1.

(a) Explain the following terms:

Modelling is the process of generating abstract, conceptual, graphical and/or mathematical models.

ii. Model

a model is an attempt to express a possible structure of physical causality

iii. Simulation

Simulation -is the manipulation of a model in such a way that it operates on time or space to
compress it, thus enabling one to perceive the interactions that would not otherwise be apparent
because of their separation in time or space.

(b) Enumerate and explain five types of Models available, outlining at least five procedures involved in
modelling.

Physical Models
These are call iconic models. Good examples of physical models are model cars, model railway,
model airplane, scale models, etc.

b. Mathematical Models
These are models used for predictive (projecting) purposes. They are abstract and take the form of
mathematical expressions of relationships.

d. Simulation Models
Here, instead of entities being represented physically, they are represented by sequences
of random numbers subject to the assumptions of the model.

e. Heuristic Models
These models use intuitive (or futuristic) rules with the hope that it will produce workable
solutions, which can be improved upon.

f. Deterministic Models
These are models that contain certain known and fixed constants throughout their
formulation e.g., Economic Order Quantity (EOQ) for inventory control under
uncertainty.

g. Stochastic models
These are models that involve one or more uncertain variables and as such are subject to
probabilities.

2. (a) Explain how a computer generates a sequence of random numbers, outlining other ways of
Generating pseudo-random numbers.
The other ways of generating pseudo-random numbers are:
1. Computer simulation languages and indeed some programming languages such as BASIC have
built-in pseudo-random number generators. In computer simulation situations where this facility is
not available in the language you are using, you will have to write you own pseudo -random number
generator (see how to do this later).
2. The results of experiments such as the one previously describe above are published in books of
statistical tables. In hand simulation, it may be appropriate to use a published table of random
numbers.
3. The conventional six-sided unbiased die may also be used to generate a sequence of random digits
in the set (1, 2, 3, 4, 5, 6) where each digit has a probability 1/6 of occurrence.

3. (a) Briefly explain the Congruential Methods. Using the Congruential method, generateat least eight
sets of random numbers, where m = 8, a = 5, c = 7 and the Seed Xo = 4.
The congruential method generates random numbers by computing the next random number from
the last random number obtained, given an initial random number say, X 0 , called the seed.

(b) Enumerate and discuss explicitly the various methods of generating random numbers; indicating the
formulas applicable under each methods.
The Quadratic congruential method
This method uses the formula:
Xn=1 = (dX 2 + cX + a) modulo m
Where d is chosen in the same way as c and m should be a power of 2 for the method to yield
satisfactory results.
3.4.2 The Mid-square method
The first random number is generated from the seed by squaring the seed and discarding all the digits
except the middle four digits. This number is subsequently used as the new seed to generate the next
random number in the same manner and so on.
The formula is: Xn+1 = X 2
The mid-square method is rarely used these days as it has the tendency to degenerate rapidly. Also, if
the number zero is ever generated, then all subsequent numbers generated will be zero. Furthermore,
the method is slow when simulated in the computer since many multiplications and divisions are
required to access the middle four digits.
3.4.3 The mid-product method
This method is similar to the mid-square method, except that a successive random number is obtained
by multiplying the current number by a constant c, and taking the middle digits.
The formula is: Xn+1 = cXn
The mid-product method has a longer period and it is more uniformly distributed than the mid-square
method.
3.4.4 The Fibonacci method
Fibonacci method uses the formula: Xn+1 = (Xn + Xn-1) modulo m
In this method, two initial seeds need to be provided. However, experience has shown that the random
numbers generated by using Fibonacci method fail to pass tests for randomness. Therefore, the method
does not give satisfactory results.
From the foregoing discussions, it is obvious that the last three methods – mid-square, mid-product and
Fibonacci are of historical significance and have detrimental and limiting characteristics.

4. (a) Using suitable diagram, explain the term Visual Modelling.

5. (a) Suppose the output of the program of example 3 is: HHTHHTTTHH and that there are two
players X and Y involved in the tossing of the coin. Given that player X wins N50.00 from
player Y if a head appears and loses it to player Y if a tail appears. Determine who won the
game and by how much.

From the output there are 6 heads and 4 tails.

(b) Outline and discuss the three perspective to a Data Model

6. (a) Explain the term Simulation and enumerate its objectives and its various types.
Simulation -is the manipulation of a model in such a way that it operates on time or space to
compress it, thus enabling one to perceive the interactions that would not otherwise be apparent
because of their separation in time or space.

Question 1

a. Clearly state any four purposes of simulation languages that you know - 4 marks

To provide a convenient means of describing the elements that commonly appear in simulation
models.

2. To expedite changing the design configuration of the system being simulated so that a large
number of configurations can be considered easily.

3. To provide some form of internal timing and control mechanism with related commands to assist
in the kind of book-keeping that is required when executing a simulation run.

4. To provide simple operational procedures, such as introducing changes into simulation models,
initializing the state of the model, altering the kind of output data to be generated and stacking a
series of simulation runs.

Question 2

a. List and explain any three types of probability sampling methods that you know -4 marks

Stratified sampling Method (SSM) With stratified sampling, the population is divided into groups,
based on some characteristic.

b. Cluster sampling With cluster sampling, every member of the population is assigned to one, and
only one, group. Each group is called a cluster.

c. Multistage Sampling With multistage sampling, we select a sample by using combinations of

c. State the three perspectives of data models and the relationship between them ( 4 marks)

an external model (or view), a conceptual model, or a physical model

a. List and explain the three categorized levels of modeling assumptions – 4 marks

Fully parametric: The probability distributions describing the data-generation process are assumed
to be fully described by a family of probability distributions involving only a finite number of
unknown parameters.

Non-parametric: The assumptions made about the process of generating the data are much less
than in parametric statistics and may be minimal.
Semi-parametric: This term typically implies assumptions 'between' fully and non-parametric
approaches.

b. Discuss the application of Monte Carlo methods in areas such as physical sciences,
telecommunication, engineering, finance and visual designs – 10 marks

Physical sciences:
Monte Carlo methods are very important in computational physics, physical chemistry, and related
applied fields, and have diverse applications from complicated quantum calculations to designing
heat shields and aerodynamic forms. The Monte Carlo method is widely used in statistical physics,
particularly Monte Carlo molecular modelling as an alternative for computational mo lecular
dynamics as well as to compute statistical field theories of simple particle and polymer models. In
experimental particle physics, these methods are used for designing detectors, understanding their
behaviour and comparing experimental data to theory, or on vastly large scale of the galaxy
modelling.
Monte Carlo methods are also used in the models that form the basis of modern weather forecasting
operations.
b. Engineering
Monte Carlo methods are widely used in engineering for sensitivity analysis and quantitative
probabilistic analysis in process design. The need arises from the interactive, co -linear and non-linear
behaviour of typical process simulations. For example,
in microelectronics engineering, Monte Carlo methods are applied to analyze correlated and
uncorrelated variations in analog and digital integrated circuits. This enables designers to estimate
realistic 3 sigma corners and effectively optimise circuit yields.
in geostatistics and geometallurgy, Monte Carlo methods strengthen the design of mineral
processing flow sheets and contribute to quantitative risk analysis.

c. Visual Designs
Monte Carlo methods have also proven efficient in solving coupled integral differential equations of
radiation fields and energy transport, and thus these methods have been used in global illumination
computations which produce photorealistic images of virtual 3D models, with applications in video
games, architecture, design and computer generated films.
d. Finance and business
Monte Carlo methods in finance are often used to calculate the value of companies, to evaluate
investments in projects at a business unit or corporate level, or to evaluate financial derivatives.
Monte Carlo methods used in these cases allow the construction of stochastic or probabilistic
financial models as opposed to the traditional static and deterministic models, thereby enhancing the
treatment of uncertainty in the calculation.
e. Telecommunications
When planning a wireless network, design must be proved to work for a wide variety of scenarios
that depend mainly on the number of users, their locations and the services they want to use. Monte
Carlo methods are typically used to generate these users and their states. The network performance is
then evaluated and, if results are not satisfactory, the network design goes through an optimization
process.

Question 5

i. List and describe any five common database models that you know - 5 marks

Flat model: This may not strictly qualify as a data model. The flat (or table) model consists of a
single, two-dimensional array of data elements, where all members of a given column are assumed
to be similar values, and all members of a row are assumed to be related to one another.

Hierarchical model: In this model data is organized into a tree-like structure, implying a single
upward link in each record to describe the nesting, and a sort field to keep the records in a
particular order in each same-level list.

Network model: This model organizes data using two fundamental constructs, called records and
sets. Records contain fields, and sets define one-to-many relationships between records: one
owner, many members.

Relational model: is a database model based on first-order predicate logic. Its core idea is to
describe a database as a collection of predicates over a finite set of predicate variables, describing
constraints on the possible values and combinations of values.

Object-relational model: Similar to a relational database model, but objects, classes and inheritance
are directly supported in database schemas and in the query language.

iii. Briefly describe simulation in four application areas of your choice - 6 marks

• Logistics simulation

Optimize complex and dynamic logistics processes with simulation

• Simulation in production

Includes modeling single production lines, from the design of production resources and buffer sizes to
the simulation of entire production plants

• Detailed production planning

Optimization of preliminary planning while taking into account dynamic factors like current
availabilities or disruptions, resources, inventories, filling level of the facility, etc.
 • Emulation

Virtual testing of control software with simulation

• Planning of machine scheduling

Optimising machine capacity utilization by minimizing set-up times and avoiding standby- and waiting
times

ii. Describe the procedure for the construction and analysis of queues - 7 marks

FIFO (first in first out)

– LIFO (last in first out = stack)

– SIRO (service in random order)

– SPT (shortest processing time first)

– PR (priority)

Q1.a Enumerate six (6) properties of a good Random number generator. [6 marks]

The random numbers generated should;

a. have as nearly as possible a uniform distribution.

b. should be fast

c. not require large amounts of memory.

d. have a long period.

e. be able to generate a different set of random numbers or a series of numbers.

f. not degenerate.

d. Highlight the advantage of using Model [3 marks]

• They are safer.

c. Explain Queuing theory. [5 marks]

Queuing theory is generally considered a branch of operations research because the results are
often used when making business decisions about the resources needed to provide service.
Q3.a What is a Random Number? [3 marks]

Random Number can be defined as numbers that show no consistent pattern, with each number in
a series and are neither affected in any way by the preceding number, nor predictable from it.

b. State the Theorem of Multiplication of Probabilities. [9 marks]

If events A1, A2, …, Ar are such that each two of them are disjoint, then the probability of their union
is equal to the sum of their probabilities.

Q4.a Discuss Poisson Process. [6 marks]

An important class of decision problems under uncertainty is characterized by the small chance of
the occurrence of a particular event, such as an accident.

The following statements describe the Poisson Process:

1. The occurrences of the events are independent.

3. Theoretically, an infinite number of occurrences of the event must be possible in the interval.
4. The probability of the single occurrence of the event in each interval is proportional to the length
of the interval. 5. In any infinitesimally small portion of the interval, the probability of more than
one occurrence of the event is negligible.

b. Explain in detail the queuing disciplines and its four (4) methods/disciplines. [10 marks]

First in first out This principle states that customers are served one at a time and that the customer
that has been waiting the longest is served first.

Last in first out This principle also serves customers one at a time, however the customer with the
shortest waiting time will be served first.

Processor sharing Customers are served equally. Network capacity is shared between customers
and they all effectively experience the same delay.

Priority Customers with high priority are served first.

Q7.a Differentiate between Physical and Mathematical Models [10 marks]

Physical Models
These are call iconic models. Good examples of physical models are model cars, model railway,
model airplane, scale models, etc.
b. Mathematical Models
These are models used for predictive (projecting) purposes. They are abstract and take the form of
mathematical expressions of relationships.
b. What is a Statistical Distribution? [3 marks]

A statistical distribution describes the numbers of times each possible outcome occurs in a
sample. If you have 10 test scores with 5 possible outcomes of A, B, C, D, or F, a
statistical distribution describes the relative number of times an A,B,C,D or F occurs