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Introduction to Simulation
IENG 455
Feng Yang
West Virginia University

Science of Decision
Operations research is the science of decision.
Inputs System Outputs
e.g.
Bank Inputs:
Tellers/Servers

Interarrival times of
customers
Service times of
Waiting line of customers
customers Number of tellers
Outputs:
Question: The time a customer
spends in the bank.
How many tellers should be The idle time/day of each
hired? teller.
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 Systems
A system is defined to be a collection of entities, e.g., people
or machines, that act and interact together toward the
accomplishment of some logical end.
A hospital with its patients, rooms, personnel, equipment,
and so on
A manufacturing system with its machines centers,
inventories, production schedule, and items produced
A telecommunication system with its messages,
communication network, and receiving stations

A stochastic system is a system in which randomness or

uncertainty is inherent.

Ways to Study a System

Maybe just play with the actual system
Advantage unquestionably looking at the right thing
Disadvantage: Its often impossible to do so in reality with
the actual system
9 System doesnt exist
9 Would be disruptive, expensive, or dangerous

Usually necessary to build a model as a representation of the

system and study it as a surrogate for the actual system.
Approximations and assumptions about a systems
operation
Question of model validity
Every model is wrong, but some are useful
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 Ways to Study a System (contd)
System

Experiment with Experiment with a

the actual system model of the system

Physical Logical
model model

Analytical
Simulation
solution

Studying Logical Models

Quantifying Input-Output Relationship

If the system is simple enough, use traditional mathematical

analysis to develop an analytical model (a series of mathematical
equations that quantify the input-output relationship)
e.g. a=F/m
But complex systems can seldom be validly represented by a
simple analytic model
Often, a complex system requires a complex model, and
analytical methods dont apply.
What to do?

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 Computer Simulation
A simulation is the imitation of the operation of a real-world
process or system over time.
Typically, the type of simulation that is most often
encountered has three features:
(e.g., Bank)
1. Stochastic input
Customer-arrival and customer-service time
2. Logical mechanism
FCFS (first come first served)
3. Stochastic output
The time each customer spends in the system
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Popularity of Simulation
Ranked as the most useful, popular tool in the broader area of
operations research / management science
Statistics, Mathematical programming, and Simulation
Advantages of simulation
Models complex systems with stochastic elements
Allows us to estimate the performance of an existing/non-
existing system
Better control of experimental conditions
Disadvantages of simulation
Produces only estimates of a models true characteristics
Simulation models are often expensive and time-consuming
to develop
The issue of model validity
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 Different Kinds of Simulation
Gaming simulations involve the interaction of one or more
persons with the simulation program in an essential way.
9 A video game in which a human player tries to beat a
computer or another player
9 War games used by the military to train officers
Static simulations represents a system at a particular point
in time
Software: SIMTOOLS
(Excel Add-in: spreadsheet simulation)
Dynamic simulations represent systems as they change
over time.
Software: ARENA
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Software Installment
SIMTOOLS
Free downloads at:
http://home.uchicago.edu/~rmyerson/addins.htm
The installation guidance and an introduction of the software
are given at the IENG 455 course website.

ARENA 12.0

Early versions of ARENA are not compatible with 12.0.

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