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Simulation Basic: Computer Simulation Industrial Engineering Department Petra Christian University

This document discusses different types of computer simulation including static vs dynamic, stochastic vs deterministic, and discrete event vs continuous simulations. It also covers generating random numbers, which are important for stochastic simulations. Random numbers are generated using random number generators like linear congruential generators that use a recursive formula to produce integers within a given range.

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0% found this document useful (0 votes)
28 views

Simulation Basic: Computer Simulation Industrial Engineering Department Petra Christian University

This document discusses different types of computer simulation including static vs dynamic, stochastic vs deterministic, and discrete event vs continuous simulations. It also covers generating random numbers, which are important for stochastic simulations. Random numbers are generated using random number generators like linear congruential generators that use a recursive formula to produce integers within a given range.

Uploaded by

flc_ong
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Simulation Basic

Computer Simulation
Industrial Engineering Department
Petra Christian University
Types of Simulation
• Static VS Dynamic
• Stochastic VS Deterministic
• Discrete event VS Continuous
Static VS Dynamic
Static simulation :
Not based on time
Random sample to generate statistical
outcome

Dynamic simulation:
Include the passage of time
State changes as they occur over time
Stochastic VS Deterministic
Stochastic / Probabilistic simulation:
One or more input variables
Produce output that is random

Deterministic simulation:
No random input
All future states are determined
Random Behavior
Probability distribution
Predicting random variable values
Need type of distribution & parameters
Random variate = a value from a distribution
Can be discrete or continuous
Generating Random Numbers
Random behavior
Random number generator
Sequence of numbers repeatedly
Pass statistical test for randomness

Note: figure 3.3


Linear Congruential Generators (LCG)

Recursive formula for integers Z1, Z2, Z3, …


Zi = (aZi-1+c)mod(m)
Where:
a : multiplier
c : incrementnon-negative integers
m : modulus
Z0 : seed / starting value
Zi bounden by 0≤ Zi ≥m-1
Linear Congruential Generators (LCG)

Maximum cycle length  m


Type of LCG:
1. Mixed Congruential Generators (c>0)
2. Multiplicative Congruential Generators (c=0)

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