Simulation and Modeling (CSc 302)

By
Surya Bam
Faculty B.Sc CSIT
Academia International College
Gwarko, Lalitpur

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 Chapter 1
Introduction to Simulation
1. What is simulation?
Simulation is the imitation of the operation of a real-world process or system over time.
Simulation involves the generation of an artificial history of the system, and the observation of
that artificial history to draw inferences concerning the operating characteristics of the real
system that is represented.

Simulation is the numerical technique for conducting experiments on digital computer, which
involves logical and mathematical relationships that interact to describe the behavior and the
structure of a complex real world system over extended period of time.

The process of designing a model of a real system, implementing the model as a computer
program, and conducting experiments with the model for the purpose of understanding the
behavior of the system, or evaluating strategies for the operation of the system.

2. System Concepts
A system is defined as a group f objects that are joined together in some regular intraction or
interdependence for the accomplishment of some task. For example: Production system for
manufacturing automobiles.

A system is usually considered as a set of inter–related factors, which are described as entities
activities and have properties or attributes. Processes that cause system changes are called
activities. The state of a system is a description of all entities, attributes and the activities at any
time.

Example: A factory system shown as follows:

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Components of system
2.1 Entity, attribute and activities

An entity represents an object that requires explicit definition. An entity can be dynamic in that
it moves through the system, or it can be static in that it serves other entities. In the example, the
customer is a dynamic entity, whereas the bank teller is a static entity.

An entity may have attributes that pertain to that entity alone. Thus, attributes should be
considered as local values. In the example, an attribute of the entity could be the time of arrival.
Attributes of interest in one investigation may not be of interest in another investigation. Thus, if
red parts and blue parts are being manufactured, the color could be an attribute.

Processes that cause system changes are called activities or events.

Example

In the bank example, events include the arrival of a customer for service at the bank, the
beginning of service for a customer, and the completion of a service.

System Entities Attributes Activities

Traffic Cars, bus, pedestrian Speed, model Driving, walking
Bank Customer Balance Depositing, Arrival
of customer, …..
Supermarket Customers Shopping List Checking out…

There are both internal and external events, also called endogenous and exogenous events,
respectively. For instance, an endogenous event in the example is the beginning of service of the
customer since that is within the system being simulated. An exogenous event is the arrival of a
customer for service since that occurrence is outside of the simulation.

2.2 State variables

The state of a system is defined to be that collection of variables necessary to describe the system at
any time, relative to the objectives of the study. In the study of a bank, possible state variables are the
number of busy tellers, the number of customers waiting in line or being served, and the arrival time
of the next customer.
So the system state variables are the collection of all information needed to define what is
happening within the system to a sufficient level (i.e., to attain the desired output) at a given point
in time.

Example

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2.3 Open System/Close System
A system with exogenous activities is considered as open system and a system with strict
endogenous activities is called a closed system.
2.4 System Environment
The external components which interact with the system and produce necessary changes are said
to constitute the system environment. In modeling systems, it is necessary to decide on the
boundary between the system and its environment. This decision may depend on the purpose of
the study.

Example: In a factory system, the factors controlling arrival of orders may be considered to be
outside the factory but yet a part of the system environment. When, we consider the demand and
supply of goods, there is certainly a relationship between the factory output and arrival of orders.
This relationship is considered as an activity of the system.

Endogenous System
The term endogenous is used to describe activities and events occurring within a system.
Example: Drawing cash in a bank.

Exogenous System
The term exogenous is used to describe activities and events in the environment that affect the
system. Example: Arrival of customers.

3. Discrete and continuous system

Discrete system is one in which the state variables changes only at a discrete set of time. For
example: banking system in which no of customers (state variable) changes only when a
customer arrives or service provided to customer i.e customer depart form system. The figure
below show how no of customer changes only at discrete points in time

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Continuous system is one in which the state variables change continuously over time. For
example, during winter seasons level of which water decreases gradually and during rainy season
level of water increase gradually. The change in water level is continuous. The figure below
shows the change of water level over time.

4. System Modeling
A model is defined as a representation of a system for the purpose of studying the system. It is
necessary to consider only those aspects of the system that affect the problem under
investigation. These aspects are represented in a model, and by definition it is a simplification of
the system. The aspect of system that affect the problem under investigation, are represented in a
model of the system. Therefore model is the simplification of the real system. There is no unique
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model of a system. Different models of the same system will be produced by different system
analysts who are interested in different aspect of system. The task of deriving a model of a
system may be divided broadly into two subtasks: Establishing model parameter and supplying
data. Establishing model structure determines system boundary and identifies the entities,
attributes, activities and events of a system. Supplying data provides value contained an attribute
and define relationships involved in the activities.

Types of Model
The various types of models are shown in figure below.
Mathematical and Physical Model
Static Model
Dynamic Model
Deterministic Model
Stochastic Model
Discrete Model
Continuous Model
The chart to represent different model in a hierarchy is as shown below

Physical model
These models are based on some analogy between mechanical and electrical system The system
attributes are represented by physical measures such as voltage. The system activities are
represented by physical laws.

Physical models are of two types, static and dynamic. Static physical model is a scaled down
model of a system which does not change with time. An architect before constructing a building
makes a scaled down model of the building, which reflects all it rooms, outer design and other
important features. This is an example of static physical model. Similarly for conducting trials in
water, we make small water tanks, which are replica of sea, and fire small scaled down shells in
them. This tank can be treated as a static physical model of ocean. Dynamic physical models are
ones which change with time or which are function of time. In wind tunnel, small aircraft models
(static models) are kept and air is blown over them with different velocities and pressure profiles

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are measured with the help of transducers embedded in the model. Here wind velocity changes
with time and is an example of dynamic physical model.

Let us take an example of hanging wheel of a stationary truck and analyze its motion under
various forces. Consider a wheel of mass M, suspended in vertical direction, a force F(t), which
varies with time, is acting on it. Mass is connected with a spring of stiffness K, and a piston with
damping factor D. When force F (t), is applied, mass M oscillates under the action of these three
forces.

This model can be used to study the oscillations in a motor wheel. Figure 1.2 shows such a
system. This is a discrete physical static model. Discrete in a sense, that one can give discrete
values F and observe the oscillations of wheel with some measuring equipment. When force is
applied on it, which is a function of time, this discrete physical static model becomes dynamic
model. Parameters K and D can also be adjusted in order to get controlled oscillations of the
wheel. This type of system is called spring-mass system or wheel suspension. Load on the beams
of a building can be studied by the combination of spring-mass system.

Mathematical Model
It uses symbolic notation and mathematical equation to represent system. The system attributes
are represented by variables and the activities are represented by mathematical function.

Example: f(x) = mx+c is a mathematical model of a line.

Static Model

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Static models can only show the values that the system attributes value does not change over
time. Example: Scientist has used models in which sphere represents atom, sheet of metal to
connect the sphere to represent atomic bonds. Graphs are used to model the various system based
on network. A map is also a kind of graph. These models are sometimes said to be iconic
models and are of kind static physical models.

Dynamic Model
Dynamic models follow the changes over time that result from system activities. The
mechanical and electrical systems are the example of dynamic system. Generally, dynamic
models involve the computation of variable value over time and hence they are represented by
differential equations.
Analytical Models:
In mathematical model, we can differentiate the model on the basis of solution technique used to
solve the model. Analytical technique means using deductive reasoning of mathematical theory
to solve a model. Such models are known as analytical model.
Numerical models
Numerical models involve applying computational process to solve equations. For example: we
may solve differential equation numerically when the specific limit of variable is given. The
analytical methods to produce solution may take situation numerical methods are preferred.

Deterministic Model

Contains no random variables. They have a known set of inputs which will result in a unique set
of outputs. Ex: Arrival of patients to the Dentist at the scheduled appointment time.

Stochastic Model
Has one or more random variable as inputs. Random inputs leads to random outputs. Ex:
Simulation of a bank involves random inter-arrival and service times.

Principles used in Modeling

Guidelines used in modeling

- It is not possible provide rule by which models are built. But a number of guidelines can be
stated.
- The different viewpoints from which we can judge whether certain info. Should be included as
excluded in models are:

1. Block –Building: The description of system should be organized as a sequence of blocks. It

simplifies the interaction between block within system. Then it will be easy to describe the whole
system in terms of interaction between the block and can be represented graphically as simple
block diagram. For example:-the block of factory system.

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 2. Relevance: The model should only include relevant information. For example, if the factory
system study aims to compare the efficient of different operating rules efficiency it is not
relevant to consider the mining of employee as an activity. Irrelevant information should not
include despite of being no harm because it increases the complexity of model and takes more
time and effort to solve model.

3. Accuracy: The gathered information should be accurate as well. For example in aircraft
system the accuracy as movement of the aircraft depends upon the representations of airframe
such as a rigid body.

4. Aggregation: It should be considered that to which numbers of individual entities can be

grouped into a block. For example in factory system, different department are grouped together
handled by production manger.

Distributed lag model

Models that have the property of changing only at fixed interval of time and based on current
values of variables on other current values of variables are called distributed lag model. In
economic studies some economic data are collected over uniform time interval such as a month
or year. This model consists of linear algebraic equations that represent continuous system but
data are available at fixed points in time.

For example: Mathematical model of national economy

Let

C=consumption

I=investment

T=Taxes

G=government expenditures

Y=national income Then

C=20+0.7(Y-T)

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I=2+0.1Y

T=0.2Y

Y=C+I+G

All the equation are expressed in billions of rupees. This is static model and can be made
dynamic by lagging all the variables as follows C=20+0.7(Y-1 -T)
I=2+0.1Y-1
T=0.2Y-1
Y=C-1+I-1+G-1
Any variable that can be expressed in the form of its current value and one or more previous
value is called lagging variable. And hence this model is given the name distributed lag model.
The variable in a previous interval is denoted by attaching –n suffix to the variable. Where -n
indicate the nth interval.
Advantages of distributed lag model
Simple to understand and can be computed by hand, computers are extensively used to run
them.
there is no need for special programming language to organize simulation task.

When simulation is appropriate Tool?

The availability of special-purpose simulation languages, massive computing capabilities at a

decreasing cost per operation, and advances in simulation methodologies have made simulation
one of the most widely used and accepted tools in operations research and systems analysis.
Simulation can be used for the following purposes:
1. Simulation enables the study of, and experimentation with, the internal interactions of a
complex system, or of a subsystem within a complex system.
2. Informational, organizational, and environmental changes can be simulated, and the effect of
these alterations on the model's behavior can be observed.
3. The knowledge gained in designing a simulation model may be of great value toward
suggesting improvement in the system under investigation.
4. By changing simulation inputs and observing the resulting outputs, valuable insight may be
obtained into which variables are most important and how variables interact.
5. Simulation can be used to experiment with new designs or policies prior to implementation, so
as to prepare for what may happen.
6. Simulation can be used to verify analytic solutions.
7. By simulating different capabilities for a machine, requirements can be determined.
8. Simulation models designed for training allow learning without the cost and disruption of on-
the-job learning.

When the simulation is not appropriate?

1. Simulation should not be used when the problem can be solved using common sense.
2. Simulation should not be used if the problem can be solved analytically.
3. Simulation should not be used if it is easier to perform direct experiments.etc
4. Simulation should be used when the problem cannot be solved using common sense.
5. Simulation should not be used, if the costs exceed savings.

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6. Simulation should not be performed, if the resources or time are not available.
7. If no data is available, not even estimate simulation is not advised.
8. If there is not enough time or the persons are not available, simulation is not appropriate.
9. If managers have unreasonable expectation say, too much soon – or the power of simulation is
over estimated, simulation may not be appropriate.
10. If system behavior is too complex or cannot be defined, simulation is not appropriate.

Advantages of simulation
1. Simulation can also be used to study systems in the design stage.
2. Simulation models are run rather than solver.
3. New policies, operating procedures, decision rules, information flow, etc can be explored
without disrupting the ongoing operations of the real system.
4. New hardware designs, physical layouts, transportation systems can be tested without
committing resources for their acquisition.
5. Hypotheses about how or why certain phenomena occur can be tested for feasibility.
6. Time can be compressed or expanded allowing for a speedup or slowdown of the phenomena
under investigation.
7. Insight can be obtained about the interaction of variables.
8. Insight can be obtained about the importance of variables to the performance of the system.
9. Bottleneck analysis can be performed indication where work-in process, information materials
and so on are being excessively delayed.
10. A simulation study can help in understanding how the system operates rather than how
individuals think the system operates.
11. “what-if” questions can be answered. So it is useful in the design of new systems.

Disadvantage of simulation
1. Model building requires special training.
2. Simulation results may be difficult to interpret.
3. Simulation modeling and analysis can be time consuming and expensive.
4. Simulation is used in some cases when an analytical solution is possible or even preferable.

Applications of Simulation

Manufacturing Applications
1. Analysis of electronics assembly operations
2. Design and evaluation of a selective assembly station for high precision scroll compressor
shells.
3. Comparison of dispatching rules for semiconductor manufacturing using large facility models.

4. Evaluation of cluster tool throughput for thin-film head production.

5. Determining optimal lot size for a semiconductor backend factory.
6. Optimization of cycle time and utilization in semiconductor test manufacturing.
7. Analysis of storage and retrieval strategies in a warehouse.
8. Investigation of dynamics in a service oriented supply chain.
9. Model for an Army chemical munitions disposal facility.

Semiconductor Manufacturing

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1. Comparison of dispatching rules using large-facility models.
2. The corrupting influence of variability.
3. A new lot-release rule for wafer fabs.
4. Assessment of potential gains in productivity due to proactive retied management.
5. Comparison of a 200 mm and 300 mm X-ray lithography cell.
6. Capacity planning with time constraints between operations.

Military Applications
1. Modeling leadership effects and recruit type in a Army recruiting station.
2. Design and test of an intelligent controller for autonomous underwater vehicles.
3. Modeling military requirements for non war fighting operations.
4. Multi trajectory performance for varying scenario sizes.
5. Using adaptive agents in U.S. Air Force retention.

Steps on simulation Study

1. Problem formulation

Every study begins with a statement of the problem, provided by policy makers. Analyst ensures
it’s clearly understood. If it is developed by analyst policy makers should understand and agree
with it.

2. Setting of objectives and overall project plan

The objectives indicate the questions to be answered by simulation. At this point a determination
should be made concerning whether simulation is the appropriate methodology. Assuming it is
appropriate, the overall project plan should include
A statement of the alternative systems
A method for evaluating the effectiveness of these alternatives
Plans for the study in terms of the number of people involved
Cost of the study
The number of days required to accomplish each phase of the work with the anticipated
results.

Model conceptualization

The construction of a model of a system is probably as much art as science. The art of modeling
is enhanced by ability:

To abstract the essential features of a problem

To select and modify basic assumptions that characterizes the system
To enrich and elaborate the model until a useful approximation results

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Thus, it is best to start with a simple model and build toward greater complexity. Model
conceptualization enhances the quality of the resulting model and increases the confidence of the
model user in the application of the model.

Data collection
There is a constant interplay between the construction of model and the collection of needed
input data. It is done in the early stages. Objective kind of data are collected.

Model translation
Real-world systems result in models that require a great deal of information storage and
computation. It can be programmed by using simulation languages or special purpose simulation
software. Simulation languages are powerful and flexible. Simulation software models
development time can be reduced.

Verified
It pertains to the computer program and checking the performance. If the input parameters and
logical structure are correctly represented, verification is completed.

Validated
It is the determination that a model is an accurate representation of the real system. It is achieved
through calibration of the model. The calibration of model is an iterative process of comparing
the model to actual system behavior and the discrepancies between the two.

Experimental Design
The alternatives that are to be simulated must be determined. Which alternatives to simulate may
be a function of runs? For each system design, decisions need to be made concerning
· Length of the initialization period
· Length of simulation runs
· Number of replication to be made of each run

Production runs and analysis

They are used to estimate measures of performance for the system designs that are being
simulated.

More runs
Based on the analysis of runs that have been completed, the analyst determines if additional runs
are needed and what design those additional experiments should follow.

Documentation and reporting

Two types of documentation.
· Program documentation
· Process documentation

Program documentation
Can be used again by the same or different analysts to understand how the program operates.
Further modification will be easier. Model users can change the input parameters for better
performance.
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Process documentation
Gives the history of a simulation project. The result of all analysis should be reported clearly and
concisely in a final report. This enables to review the final formulation and alternatives, results
of the experiments and the recommended solution to the problem. The final report provides a
vehicle of certification.

Implementation
Success depends on the previous steps. If the model user has been thoroughly involved and
understands the nature of the model and its outputs, likelihood of a vigorous implementation is
enhanced. The simulation model building can be broken into 4 phases.

Phase of Simulation Study

I Phase
· Consists of steps 1 and 2
· It is period of discovery/orientation
· The analyst may have to restart the process if it is not fine-tuned
· Recalibrations and clarifications may occur in this phase or another phase.
II Phase
· Consists of steps 3,4,5,6 and 7
· A continuing interplay is required among the steps
· Exclusion of model user results in implications during implementation
III Phase
· Consists of steps 8,9 and 10
· Conceives a thorough plan for experimenting
· Discrete-event stochastic is a statistical experiment
· The output variables are estimates that contain random error and therefore proper statistical
analysis is required.

IV Phase
· Consists of steps 11 and 12
· Successful implementation depends on the involvement of user and every steps successful
completion.

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Hybrid Simulation: For most studies, the system under study is clearly either of continuous or
discrete nature and it is the determining factor in deciding whether to use an analog or digital
computer for system simulation.
If the system being simulated is an interconnection of continuous and discrete subsystem, then
such system simulation is known as hybrid simulation. Such hybrid system can be digital
computer being linked together
Hybrid simulation required high speed converters to transform signals from analog to digital
from and vice –versa.

Real time simulation: In real time simulation, actual device (which are part of a system) are
used in conjunction with either digital computer or hybrid computer. It provides the simulation
of the points of systems that do not exist or that cannot be easily used in an experiment.
i.e. the basic idea of real time simulation is „uses the actual part if they are appropriate to use in
experiment otherwise use the simulation of the points of the system‟.
A well-known examples is “simulation to train pilots”. It uses the devices for training pilots by
giving them the impression that is at the control of an aircraft.
It requires real time simulator of the plane its control system, the weather and other
environmental conditions. Sometimes, real time simulation also refers to a computer model of a
physical system that can execute at the same rate as actual system can. For example: if a machine
takes 10 minutes to fill a tank in real world, the simulation also would take 10 minutes.
Real time simulation of an engineering system becomes possible when replace physical device
with virtual device are.

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(Note : please read about the mathematical and physical model form the Gorden book with
example of wheel suspension and electric capacity)
Questions: Differentiate between dynamic physical models and static physical models with example.

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 Chapter 2
Queuing system and Markov Chains
1. Queuing system: Introduction
Most systems of interest in a simulation study contain a process in which there is a demand for
services. The system can service entities at a rate which is greater than the rate at which entities
arrives. The entities are then said to join waiting line. The line where the entities or customers
wait is generally known as queue.
The combination of all entities in system being served and being waiting for services will be
called a queuing system.
The general diagram of queuing system can be shown as

A queuing system involves customers arriving at a constant or variable time rate for service at a
service station. Customers can be students waiting for registration in college, aero -plane queuing
for landing at airfield, or jobs waiting in machines shop.
If the customer after arriving can enter the service center, it is good, otherwise they have to wait
for the service and form a queue i.e. waiting line. They remain in queue till they are provided the
service. Sometimes queue being too long, they will leave the queue and go, it results a loss of
customer. Customers are to be serviced at a constant or variable rate before they leave the service
station.

3. Characteristics or elements of queuing system

In order to model queuing systems, we first need to be a bit more precise about what constitutes a
queuing system. The three basic elements common to all queuing systems are:
1. Arrival Process or patterns
2. Service process or patterns
3. Queuing discipline

a) Arrival Process or patterns

Any queuing system must work on something − customers, parts, patients, orders, etc. We
generally called them as entities or customers. Before entities can be processed or subjected to
waiting, they must first enter the system. Depending on the environment, entities can arrive

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smoothly or in an unpredictable fashion. They can arrive one at a time or in clumps (e.g., bus
loads or batches). They can arrive independently or according to some kind of correlation.
A special arrival process, which is highly useful for modeling purposes, is the Markov arrival
process. Both of these names refer to the situation where entities arrive one at a time and the
times between arrivals are exponential random variables. This type of arrival process is
memoryless, which means that the likelihood of an arrival within the next t minutes is the same
no matter how long it has been since the last arrival.
Examples where this occurs are phone calls arriving at an exchange, customers arriving at a fast
food restaurant, hits on a web site, and many others.

b) Service Process
Once entities have entered the system they must be served. The physical meaning of “service”
depends on the system. Customers may go through the checkout process. Parts may go through
machining. Patients may go through medical treatment. Orders may be filled. And so on. From a
modeling standpoint, the operational characteristics of service matter more than the physical
characteristics. Specifically, we care about whether service times are long or short, and whether
they are regular or highly variable. We care about whether entities are processed in first-come-
first-serve (FCFS) order or according to some kind of priority rule. We care about whether
entities are serviced by a single server or by multiple servers working in parallel etc.

Markov Service Process

A special service process is the Markov service process, in which entities are processed one at a time
in FCFS order and service times are independent and exponential. As with the case of Markov
arrivals, a Markov service process is memoryless, which means that the expected time until an entity
is finished remains constant regardless of how long it has been in service.

For example, in the Marcrohard example, a Markov service process would imply that the additional
time required resolving a caller’s problem is 15 minutes, no matter how long the technician has
already spent talking to the customer. While this may seem unlikely, it does occur when the
distribution of service times looks like the case shown in Figure 1. This depicts a case where the
average service time is 15 minutes, but many customers require calls much shorter than 15 minutes
(e.g., to be reminded of a password or basic procedures) while a few customers require significantly
more than 15 minutes (e.g., to perform complex diagnostics or problem resolution). Simply knowing
how long a customer has been in service doesn’t tell us enough about what kind of problem the
customer has to predict how much more time will be required.

c) Queuing Discipline:

The third required component of a queuing system is a queue, in which entities wait for service.
The number of customer can wait in a line is called system capacity.
The simplest case is an unlimited queue which can accommodate any number of customers. It is
called system with unlimited capacity.
But many systems (e.g., phone exchanges, web servers, call centers), have limits on the number of
entities that can be in queue at any given time.
Arrivals that come when the queue is full are rejected (e.g., customers get a busy signal when trying
to dial into a call center). Even if the system doesn’t have a strict limit on the queue size,

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The logical ordering of customer in a waiting line is called Queing discipline and it determines which
customer will be chosen for service. We may say that queuing discipline is a rule to choose the
customer for service from the waiting line.
The queuing discipline includes:

a) FIFO (First in First out): According to this rule, Service is offered on the basis of arrival time of
customer. The customer who comes first will get the service first. So in other word the customer who
get the service next will be determine on the basis of longest waiting time.

b) Last in First Out (LIFO): It is usually abbreviated as LIFO, occurs when service is next offered
to the customer that arrived recently or which have waiting time least. In the crowded train the
passenger getting in or out from the train is an example of LIFO.

c) Service in Random order (SIRO): it means that a random choice is made between all waiting
customers at the time service is offered. i.e a customer is picked up randomly from the waiting queue
for the service.

d) Shortest processing time First(SPT): it means that the customer with shortest service time will
be chosen first for the service. i.e. the shortest service time customer will get the priority in the
selection process.
e) Priority: a special number is assigned to each customer in the waiting line and it is called priority.
Then according to this number, the customer is chosen for service.

Queuing Behavior
Customers may balk at joining the queue when it is too long (e.g., cars pass up a drive through
restaurant if there are too many cars already waiting). It is called balking.
Customer may also exit the system due to impatience (e.g., customers kept waiting too long at a bank
decide to leave without service) or perishability (e.g., samples waiting for testing at a lab spoil after
some time period). It is called reneging.
When there is more than one line forming for the same service or server, the action of moving
customer from one line to another line because they think that they have chosen slow line. It is called
Jockeying.

3) Queuing Notations (or KENDALL’S NOTATION)

We will be frequently using notation for queuing system, called Kendall’s notation,
i.e A/B/c/N/K,
where, A, B, c, N, K respectively indicate arrival pattern, service pattern, number of servers, system
capacity, and Calling population.
The symbols used for the probability distribution for inter arrival time, and service time are, D for
deterministic, M for exponential (or Markov) and Ek for Erlang.
If the capacity is not specified, it is taken as infinity, and if calling population is not specified, it is
assumed unlimited or infinite
For example
a) M/D/2/5/∞ stands for a queuing system having exponential arrival times, deterministic service time, 2
servers, capacity of 5 customers, and infinite population.
b) If notation is given as M/D/2 means exponential arrival time, deterministic service time, 2 servers,
infinite service capacity, and infinite population.

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4) Single server queuing system
For the case of simplicity, we will assume for the time being, that there is single queue and only one
server serving the customers. We make the following assumptions.
• First-in, First-out (FIFO): Service is provided on the first come, first served basis.
• Random: Arrivals of customers is completely random but at a certain arrival rate.
• Steady state: The queuing system is at a steady state condition.
The above conditions are very ideal conditions for any queuing system and assumptions are made to
model the situation mathematically.
First condition only means irrespective of customer, one who comes first is attended first and no
priority is given to anyone.

Poison arrival Patterns

Second condition says that arrival of a customer is completely random. This means that an
arrival can occur at any time and the time of next arrival is independent of the previous arrival.
With this assumption it is possible to show that the distribution of the inter-arrival time is
exponential. This is equivalent to saying that the number of arrivals per unit time is a random
variable with a Poisson’s distribution. This distribution is used when chances of occurrence of an
event out of a large sample is small.
i.e. if X = number of arrivals per unit time, then, probability distribution function of arrival is
given as

where λ. is the average number of arrivals per unit time (1/ τ), and x is the number of customers
per unit time. This pattern of arrival is called Poisson’s arrival pattern.

Illustrative example
In a single pump service station, vehicles arrive for fueling with an average of 5 minutes between
arrivals. If an hour is taken as unit of time, cars arrive according to Poison’s process with an
average of λ = 12 cars/hr.
The distribution of the number of arrivals per hour is,

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5) Measure of Queues
We have already defined the mean inter arrival time Ta and the mean service time Ts and the
corresponding rates;
Arrival rate λ=1/Ta
Service rate μ=1/Ts
The following measures are used in the analysis of queue system
Traffic intensity: the ratio of the mean service time to the mean inter arrival time is called traffic
intensity.
I.e. u= λ‟Ts or u=Ts/Ta
If there is any balking or reneging, not all arriving entities get served. It is necessary therefore to
distinguish between actual arrival rate and the arrival rate of entities that get served.
Here λ‟ denoted the all arrivals including balking or reneging.
Server utilization: It consists of only the arrival that gets served. It is denoted by and defined as
= λTs= λ/ μ (server utilization for single server).
This is also the average number of customers in the service facility.
Thus probability of finding service counter free is
(1 – ρ)

That is there is zero customers in the service facility.

6) Concept of Multi-server Queue

Figure 3a shows a generalization of the simple model we have been discussing for multiple
servers, all sharing a common queue. If an item arrives and at least one server is available, then
the item is immediately dispatched to that server. It is assumed that all servers are identical; thus,
if more than one server is available, it makes no difference which server is chosen for the item. If
all servers are busy, a queue begins to form. As soon as one server becomes free, an item is
dispatched from the queue using the dispatching discipline in force.
The key characteristics typically chosen for the multi-server queue correspond to those for the
single-server queue. That is, we assume an infinite population and an infinite queue size, with a
single infinite queue shared among all servers. Unless otherwise stated, the dispatching discipline
is FIFO. For the multi-server case, if all servers are assumed identical, the selection of a
particular server for a waiting item has no effect on service time.

The total server utilization in case of Multi-server queue for N server system is
Where μ is the service rate and lemda is the arrival rate.
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There is another concept which is called multiple single server queue system as shown below

7) Some notation or Formula used to Measure the different parameter of queue

Two principal measures of queing system are;
a) The mean number of customers waiting and
b) The mean time the spend waiting
Bothe these quantities may refer to the total number of entities in the system, those waiting and
those being served or they may refer only to customer in the waiting line.
Average number of customers in the queue LQ is same as expected number in the system – the
expected number in the service facility:

Average time a customer spends in the system is denoted by WS , and is equal to expected
number of customers in the system at time t, divided by number of customers arrived in unit time
i.e.,

Average time a customer spends in the queue (WQ) is same as average time a customer spends
in the system – average time a customer spends in the server i.e.,

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Example
At the ticket counter of football stadium, people come in queue and purchase tickets. Arrival rate
of customers is 1/min. It takes at the average 20 seconds to purchase the ticket.

(a) If a sport fan arrives 2 minutes before the game starts and if he takes exactly 1.5 minutes to
reach the correct seat after he purchases a ticket, can the sport fan expects to be seated for the tip-
off ?
Solution:
(a) A minute is used as unit of time. Since ticket is disbursed in 20 seconds, this means, three
customers enter the stadium per minute, that is service rate is 3 per minute.
Therefore,
λ = 1 arrival/min
μ = 3 arrivals/min
WS = waiting time in the system=1/( μ- λ)=0.5
The average time to get the ticket and the time to reach the correct seat is 2 minutes exactly, so
the sports fan can expect to be seated for the tip-off.

Example2
Customers arrive in a bank according to a Poisson‟s process with mean inter arrival time of 10
minutes. Customers spend an average of 5 minutes on the single available counter, and leave.
Discuss
(a) What is the probability that a customer will not have to wait at the counter?
(b)What is the expected number of customers in the bank?
(c) How much time can a customer expect to spend in the bank?

Solution: We will take an hour as the unit of time. Thus

λ = 6 customers/hour,
μ = 12 customers/hour.

The customer will not have to wait if there are no customers in the bank. Thus
P0 = 1 – λ/μ= 1− 6/12 = 0.5
Expected numbers of customers in the bank are given by
LS = λ /( μ - λ )=6/6=1
Expected time to be spent in the bank is given by
WS=1/( μ – λ)= 1/(12-6) = 1/6 hour = 10 minutes.

8) Markov Chains and its applications

a) Markov chains and Markov Process

Important classes of stochastic processes are Markov chains and Markov processes. A Markov
chain is a discrete-time process for which the future behavior, given the past and the present,

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only depends on the present and not on the past. A Markov process is the continuous-time
version of a Markov chain. Many queuing models are in fact Markov processes. This chapter
gives a short introduction to Markov chains and Markov processes focusing on those
characteristics that are needed for the modeling and analysis of queuing problems.

A Markov chain
A Markov chain, named after Andrey Markov, is a mathematical system that undergoes
transitions from one state to another, between a finite or countable number of possible states. It is
a random process characterized as memoryless: the next state depends only on the current state
and not on the sequence of events that preceded it. This specific kind of "memorylessness" is
called the Markov property. Markov chains have many applications as statistical models of real-
world processes.

Formally
A Markov chain is a sequence of random variables X1, X2, X3, ... with the Markov property,
namely that, given the present state, the future and past states are independent. i.e

Example; A simple whether model

The probabilities of weather conditions (modeled as either rainy or sunny), given the weather on
the preceding day, can be represented by a transition matrix:

The matrix P represents the weather model in which a sunny day is 90% likely to be followed by
another sunny day, and a rainy day is 50% likely to be followed by another rainy day. The
columns can be labelled "sunny" and "rainy" respectively, and the rows can be labeled in the
same order.
(P)i j is the probability that, if a given day is of type i, it will be followed by a day of type j.
Notice that the rows of P sum to 1: This is because P is a stochastic matrix.
The weather on day 0 is known to be sunny. This is represented by a vector in which the "sunny"
entry is 100%, and the "rainy" entry is 0%:

The weather on day 1 can be predicted by:

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The weather on day 2 can be predicted in the same way:

Or

In general

General rules for day n are:

b) Markov chain and its Applications

Physics

Markovian systems appear extensively in thermodynamics and

statistical mechanics
, whenever probabilities are used to represent unknown or unmodelled details of the system, if it
can be ssumed that the dynamics are time-invariant, and that no relevant history need be
considered which is not already included in the state description.

Queueing theory
Markov chains are the basis for the analytical treatment of queues (queueing theory). Agner
Krarup Erlang initiated the subject in 1917. This makes them critical for optimizing the
performance of telecommunications networks, where messages must often compete for limited
resources (such as bandwidth).

Internet applications

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The Page Rank of a webpage as used by Google is defined by a Markov chain. It is the
probability to be at page i in the stationary distribution on the following Markov chain on all
(known) web pages

Statistics
Markov chain methods have also become very important for generating sequences of random
numbers to accurately reflect very complicated desired probability distributions, via a process
called Markov chain Monte Carlo (MCMC) And many more.

9) Differential and partial deferential equations

Continuous model
When continuous system is modeled mathematically, the variables of model representing the
attribute of system are controlled by continuous functions. The distributed lag model is an
example of a continuous model. Since in continuous system, the relationship between variables
describe the rate at which the value of variable change, these system consist of differential
equations.
Continuous system simulation uses the notation of differential equation to represent the change
on the basic parameter of the system with respect to time. Hence the Mathematical model for
continuous system simulation is usually represented by differential and partial differential
equations.

Differential Equations
An example of a linear differential equation with constant coefficients to describe the wheel
suspension system of an automobile can be given as

Here the dependent variable x appears together with first and second derivatives single dot and
double dot respectively.
The simple differential equation can model the simplest continuous system and they an have one
or more linear differential equation with constant coefficients. It is then often possible to solve
the model without using simulation technique i.e. we can solve such equations using analytical
methods as (we have done in Numerical methods)
However when non linearity involves into the model, it may be impossible or at least very
difficult to solve such model without simulation.

Partial Differential Equations

When more than one independent variable occurs in a differential equation the equation is sait to
be partial differential equations. It can involve the derivatives of the same dependent variable
with respect to each of the independent variable.

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Differential equations both linear and nonlinear occur frequently in scientific and engineering
studies. The reason for this is that most physical and chemical process involves rates of change,
which require differential equation to represent their mathematical descriptions.
Since partial deferential equation can also represent a growth rate, continuous model can also be
applied to the problems of a social or economic nature.

Analog Computer
Before the invention of digital computer, there existed devices whose behavior is equivalent of
mathematical operation such as addition or subtraction ot integration. Putting together these
device in a manner specified by a mathematical model or equation of a system, allowed us to
simulate the system.
Some devices have been created for simulation continuous system and called analog computer or
differential analyzer.

Digital analog simulators

To avoid the disadvantages of analog computers, many digital computer programming language
have been written to produce digital-analog simulators. They allow or facilitate a continuous
model to be programmed on a digital computer in essentially the same way as it is solved on
analog computer. The language contains micro instructions that carry the action of addition,
integration and sign changer. A program is written to link together these micro instructions in the
same way as operational amplifiers are connected in analog computer.
Since more powerful digital computer and programming language have been developed for this
purpose of simulating continuous system on digital computer, the digital-analog simulators are
now in extensive use.

Exercise
(Please find the answer from above notes and prepare it on your copy)
Long questions
1) What do you mean by Queuing system? Explain the characteristics of Queuing system with
example.
OR
Define the queuing system. Explain the elements of queuing system with example.
2) Explain about the Poison arrival process and Service process with example.

Short questions
1) Define a Markov chains and its application
OR
What are the key features of Markov chains?
2) Explain about the server utilization and Traffic intensity.
3) What do you mean by multi server queues?
4) What are the kendall notations of queuing system?
OR
What do you mean by Queuing notation? Explain with example
5) Explain about the Queuing Discipline and behaviors.
6) Explain about the uses of differential equations in simulations.

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