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Simulation Notes II
Simulation Notes II
Introduction
Modelling & Simulation Basics
Modelling
Simulation & Experimentation
Hand Simulation & Queuing Systems
Simulation Programming Languages
Simulation Environment- ARENA
Statistical Models in Simulation
Random number generation
Input Modelling
Verification & Validation of Simulation Models
References
What is simulation?
to feign; to have or to assume a false appearance of; to mimic; to
recreate conditions of, for the purpose of training or experimentation.
simulation is an activity whereby one can draw conclusions about the
behaviour of a given system by studying the behaviour of a system
whose cause and effect relationships an the same as (or similar to)
those of the original.
simulation modelling is an experimental and applied methodology
that seeks to accomplish the following:
describe the behaviour of systems
construct theories or hypothesis that account for the observed
behaviour
use the model to predict future behaviour that is the effects produced
by changes in the system or in its method of operation
Manufacturing systems
Health care
Military
Natural resources
Transportation systems
Construction systems
Restaurant and entertainment systems
Business process reengineering
Food processing
Computer system performance
Figure: Mechine
Figure: Mechanic
In this system the calling population is infinite i.e. if a unit leaves the
calling population and joins the waiting line or enters service there is
no change in the arrival rate of other units that may need service
System arrivals for service occur one at a time in a random fashion
and once they join the waiting line, they are eventually served.
Service times are of some random length according to a probability
distribution, which does not change overtime.
In addition, the system capacity is unlimited.
Callers are served in the order of their arrival (FIFO) by a single server
or channel.
Arrivals and services are described by the distributions of time
between arrivals and service times.
Table 5.2 contains a set of five inter-arrival times generated from rolling a
die five times and recording the up face. These are used to compute the
arrival times of six customers at the queuing system.
Table 5.2:Interarrival and clock times.
Customer Interarrival Time Arrival Time on Clock
1 - 0
2 2 2
3 4 6
4 1 7
5 2 9
6 6 15
The service times vary from 1 to 6 min with the probabilities shown in
Table 5.7
Table 5.7: Service Time Distribution
Service Probability Cumulative Random Digit
Times (min) Probability Assignment
1 0.10 0.10 01-10
2 0.20 0.30 11-30
3 0.30 0.60 31-60
4 0.25 0.85 61-85
5 0.10 0.95 86-95
6 0.05 1.00 96-00
Pk j−1 X
Xi = j=1 (−1) ij , mod m1 − 1,
Quadratic Congruential Generator
Composite Generator
Taueworthe s methods
= 16.9. Since χ20 is much smaller than the tabulated value of χ20.05,9 ,
the null hypothesis of no difference between the sample distribution
and the uniform distribution
Mupondo Ndava Constantine (NUST)
is not rejected.
TEACHING NOTES February 19, 2018 59 / 75
9.0 RANDOM NUMBER GENERATION
EXAMPLE 9.12
Test whether the 3rd , 8th , 13th and so on, numbers in the sequence at the
beginning of this section are autocorrelated. (Use α = 0.05.) Here, i = 3
(beginning with the third number), m = 5 (every five numbers), N = 30
(30 numbers in tie sequence), and M = 4 (largest integer such that 3 +
(M + 1)5 30). Then,
1
ρbim = 4+1 (0.23)(0.28) + (0.28)(0.33) + (0.33)(0.27) +
(0.27)(0.05) + (0.05)(0.36)] − 0.25 = −0.1945
√
13(4)+7
σρbim = 12(4+1) = 0.1280
Then, the test statistics assumes the value
−0.1945
Z0 = 0.1280 = −1.516
Now. the critical value is Z0.025 = 1.96
Therefore, the hypothesis of independence cannot be rejected on the
basis of this test.
Mupondo Ndava Constantine (NUST) TEACHING NOTES February 19, 2018 66 / 75
10.0 INPUT MODELLING
There are four steps in the development of a useful model of input data:
Collect data from the real system of interest. This often requires a
substantial time and resource commitment. Unfortunately, in some
situations it is not possible to collect data (for example, when time is
extremely limited, when the input process does not yet exist, or when
laws or rules prohibit the collection of data). When data are not
available, expert opinion and knowledge of the process must be used
to make educated guesses.
Identify a probability distribution to represent the input process.
When data are available, this step typically begins by developing a
frequency distribution. or histogram, of the data. Based on the
frequency distribution and structural knowledge of the process, a
family of distributions is chosen. Fortunately, as described in Chapter
6, several well-known distributions often provide good approximations
in practice.
Choose parameters that determine a specific instance of the
distribution family. When data are available these parameters may be
Mupondo Ndava Constantine (NUST) TEACHING NOTES February 19, 2018 67 / 75
10.0 INPUT MODELLING