Introduction to Discrete-Event Simulation

Reference book: Simulation, Modeling & Analysis (3/e) by Law and Kelton, 2000

Outline
System, Model, and Simulation
System: Discrete and Continuous Ways to Study a System Why Model Model Taxonomy Why Simulation

Discrete-Event Simulation
What is Discrete-Event Simulation (DES) Example: A Single Server System Advancement of Simulation Time Components and Organization of Discrete-Event Simulation Model Design of Event List

Example: A Single Server System

Sample Design for Event-Scheduling Sample Design for Arrival and Departure Event Routine

The Stages of a Simulation Project

System: Discrete and Continuous

System:
a collection of entities that act and interact together toward the accomplishment of some logical end.

Discrete system:
state variables change instantaneously at separated point in time, e.g., a bank, since state variables - number of customers, change only when a customer arrives or when a customer finishes being served and departs

Continuous system:
state variable change continuously with respect to time, e.g., airplane moving through the air, since state variables position and velocity change continuously with respect to time

Ways To Study a System

Why Model?
Model:
A representation of the system and study it as a surrogate for the actual system

Why Model?
System is not physically exists Building a system is expensive Measuring a system is time-consuming

Characterizing a Model
Deterministic or Stochastic
D Does th model contain stochastic components? the d l t i t h ti t ?

Static or Dynamic
Is time a significant variable?

Continuous or Discrete
Does the system state evolve continuously or only at discrete points in time? Continuous: classical mechanics Discrete: queuing, inventory, machine shop models

Model Taxonomy

Why Simulation?
Many systems are highly complex, precluding the possibility of analytical solution ibilit f l ti l l ti The analytical solutions are extraordinarily complex, requiring ast computing resources req iring vast comp ting reso rces Thus, such systems should be studied by means of simulation
numerically exercising the model for inputs in question to see how they affect the output measures of performance
Simulation is the process of designing a model of a real system and conducting experiments with this model f th purpose either of d ti i t ith thi d l for the ith f understanding the behavior of the system or of evaluating various strategies (within the limits imposed by a criterion or set of criteria) for the operation of a system system. -Robert E Shannon 1975

What is Discrete-Event Simulation (DES)

A discrete-event simulation
models a system whose state may change only at discrete point in time.

System
is composed of objects called entities that have certain properties called attributes

State
a collection of attributes or state variables that represent the entities of the system.

Event
an instantaneous occurrence in time that may alter the state of the system

An event initiates an activity which is the length of time activity, during which entities engage in some operations Entities, attributes, events, activities and the interrelationships between these components are defined in the model of the system

Example: A Single Server System

Entities: customers; server Attributes of a customer: service required Attributes of server: servers skill (its service rate) Events: arrival of a customer; departure of a customer Activities: serving a customer, waiting for a new customer

What is Discrete-Event Simulation (DES)

Discrete-event simulation is stochastic, dynamic, and discrete Stochastic = Probabilistic
Inter-arrival times and service times are random variables Inter arrival Have cumulative distribution functions

Discrete = Instantaneous events are separated by intervals of time

The state variables change instantaneously at separate points in time
The system can change at only a countable number of points in time.

Th These points i ti i t in time are th ones at which an event occurs. the t hi h t

Dynamic = Changes over time

S Simulation clock
Keep track of the current value of simulated time as the simulation proceeds

A mechanism to advance simulated time from one value to another

Next-event time advance Next event

Advancement of Simulation Time

Fundamental to every simulation study is a mechanism t model th passage of time h i to d l the f ti Every model contains a variable called the internal clock, clock or the sim lation clock simulation Ti Time may be modeled in a variety of ways within b d l di i t f ithi the simulation How do we advance simulated time?
Time as linked events (Next event time advance) (Next-event Time divided into equal increments (Fixed-increment time advance)

Advancement of Simulation Time

Time as linked events (Next-event time advance)
All state changes occur only at event times for a discreteevent simulation model Periods of inactivity are skipped over by jumping the clock from event time to event time This method is called event-driven DES and is asynchronous as opposed t time-stepped approach which i synchronous d to ti t d h hi h is h

Time divided into equal increments (Fixedq ( increment time advance)

Components and Organization of DiscreteEvent Simulation Model

Start Initialization Routine 1. Set simulation clock =0 2. Initialize system state and statistical counters 3. Initialize event list Main Program 0. Invoke the initialization routine 1. 1 Invoke the timing routine Repeatedly 2. Invoke event routine i Event routine i 1. Update system state 2. Update statistical counters 3. Generate future events and add to event list i 1. Determine the next event type, say, i 2. Advance the simulation clock i l ti l k

Library routines Generate random G t d variables

Is simulation over? Report generator

No

1. Compute estimates of interest 2. Write report

Definitions are i D fi iti in the next two slides

Yes Stop

Components and Organization of DiscreteEvent Simulation Model

System state
The collection of state variables necessary to described the system at a particular time

Simulation clock
A variable giving the current value of simulated time

Event list
A list containing the next time when each type of event will occur

Statistical counters
Variables used for storing statistical information about system information

Initialization routine
A subprogram to initialize the simulation model at time 0

Timing routine ro tine

A subprogram that determines the next event from the event list and then advances the simulation clock to the time when that event is to occur

Components and Organization of DiscreteEvent Simulation Model

Report generator
A subprogram that computes estimates (from the statistical counters) of the desired measures of performance and produces a report when the simulation ends

Event routine
A subprogram that updates the system state when a particular type of event occur
There is one event routine for each event type

Library routines
A set of subprogram used to generate random observations from probability distributions that were determined as part of the simulation model d l

Main program
A subprogram that invokes the timing routine
determine the next event and

transfer control to the corresponding event routine

update the system state appropriately

check f termination h k for t i ti

invoke the report generator when the simulation is over.

Design of Event List

Events are chronologically ordered in time. Event List
sometimes called the pending event set because it lists events that are pending pending. contains all scheduled events, arranged in chronological time order. In the simulator, this is just a data structure, e.g. list, tree

Et0 < Et1 < Et3 < < Et tn

Et1 Current Time Time for Next Event Et1 generates a new event Et1', which is placed at the appropriate position in the event list using time t1'

Example: A Single Server System

Entities: customers; server Attributes of a customer: service required Attributes of server: servers skill (its service rate) Events: arrival of a customer; departure of a customer Activities: serving a customer, waiting for a new customer

Sample Design for Event-Scheduling

Main (executive routine): 1. 1 set clock = 0 2. set cumulative statistics to 0 y (q py ) 3. define initial system state (queue empty, server idle) 4. generate the occurrence time of the first arrival and place in event list 5. l t the 5 select th next event on event list (arrival or d t t t li t ( i l departure event) t t) 6. advance simulation clock to time of next event p (execute the corresponding event routine) p g ) 7. process this event ( 8. if not end-of-simulation, goto step 5

Sample Design for Arrival and Departure Event Routine

The Stages of a Simulation Project

Planning
Problem Formulation: what is it and what do I want to do with it? Resource Estimation: time people and money time, money. System and Data Analysis

Modeling g
Model Building: find relationships. Data Acquisition: find and collect appropriate data. Model Translation: program and debug.

Verification and Validation

V ifi ti Verification: d does th PROGRAM execute as intended? the t i t d d? Validation: does the PROGRAM represent reality as intended?

Typically an iterative process

Conclusion
It is not so hard to write a simulation program Efficiency is critical point to a simulation program

Reference
Simulation, Modeling & Analysis (3/e) by Law and Kelton, 2000 K lt www.cs.wm.edu/~esmirni/Teaching/cs526/DESAFC1.1.ppt 1 1 ppt www.cs.uml.edu/~giam/91.570/Lect1/Lecture1.ppt www.geo.hunter.cuny.edu/.../Discrete%20Event%20 h t d / /Di t %20E t%20 Simulation.ppt www pcs csie ntu edu tw/course/pcs/2007/project/Si www.pcs.csie.ntu.edu.tw/course/pcs/2007/project/Si mulation.pdf