Introduction To Modeling

and Simulation
Dr. A. K. Dey
Lecture 1
 Introduction to Simulation
 A Simulation is the imitation of the operation of a
real-world process or system over time
 A System is defined to be a set of elements which
interact or interrelated in some fashion
 Elements having no relationship with the set of elements
that have been chosen as system can not affect the system –
hence irrelevant
 A System may consist of sub systems or may be a part of a
larger system
 Elements that often make up the system are called
Entities
 Entities that comprise a system need not be tangible e.g, a
queuing system is made up of customers, queue and servers
 Customers and servers are physical entities but queue itself
is a concept
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 More components of a system
 An Attribute is a property of a system
 An Activity represents a time period of specified length
 State of system is defined to be that collection of
variables necessary to describe the system at any time ,
relative to the objective of the study
 In the study of a bank possible state variables are number of
busy tellers, number of customers waiting in the queue or
being served, arrival and service times of the next customer
 An Event is defined as an instantaneous occurrence
that may change the state of the system

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 More terms of a system
 Endogenous – used to describe the activities
and events occurring within a system
 Exogenous – is used to describe activities and
events in the environment that affect the
system
 In the bank – arrival of a customer is exogenous
event and completion of service of a customer is
endogenous event

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 Examples: Banking System
 Entities – Customers
 Attributes (property of an entity)– Checking account
balance, making deposits, getting a draft made
 Activities (time period of specified length) – Time
taken to make a deposit, time taken to get a draft
made
 Events – arrival, departure
 State variables – Number of busy tellers, number of
customers waiting

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 Examples: Rail System
 Entities – Commuters
 Attributes (property of an entity)– Origination ,
Destination
 Activities (time period of specified length) –
Traveling
 Events – arrival at station, arrival at destination
 State variables – Number of commuters waiting
at each station, number of commuters traveling

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 Examples: Production System
 Entities – Machines
 Attributes (property of an entity)– Speed ,
Capacity, Breakdown rate
 Activities (time period of specified length) –
Welding, Cutting, Stamping
 Events – breakdown
 State variables – Status of machines – busy,
idle or down
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Examples: Communications System
 Entities – Messages
 Attributes (property of an entity)– Length ,
Destination
 Activities (time period of specified length) –
Transmitting
 Events – arrival at destination
 State variables – Number of messages waiting
to be transmitted
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 Examples: Inventory System
 Entities – Warehouse
 Attributes (property of an entity)– Capacity
 Activities (time period of specified length) –
Issue, Receipt
 Events – Demand
 State variables – Level of inventory,
Backlogged demands

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 Introduction to model
 A model is a system that is used as a surrogate for
another system
 Reason for using a model
 Helps in understanding the behaviour of a real system before
it is built
 Cost of building and experimenting with a model is less
 Models can be used to mitigate risk – pilots can be taught
how to cope with wind sheer while landing
 Models have the capability of scale time or space in
favourable manner – wind sheer can be produced on demand

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 Types of Models
 Broadly there are two types
 Physical

(Scale models, prototype plants,…)

 Mathematical

(Analytical queuing models, linear

programs, simulation)

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Building a simulation gas station
 Assume
 single pump served by a single service man
 arrival of cars as well their service times are random.
 At first identify the:
 states: number of cars waiting for service and number of
cars served at any moment
 events: arrival of cars, start of service, end of service
 entities: these are the cars
 queue: the queue of cars in front of the pump, waiting for
service
 random realizations: inter-arrival times, service times
 distributions: we shall assume exponential distributions for
both the inter-arrival time and service time.
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 Ten Types of Models
 Iconic - physical models that are images of the real
world; dimensions are usually scaled up or down; for
example, models of cars might be constructed and
tested in a wind tunnel
 Analog - model that substitutes one set of properties
for another; may be iconic or mathematical; electric
resistance often used as an analog of the friction of a
fluid flowing in a pipe; this approach is not as widely
used as at one time – digital computers have allowed
the development of other modeling techniques that
have replaced analog models

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 Ten Types of Models
 Stochastic - probabilistic model that uses randomness
to account for immeasurable factors (e.g., weather)
 Deterministic - model that does not use randomness
but uses explicit expressions for relationships that
may or may not involve time rates of change
 Discrete - model where state variables change in
steps as opposed to continuously with time (e.g.,
number of cattle in a barn); may be deterministic or
stochastic

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 Ten Types of Models
 Continuous - model whose state variables change
continuously with time (e.g., biomass in a field); usually
sets of differential equations used; initial conditions
required (can be difficult to obtain for some systems!)
 Combined - model where some state variables change
continuously and others change in steps at event times;
for example, a field of hay might be modeled using a
combined approach with the biomass modeled
continuously during growth and then as a discrete event
when harvested

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 Ten Types of Models
 Mathematical - abstract model usually written
in equation form
 Object-oriented - use objects that are
abstractions of real world objects and develop
relationships and actions between objects;
comes from field of artificial intelligence
 Heuristic - heuristics (rules) are used to model
the system; comes from field of artificial
intelligence.

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 What is Simulation?
 A Simulation of a system is the operation of a model,
which is a representation of that system.
 The model is amenable to manipulation which would
be impossible, too expensive, or too impractical to
perform on the system which it portrays.
 The operation of the model can be studied, and, from
this, properties concerning the behavior of the actual
system can be inferred.

Introduction 17
 Applications:
Designing and analyzing manufacturing
systems
Evaluating H/W and S/W requirements for a
computer system
Evaluating a new military weapons system or
tactics
Determining ordering policies for an
inventory system
Designing communications systems and
message protocols for them
Introduction 18
 Applications:(continued)
Designing and operating transportation
facilities such as freeways, airports, subways,
or ports
Evaluating designs for service organizations
such as hospitals, post offices, or fast-food
restaurants
Analyzing financial or economic systems

Introduction 19
 Types of Simulation Models
System model

deterministic stochastic

static dynamic static dynamic

Monte Carlo
simulation

continuous discrete continuous discrete

Continuous Discrete-event Continuous Discrete-event
simulation simulation simulation simulation
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 Stochastic vs. Deterministic
 Stochastic simulation: a simulation that contains
random (probabilistic) elements, e.g.,
 Examples
 Inter-arrival time or service time of customers at a restaurant or
store
 Amount of time required to service a customer
 Output is a random quantity (multiple runs required to
analyze output)
 Deterministic simulation: a simulation containing no
random elements
 Examples
 Simulation of a digital circuit
 Simulation of a chemical reaction based on differential equations
 Output is deterministic for a given set of inputs
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 Static vs. Dynamic Models
 Static models
 Model where time is not a significant variable
 Examples
 Determine the probability of a winning solitaire hand
 Static + stochastic = Monte Carlo simulation
 Statistical sampling to develop approximate solutions to
numerical problems
 Dynamic models
 Model focusing on the evolution of the system
under investigation over time
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 Continuous vs. Discrete
 Discrete
 State of the system is viewed as changing at discrete points
in time: arrival of a customer in a queuing system
 An event is associated with each state transition
 Events contain time stamp
 Continuous
 State of the system is viewed as changing continuously
across time: rise if water level in a dam
 System typically described by a set of differential equations
 Few systems in practice are wholly discrete or
continuous

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 Discrete & Continuous Systems
 Essential to remember that
 A discrete simulation model is not always used to model a
discrete system
 Similarly, a continuous simulation model is not always
used for a continuous system
 Simulation models may also be mixed – both discrete and
continuous
 Choice of discrete or continuous simulation models is
a function of
 Characteristics of the system
 Objective of the study

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 Discrete & Continuous Systems
 Communication channel
 Modeled as discrete – if characteristics of
movement of each message is important
 Modeled as continuous – if flow of messages as
aggregate over the channel is important
 In this course we will study only
 Models that are discrete, dynamic and stochastic

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 Discrete event systems (DES)
 DES are dynamic systems which evolve in
time by the occurrence of events at possibly
irregular time intervals
 DES abound in real-world applications
 Examples include traffic systems
 flexible manufacturing systems

 computer-communications systems

 production lines

 flow networks.

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 Discrete event systems (DES)
 Most of these systems can be modeled in terms
of discrete events whose occurrence causes the
system to change from one state to another
 In designing, analyzing and operating such
complex systems, one is interested not only in
performance evaluation but also in sensitivity
analysis and optimization.

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 Discrete event system simulation
(DESS)
 It is modeling of systems in which the state variable
changes only at a discrete set of points in time
 Simulation models are analyzed by numerical
methods rather than by analytical methods
 Analytical methods apply deductive reasoning to
solve
 Differential calculus can be used to calculate EOQ
 In case of simulation – model is “run” rather than
solved
 An artificial history of the system is generated (with
the help of computer) based on system characteristics
and observations are collected to be analyzed
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 Steps in Simulation Study
Problem Formulation

Setting objectives & Plan

Model Conceptualization

Data Collection Fundamentally

an iterative
Model Translation
process
Verify model

Validate model

Experimental Design Over to next slide

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 Steps in Simulation Study
From previous slide

Production run & Analysis

More runs?

Documentation & Reporting

Implementation

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 Problem Formulation
 Initial step
 Identify controllable and uncontrollable inputs
 Identify constraints on the decision variables
 Define measure of system performance and an
objective function
 Develop a preliminary model structure to interrelate
the inputs and the measure of performance
 May be the problem needs reformulation as the study
progresses

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 Setting Objectives & Plan
 What do you (or the customer) hope to accomplish
with the model
 May be an end in itself
 Predict the weather
 Train personnel to develop certain skills (e.g., driving)
 More often a means to an end
 Optimize a manufacturing process or develop the most cost
effective means to reduce traffic congestion in some part of a city
 Often requires developing a business case to justify
the cost
 Improved efficiency will save the company $$$
 Example: electronics
 Even so, may be hard to justify in lean times
 Goals may not be known when you start the project!
 One often learns things along the way
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 Develop Conceptual Model
 An abstract (i.e., not directly executable) representation of
the system
 What should be included in model? What can be left out?
 What abstractions should be used
 Level of detail
 Often a variation on standard abstractions
 Example: transportation
 Fluid flow?
 Queuing network?
 Cellular automation?
 What metrics will be produced by the model?
 Appropriate choice depends on the purpose of the model

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 Data Collection
 Regardless of the method used to collect the
data, the decision of how much to collect is a
trade-off between cost and accuracy
 Constant inter play between construction of
the model and the collection of needed input
 Changes with the degree of complexity of the
model
 Data should be collected for the validation as
well

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 Model translation
 Model requires great deal of information and
computation
 Needs to be translated into computer
recognizable format using either special
purpose or general purpose languages
 Focus of this course will be using Excel for
model building
 Arena characteristics will be introduced

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 Verification & Validation
 Verification focuses on the internal
consistency of a model
 Validation is concerned with the
correspondence between the model and the
reality
 Validation is applied to those processes which
seek to determine whether or not a simulation
is correct with respect to the "real" system
 Validation is concerned with the question "Are
we building the right system?“
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 Verification & Validation
 Verification seeks to answer the question "Are
we building the system right?"
 Verification checks that the implementation of
the simulation model (program) corresponds to
the model
 Validation checks that the model corresponds
to reality
 Calibration checks that the data generated by
the simulation matches real (observed) data.

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 Experimental Design
 Alternatives to be simulated must be determined
 Good experimental design
 Randomization
 Replication
 Local control

 For each system decisions needed

 Length of the initialization period
 Length of the simulation run
 Number of replication

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 Production runs and analysis
 To measure performance of the simulation
system so designed
 Also to determine if more runs needed till
results are consistent

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 Documentation & Reporting
 Two types
 Program
 Needed if it is to be used again
 May need to be applied for different system by different
people
 For modification

 Progress
 Provides important written history of simulation project
 Should be frequent as the project progresses

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 Implementation
 Success depends how well previous steps were
followed

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 Thanks

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