6.

Types of Models:
❑ Physical Model:
• Tangible.
• Assumption of the model in the real-world, it can be through the scientific
research or any kind of prediction.
• The system attributes are represented by such measurements as a voltage,
or the position of a shaft(handle).
❑ Static Physical Model:
• No movement.
• Represent DNA module in real.
• In ship building, making a scale model provides a simple way of
determining exact measurement of the plates covering the hull, rather than
producing complicated 3D drawings.
• Used as means of equation solving example: flow of a heat & distribution
of electric charge through Space can be related by the common equation.
❑ Dynamic physical models:
• Follows the changes over time that result from the system activities.
• To illustrate this types of physical model (Dynamic Physical Models)
consider two system shown in figure – represents a mass that is subjected
to an applied force f(t) varying with time, a spring whose force is
proportional to its extension or contraction, and a shock absorber that
exerts damping force proportional to the velocity of mass.
• The system might, for example, represent the suspension of an automobile
wheel when the automobile body is assumed to be immobile in a vertical
direction. It can be shown that the motion of system is described by the
following differential equation.
M𝑋ሷ + D𝑋ሶ + KX = Kf(t)
Where,
X= distance moved.
M = mass.
K= stiffness of spring.
D = Damping factor of shock absorber.
There should be mathematical model to represent simulation.
Unit 2 will continue after the completion
of Unit 5.
Unit 5
Probability Concept and Random
Number Generation
❑Random Walk Problem:
• A drunkard moves from a point to a destination and takes steps in a forward
direction, to his left and to his right at random.
• The length of the step is almost constant i.e. “if it move 1 right and 1 left if is
0”.
• This type of problem where a person walks at random in different direction is
called a random walk.
• In this simple case, the position of the drunkard can easily be determined by
using probability theory. But we will simulate the walk using random
numbers.
• Example:- Using single digit random numbers, the random numbers can be
allocated to steps in different directions as under:
❑Random Numbers:
• Application, used in monte Carlo method or simulation of situations
involving randomness.
• Uniformly distributed.
• Random numbers are samples drawn from a uniformly distributed
random variables between specified intervals, and they have equal
probability of occurrence.
• Properties:
✓ Independent
✓ Uniformity.
✓ Confidence level will determine the deviation in random numbers.
❑ Random Number Table:
• "Comprises of disc divided into 8 equal sectors numbered from 1 to
8. The rotating disc is abruptly stopped and the number against the
pointer is noted down as a random digits.”
❑ Generation of Random Numbers:
In computer simulation where a very large number of random numbers
is generally required, can be obtained by the following method:
• Random numbers maybe drawn from the random number tables
stored in a memory of the computer. The process is neither
practical nor economical. It is a very slow process and the
number occupied considerable space of computer memory. Above
all, in the real system many time more random number than
available in the table.
• An electronic device may be constructed as a part of a digital
computer to generate truly random numbers. This, however, is
considered very expensive.
• Pseudo-random numbers may be generated using some known
arithmetic operation. These methods must commonly specify a
procedure starting with an initial number, the second number is
generated and from that a third number and so on. A number of the
recursive procedure are used for generating random numbers.
✓ Pseudo means false but here pseudo implies that the random
numbers are generated by using some known arithmetic
operations.
✓ Since the arithmetic operation is known and the sequence of random
numbers can be repeatedly obtained, the numbers cannot be
called truly random. However, the pseudo-random numbers
generated by many computer routines.
✓ If the method of random number generation, i.e. the random
number generator is defective, the generated pseudo-random
number may have the following departures from ideal randomness:
o The generated random numbers may not be uniformly distributed.
o The generated random numbers may not be continuous.
o The mean of the generated numbers may be too high or too low.
o The variance may be too high or too low.
o May be cyclic pattern in the generated number like:
- Auto Correlation between numbers.
- Groups of numbers continuously above and below the mean.
Example of Cyclic pattern:
If ri+1= a*ri is an algorithm where a=2 then,
If, ri+1= a*ri is an algorithm where a=2 then,
initially, 2 =2*2=4
4 =2*4=8
8 =2*8=16
……….
…….....
and so on.
Before employing a pseudo random generator; it should number be properly
validated by testing the generated random numbers for randomness. The
numbers tests commonly used are: Uniformity Test (The Kolmogorov -
Smirnov Test) & (chi-squared Test, Auto correlation) or
(independence Test), Poker test etc.
These method most commonly specify procedure where starting with an initial
number, the second number is generated of from that a third number is
generated of so on.
// A number of recursive Procedure (algorithms) are given & described
in the following sections:
Continued Unit 2...
1. Monte Carlo Method:
Which is already done ….

2. Problem depicting Monte Carlo Method: