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11 views16 pages

CH 01

Uploaded by

z9bcqdytnj
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chi-Kong Ng, SEEM3410, Dept.

of SEEM, CUHK 1:1

Chapter 1.

Introduction to Simulation
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:2

1.1. Introduction
• System simulation (or just “simulation”) refers to a broad collection
of methods and applications to mimic the behavior of real systems,
usually on a computer with appropriate software. (So, it is also
called “computer simulation”.)
• Simulation applies in many fields, industries, and applications.
• Simulation is very popular and powerful.
• This course gives you a comprehensive treatment of simulation in
general and the Arena simulation software in particular.
• This chapter covers the general ideas, terminology, examples of
applications, good/bad things, types of simulation and software
options.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:3

1.2. System Modeling


• Simulation deals with models of systems.
• A system is a facility or process, either actual or planned.
• Examples:
◦ Manufacturing facility
◦ Bank operation
◦ Airport operations
◦ Transportation/logistics/distribution operation
◦ Hospital facilities
◦ Computer facilities
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:4

• People often study a system to measure its performance, improve


its operations, or design it if it does not exist.
• Maybe just play with actual system
◦ Advantage — unquestionably looking at the right thing.
• But often impossible in reality with actual system
◦ System does not exist
◦ Would be disruptive, expensive, dangerous
• Studying a model instead of the real system is usually much easier,
faster, cheaper and safer.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:5

• Models are idealized and approximate representations of more


complex systems in real world.
◦ Physical models
◦ Logical (mathematical) models
It is a set of approximations and assumptions, both
structural and quantitative, about the way the system does
or will work.
It is usually expressed in terms of mathematical symbols
and expressions, or represented via computer program in
appropriate software.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:6

• If the model is simple enough, you might be able to use


traditional mathematical tools, e.g., linear programming, nonlinear
programming, dynamic programming, queuing theory, differential
equations, to get exact results and lots of insight into the model.
• But complex systems often require complex models. For such
models, analytical methods often do not apply. Then, we may
use simulation.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:7

1.3. Simulation
1.3.1. Essence of Simulation
• Simulation refers to methods for studying a wide variety of models
of real world systems by numerical evaluation using software
designed to imitate the system’s operations or characteristics, often
over time.
• If an analytical solution is available, simulation is not the best choice
of solution method.
• The real power of simulation is fully realized when we use it to study
complex systems (which we do not even aspire to an analytical
solution).
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:8

• Over the last two or three decades, simulation has been consistently
ranked as one of the most useful and popular tool in broader area
of operations research.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:9

1.3.2. Advantages and Disadvantages


Advantages
• Flexibility to model things as they are (even if messy and
complicated)
• Allows uncertainty, non-stationarity in modeling
• Advances in computing/cost ratios
• Advances in simulation software

Disadvantages
• We get only approximations via simulation.
• We get random output from stochastic simulations.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:10

1.3.3. Classification of Simulation Models


Static versus Dynamic
• Static models deal with systems whose behavior does not change
with time. For example, the Buffon Needle Problem for estimating
the value of π is a static model.
• Dynamic models follow the change over time that result from system
activities. Most operational models are dynamic.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:11

Continuous versus Discrete


• Continuous models deal with systems whose behavior changes
continuously with time. These methods usually use difference-
differential equations to describe the interactions among the
different elements of the system.
• Discrete models deal primarily with the study of waiting lines, with
the objective of determining such measure as the average waiting
time and length of the queue. These measures change only when a
customer enters or leaves the system. The instants at which changes
take place occur at specific discrete point in time (arrivals and
departure events), giving rise to the name discrete-event simulation.
• Mixed continuous-discrete models have elements of both continuous
and discrete change in the same model.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:12

Deterministic versus Stochastic


• Deterministic models have no random input. A strict appointment-
book operation with fixed service times is an example.
• Stochastic models operate with at least some inputs being random.
It is often referred to as Monte Carlo simulation. For example, a
bank with randomly arriving customers requiring varying service
times is a stochastic model.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:13

1.4. How Simulations Get Done


1.4.1. By Hand
• In the beginning, people really did do simulations by hand.
• Example (The Buffon Needle Problem):
◦ Estimate π (Georges Louis Leclerc, Comte de Buffon, 1733)
◦ Toss needle of length l onto the floor with strips t (> l) apart
2l
◦ P (needle crosses a line) =
πt
(See en.wikipedia.org/wiki/Buffon’s_needle_problem)
◦ Repeat the experiment n times.
2l
◦ Then π can be estimated by , where p̂ being the proportion
p̂t
of times a line is crossed.
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:14

1.4.2. Using Computers


General-Purpose Programming Languages
• Examples: C, C++, Java, Visual Basic
• Tedious, low-level, error-prone
• But flexible

Spreadsheets
• Example: Excel
• Usually for static models (only very simple dynamic models)
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:15

Simulation Languages
• Examples: GPSS, Simscript, SLAM, SIMAN (on which Arena is
based)
• Popular and are still in use.
• Beware of the programming syntax

High-Level Simulators
• AnyLogic, Arena, AutoMod, Enterprise Dynamics, ExtendSim,
Flexsim, ProModel, SIMUL
• Very easy, graphical interface
• Limited flexibility (domain-restricted)
Chi-Kong Ng, SEEM3410, Dept. of SEEM, CUHK 1:16

Where Arena Fits In


Templates
→ Modules
→ SIMAN blocks
→ Visual Basic (or C/C++)

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