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ESI4523 Simulation Notes

The document discusses simulation as a method to model and analyze real systems without affecting the real systems. Simulation involves creating models of systems on computers and exercising those models. The document outlines different types of models, when simulation is used, popular simulation software options, and the typical steps involved in a simulation study.

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Samuel Smith
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105 views23 pages

ESI4523 Simulation Notes

The document discusses simulation as a method to model and analyze real systems without affecting the real systems. Simulation involves creating models of systems on computers and exercising those models. The document outlines different types of models, when simulation is used, popular simulation software options, and the typical steps involved in a simulation study.

Uploaded by

Samuel Smith
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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What Is Simulation

Sangdo (Sam) Choi


Department of Industrial & Systems Engineering

What is a Simulation
Methods and applications to imitate or mimic real systems,

usually via computer, without affecting real systems.


Involves systems and models of them.

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 2

What is a System
A collection of elements that cooperate to accomplish some

stated objectives
Examples

Manufacturing facility
Bank operation + customer queues
Airport operations
Transportation/logistics/distribution operation
Hospital facilities
Freeway system
Chemical plant
Fast-food restaurant
Supermarket
Theme park
Military combat, logistics

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 3

We work with the system


Measure, improve, design and control

Maybe just play with actual system


But often impossible in reality with actual system

System doesnt exist


Would be disruptive, expensive, dangerous

We study model instead of real system

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 4

What is a Model

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 5

What is a Model
Set of assumptions/approximations about how system works
Can try wide-ranging ideas with model

Make your mistakes on the computer where they dont


count
Validate model
Care in building to mimic reality faithfully
Level of detail
Get same conclusions from model as you would from
system

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 6

What is a Simulation Model

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 7

Types of models
Physical (iconic) models

Tabletop material-handling models


Mock-ups of fast-food restaurants
Flight simulators
Logical (mathematical) models
Approximations, assumptions about systems operation
Often represented via computer program in appropriate
software
Exercise program to try things, get results, learn about
model behavior

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 8

Studying Logical Models


If model is simple enough, use traditional mathematical

analysis and get exact results, lots of insight into model


Queueing theory
Differential equations
Linear programming
But complex systems can seldom be validly represented by
simple analytic model
Danger of over-simplifying assumptions
Type III error working on the wrong problem

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 9

Computer Simulation
Methods for studying wide variety of models of systems

Numerically evaluate on computer


Use software to imitate systems operations, characteristics,
often over time
Can use to study simple models, but should not use if an
analytical solution is available
Simulation can tolerate complex models

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 10

Popularity of Simulation
Has been consistently ranked as the most useful, popular tool

in broader area of operations research / management science


1978: M.S. graduates of CWRU O.R. Department after
graduation
1. Statistical analysis
2. Forecasting
3. Systems Analysis
4. Information systems
5. Simulation

1979: Survey 137 large firms, which methods used?


1. Statistical analysis (93% used it)
2. Simulation (84%)
3. Followed by LP, PERT/CPM, inventory theory, NLP,

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 11

Popularity of Simulation (2)

1980: (A)IIE O.R. division members

First in utility and interest simulation


First in familiarity LP (simulation was second)

1983, 1989, 1993: Longitudinal study of corporate practice


1. Statistical analysis
2. Simulation

1989: Survey of surveys

Heavy use of simulation consistently reported

Since these surveys, hardware/software have improved,

making simulation even more attractive


Historical impediment to simulation computer speed

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 12

Advantages of Simulation
Flexibility to model things as they are (even if messy and

complicated)
Allows uncertainty, non-stationarity in modeling
The only thing thats for sure:

nothing is for sure

Advances in computing/cost ratios


Advances in simulation software

Far easier to use (GUIs)


No longer as restrictive in modeling constructs
Statistical design & analysis capabilities

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 13

The Bad News


Dont get exact answers, only approximations, estimates

Also true of many other modern methods


Can bound errors by machine roundoff
Get random output (RIRO) from stochastic simulations
Statistical design, analysis of simulation experiments
Exploit: noise control, replicability, sequential sampling,
variance-reduction techniques

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 14

Different Kinds of Simulation


Static vs. Dynamic

Does time have a role in model?


Continuous-change vs. Discrete-change
Can state change continuously, or only at discrete points
in time?
Deterministic vs. Stochastic
Is everything for sure or is there uncertainty?
Most operational models:
Dynamic, Discrete-change, Stochastic

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 15

We use computers to simulate


General-purpose languages (C, C++, C#, Java, Matlab,

FORTRAN, others)
Tedious, low-level, error-prone
But, almost complete flexibility
Spreadsheets
Usually static models (only very simple dynamic models)
Financial scenarios, distribution sampling, SQC
Examples in Chapter 2 (one static, one dynamic)
Add-ins are available (@RISK, Crystal Ball)

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 16

We use computers to simulate (2)


Simulation languages

GPSS, SLX, SIMAN, ExtendSim


Popular, some still in use
Learning curve for features, effective use, syntax
High-level simulators
Very easy, graphical interface
Domain-restricted (manufacturing, communications)
Limited flexibility

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 17

Where Arena fits in


Hierarchical structure

Multiple levels of modeling


Mix different modeling levels
together in same model
Often, start high then go lower
as needed

Get ease-of-use advantage

of simulators without
sacrificing modeling
flexibility

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 18

When simulations are used


Use of simulation has evolved with hardware, software
Early years (1950s 1960s)

Very expensive, specialized tool


Required big computers, special training
Mostly in FORTRAN (or even Assembler)
Processing cost as high as $1000/hour for a sub-PC level
machine

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 19

When simulations are used (2)


Formative years (1970s early 1980s)

Computers got faster, cheaper


Value of simulation more widely recognized
Simulation software improved, but still languages to be
learned, typed, batch processed
Often used to clean up disasters in auto, aerospace
industries

Car plant; heavy demand for certain model


Line underperforming
Simulated, problem identified

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 20

When simulations are used (3)


Recent past (late 1980s mid 2000s)

Microcomputer power
Software expanded into GUIs, animation
Wider acceptance across more areas

Traditional manufacturing applications


Services
Health care
Business processes

Still mostly in large firms


Simulation is often part of specs

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 21

When simulations are used (4)


Present

Proliferating into smaller firms


Becoming a standard tool
Being used earlier in design phase
Real-time control
Future
Integration with other applications for visualization,
analysis
Networked sharing of data in real time
Internet-enabled distributed model building, execution
Specialized vertical templates for specific industries,
firms
Better model re-usability, operational decision making
Automated statistical design, analysis

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 22

Steps in a Simulation Study (Chapter 12)


1. Formulate the problem and plan the study
2. Collect data and formulate a model
3. Check validity: if no, go back to 2), otherwise go to next step

4. Implement model in a computer program and verify


5. Make pilot runs
6. Valid? Close enough representation? If no, go back to 4),
7.
8.
9.
10.

otherwise, got to next step


Design experiments
Make production runs
Analyze output data
Document, present and implement results

Sangdo (Sam) Choi. All rights reserved

Simulation, 2014 Spring, 23

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