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Introduction
Uses,PopularityofSimulation
One of the most popular, widely used of all scientific Techniques
HistoricalRoadblocks
Hardtowritecodeforlarge,complicatedmodels:Nowhaveverygood softwareimprovingallthetime
Modeling
System:Physicalfacilityorprocess,usuallyevolvingthroughtimeitmayor maynotexist.Usuallywanttostudyitsperformance Model:Anabstraction/simplificationofthesystemusedasaproxy Physical(iconic),Mathematicalquantitativeandlogicalassumptions, Numericalandsimulation. Relativeadvantagesofstudyingthemodelvs.system:Maybeimpractical orimpossibletoperformexperimentsontherealsystem.
MethodsofStudyingaSystem
SYSTEM
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:
"
Comparedtoexactanalyticalmodels:
StepsinaSimulationModel
Formulateproblem andplanthestudy Collectdataand defineamodel No
Valid? Yes
No
Makeproductionruns
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:
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