Modeling and Simulation

What Is A Model ?

A Representation of an object, a
system, or an idea in some form
other than that of the entity itself.
(Shannon)

2
 Types of Models:
Physical
(Scale models, prototype plants,…)
Mathematical
(Analytical queueing models, linear
programs, simulation)

3
 WHAT IS SIMULATION?
• The imitation of the operation of a real-world process or
system over time…
– Most widely used tool (along LP) for decision making
– Usually on a computer with appropriate software
– An analysis (descriptive) tool – can answer what if questions
– A synthesis (prescriptive) tool – if complemented by other tools
• Applied to complex systems that are impossible to solve
mathematically
 APPLICATIONS
Systems – facility or process, actual or planned

Examples
Manufacturing facility
Bank operation
Airport operations (passengers, security, planes, crews, baggage)
Transportation/logistics/distribution operation
Hospital facilities (emergency room, operating room, admissions)
Computer network
Power system
Communication Systems
Business process (insurance office)
Criminal justice system
Chemical plant
Fast-food restaurant
Supermarket
Theme park
Emergency-response system
 SYSTEM
• A set of interacting components or entities
operating together to achieve a common goal or
objective.
• Examples:
– A manufacturing system with its machine centers,
inventories, conveyor belts, production schedule, items
produced.
– A telecommunication system with its messages,
communication network servers.
– Power Generation/Transmission/Distribution Systems

REAL WORLD SYSTEMS OF INTEREST ARE HIGHLY COMPLEX!!!

WHY & HOW TO STUDY A SYSTEM
Measure/estimate performance
Improve operation
Prepare for failures System

Experiment Experiment with Experiment with a

with the a physical model mathematical model
actual system of the system of the system

Mathematical
Simulation
Analysis
 MATHEMATICAL MODEL
• An abstract and simplified representation of a system
• Specifies
– Important components
– Assumptions/approximations about how the system works
• Not an exact re-creation of the original system!
• If model is simple enough, study it with Queueing Theory,
Linear Programming, Differential Equations...
• If model is complex, Simulation is the only way!!!
 GETTING ANSWERS FROM MODELS

ACTUAL SYSTEM
Operating Policies
• Single queue, parallel servers
• FIFO Output Parameters
(X) (Y)
Input Parameters • Waiting Times
• No of servers MODEL • System Size
• Inter-arrival Time Distribution • Utilizations
• Service Time Distributions
Y = f (X)
 STOCHASTIC MODELS
• Randomness or uncertainty is inherent
• Example: Bank with customers and tellers

m
l
m

ACTUAL SYSTEM QUEUEING MODEL

 CLASSIFICATION OF SIMULATION MODELS

Static (Monte Carlo) Dynamic Systems

Represents the system at a particular point Represents the system behaviour over time
in time
Continuous Simulation:
IID observations
• (Stochastic) Differential Equations

• Estimation of p • Water Level in a Dam

• Risk Analysis in Business
Discrete Event Simulation:
• System quantities (state variables) change
with events

• Queueing Systems
• Inventory Systems
 HOW TO SIMULATE
• By hand
– Buffon Needle and Cross Experiments (see Kelton et al.)
• Spreadsheets
• Programming in General Purpose Languages
– MATLAB
• Simulation Languages
– SIMAN, MATLAB
• Simulation Packages
– Arena
Issue: Modeling Flexibility vs. Ease of Use
ADVANTAGES OF SIMULATION
• When mathematical analysis methods are not
available, simulation may be the only investigation tool
• When mathematical analysis methods are available,
but are so complex that simulation may provide a
simpler solution
• Allows comparisons of alternative designs or
alternative operating policies
• Allows time compression or expansion
DISADVANTAGES OF SIMULATION
• For a stochastic model, simulation estimates the
output while an analytical solution, if available,
produces the exact output
• Often expensive and time consuming to develop
• An invalid model may result with confidence in
wrong results.
 STEPS IN A SIMULATION STUDY
Model
No
conceptualization Experimental
Design

Setting of Yes
Problem objectives Model Yes
Verified? Validated? Production runs
formulation and overall translation
project plan and analysis
No
Yes Yes
Data No More runs?
collection
No

Documentation
Implementation and reporting
 PROBLEM FORMULATION

• A statement of the problem

– the problem is clearly understood by the simulation
analyst
– the formulation is clearly understood by the client
 SETTING OF OBJECTIVES & PROJECT PLAN
Project Proposal
• Determine the questions that are to be answered
• Identify scenarios to be investigated
• Decision criteria
• Determine the end-user
• Determine data requirements
• Determine hardware, software, & personnel requirements
• Prepare a time plan
• Cost plan and billing procedure
 STEPS IN A SIMULATION STUDY
Model
No
conceptualization Experimental
Design

Setting of Yes
Problem objectives Model Yes
Verified? Validated? Production runs
formulation and overall translation
project plan and analysis
No
Yes Yes
Data No More runs?
collection
No

Documentation
Implementation and reporting
MODEL CONCEPTUALIZATION
Real World System

Assumed system

Conceptual model

Logical model
 CONCEPTUAL MODEL
• Abstract essential features
– Events, activities, entities, attributes, resources,
variables, and their relationships
– Performance measures
– Data requirements
• Select correct level of details (assumptions)
 LEVELS OF DETAIL
• Low levels of detail may result in lost of
information and goals cannot be
accomplished
• High levels of detail require:
– more time and effort
– longer simulation runs
– more likely to contain errors
 COMPONENTS OF A SYSTEM
Entity: is an object of interest in the system
– Dynamic objects — get created, move around, change status,
affect and are affected by other entities, leave (maybe)
– Usually have multiple realizations floating around
– Can have different types of entities concurrently

Example: Health Center

Patients
Visitors
COMPONENTS OF A SYSTEM
Attribute: is a characteristic of all entities, but
with a specific value “local” to the entity that can
differ from one entity to another.

Example: Patient

Type of illness,
Age,
Sex,
Temperature,
Blood Pressure
COMPONENTS OF A SYSTEM
Resources: what entities compete for
– Entity seizes a resource, uses it, releases it
– Think of a resource being assigned to an entity, rather than an
entity “belonging to” a resource
– “A” resource can have several units of capacity which can be
changed during the simulation

Example: Health Center

Doctors, Nurses
X-Ray Equipment
COMPONENTS OF A SYSTEM
Variable: A piece of information that reflects some
characteristic of the whole system, not of specific
entities
– Entities can access, change some variables

Example: Health Center

Number of patients in the system,

Number of idle doctors,
Current time
COMPONENTS OF A SYSTEM
• State: A collection of variables that contains all
the information necessary to describe the system
at any time

Example: Health Center

{Number of patients in the system,

Status of doctors (busy or idle),
Number of idle doctors,
Status of Lab equipment, etc}
COMPONENTS OF A SYSTEM
• Event: An instantaneous occurrence that changes
the state of the system

Example: Health Centre

Arrival of a new patient,

Completion of service
(i.e., examination)
Failure of medical
equipment, etc.
COMPONENTS OF A SYSTEM
Activity: represents a time period of specified
length.

Example: Health Center

Surgery,
Checking temperature,
X-Ray.
 STEPS IN A SIMULATION STUDY
Model
No
conceptualization Experimental
Design

Setting of Yes
Problem objectives Model Yes
Verified? Validated? Production runs
formulation and overall translation
project plan and analysis
No
Yes Yes
Data No More runs?
collection
No

Documentation
Implementation and reporting
 DATA COLLECTION & ANALYSIS

• Collect data for input analysis and validation

• Analysis of the data
– Determine the random variables
– Fit distribution functions
 STEPS IN A SIMULATION STUDY
Model
No
conceptualization Experimental
Design

Setting of Yes
Problem objectives Model Yes
Verified? Validated? Production runs
formulation and overall translation
project plan and analysis
No
Yes Yes
Data No More runs?
collection
No

Documentation
Implementation and reporting
 MODEL TRANSLATION

• Simulation model executes the logic contained in the flow-

chart model

Coding

General Purpose Language Special Purpose Simulation Language/Software

Examples: Examples:

JAVA, C++, MATLAB SIMAN, ARENA, EXTEND

 STEPS IN A SIMULATION STUDY
Model
No
conceptualization Experimental
Design

Setting of Yes
Problem objectives Model Yes
Verified? Validated? Production runs
formulation and overall translation
project plan and analysis
No
Yes Yes
Data No More runs?
collection
No

Documentation
Implementation and reporting
VERIFICATION AND VALIDATION

• Verification: the process of determining if the

operational logic is correct.
– Debugging the simulation software

• Validation: the process of determining if the

model accurately represents the system.
– Comparison of model results with collected data from
the real system
 VERIFICATION AND VALIDATION

Real World System

VALIDATION Conceptual model

Logical model

VERIFICATION

Simulation model
 STEPS IN A SIMULATION STUDY
Model
No
conceptualization Experimental
Design

Setting of Yes
Problem objectives Model Yes
Verified? Validated? Production runs
formulation and overall translation
project plan and analysis
No
Yes Yes
Data No More runs?
collection
No

Documentation
Implementation and reporting
 EXPERIMENTAL DESIGN

• Alternative scenarios to be simulated

• Type of output data analysis (steady-state
vs. terminating simulation analysis)
• Number of simulation runs
• Length of each run
• The manner of initialization
• Variance reduction
 ANALYSIS OF RESULTS

• Statistical tests for significance and ranking

– Point Estimation
– Confidence-Interval Estimation
• Interpretation of results
• More runs?
 STEPS IN A SIMULATION STUDY
Model
No
conceptualization Experimental
Design

Setting of Yes
Problem objectives Model Yes
Verified? Validated? Production runs
formulation and overall translation
project plan and analysis
No
Yes Yes
Data No More runs?
collection
No

Documentation
Implementation and reporting
DOCUMENTATION & REPORTING
• Program Documentation
– Allows future modifications
– Creates confidence
• Progress Reports
– Frequent reports (e.g. monthly) are suggested
– Alternative scenarios
– Performance measures or criteria used
– Results of experiments
– Recommendations
IMPLEMENTATION