIPT) Recognitionofsimulationforcomplexqueueingmodels Firstalgorithmicrandomnumbergenerators Earlyworkonprobabilistic/statisticalmethodology Recognitionofneedtodoanalysisofsimulationresults Variancereductionforstaticsimulations Algorithmsforvariateandprocessgeneration Advancesinprobabilistic/statisticalmethodology Variancereductionfordynamicsimulation Useofstochasticprocessesforrigorousoutputanalysis Simulationlanguageswidened,improved(GASP,SLAM) Continuedadvancesinrigorousoutputanalysis Initialization/terminationmethods Adaptationofranking/selectionmethodstodynamic simulation Languagescontinuetoimprove(SIMAN) Implementationonmicrocomputers

1940s

1950s

1960s

1970s

1980s

Current

Estimatingderivativesandgradientsofsimulatedresponse Optimizingsimulatedsystems Refined,strengthenedoutputanalysismethods Hybridanalytical/simulationmethods Technologytransferofprobabilistic/statisticalmethodology topractitioners,languages

You might also like