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11 views117 pages

Simulation 2

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© © All Rights Reserved
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Open University of Sudan

Computer Science & Information


Technology Program

Computer Science & Software


Engineering M.Sc Program
Computer Science & Information
Technology Program

Computer Science & Software


Engineering M.Sc Course
.

Analytic Models and Simulation of


Computer Systems
Unit 1

• Introduction
Introduction

• Simulation:
A simulation is the imitation of the
operation of a real process or system
over time.
Continue
• Simulation involves:
1/ The generation of an artificial history of
a system.
2/ The observation of that history.
3/ The Drawing of inferences concerning
the operating characteristics of the real
system.
Continue

• A simulation Model is utilized to study the


behavior of the desired system as it
evolves over time.
• This model usually rely on some
assumptions concerning the operation of
the system.
Continue

• These assumptions are expressed in


mathematical, logical and symbolic
relationships between the objects of
interest
Continue

• It is worth mentioning that, system analysis


and Operation Research Applications
consider Simulation as the appropriate tool.
Continue

• This is true since Simulation techniques


are characterized by the following
features:
Unit 2

• Characteristics and
Advantages of Simulation
Characteristics and Advantages
of Simulation

1- The availability of special-purpose


simulation languages.
2- The availability of massive computing
capabilities at a decreasing cost per
operation.
Continue

3- The availability of advanced simulation


methodologies.
4- Simulation enables the study of, and
experimentation with, the internal
interactions of complex systems.
Continue

5- Expected changes in the system can


be simulated to observe consequent
alterations in model behavior.
Continue

6- Experience and knowledge gained in


designing a simulation model may play a
role in the improvement of the system
under investigation.
Continue

7- The possibility of monitoring the impact


of input changes on outputs.
8- Simulation may play an important role in
the reinforcement of Analytic Solution
Methodologies.
Continue

9- Simulation is a powerful tool for both


design purposes and pre-implementation
stages assessment.
10- Simulation techniques can be utilized
in the verification of analytic solutions.
Continue

11- Many System features can be


explored without disturbing ongoing
operations of the real system. These
include:
Continue

a/ New Policies.
b/ New Procedures.
c/ New Decision rules.
d/ New information flow scenarios.
Continue

12- The possibility of testing new


hardware designs or physical layouts
without being physically implemented.
13- The possibility of testing hypotheses
about how and why certain phenomena
occur.
Continue

14- The possibility of controlling the


investigation duration for a given
phenomena.
15- The Possibility of studying the
contribution of different variables in
deciding system performance.
Continue

16- The Possibility of determining delay


sources according to performance
analysis.
Continue

17- The Possibility of understanding how the


system operates.
18- The Possibility of answering “ What if “
questions.
Assignment NO. 1
• Characteristics and Advantages of
Simulation include:
- Simulation is a powerful tool for both
design purposes and pre-implementation
stages assessment.
- Many System features can be explored
without disturbing ongoing operations of
the real system.
Continue:
- The possibility of controlling the
investigation duration for a given
phenomena.
With the aid of suitable examples, discuss
the above mentioned points.
Unit 3

• Disadvantages of Simulation
Disadvantages of Simulation

• Model building requires training and


experience. This leads to the fact that,
models developed by two different
individuals may differ.
Continue
• Simulation is expensive and time
consuming. Without the availability of
necessary resources, Simulation may
result in poor and insufficient outputs for
the desired task.
Continue

• Sometimes, Simulation techniques are


used where analytical solutions are
possible or even preferable.
Areas of Application

• Computer Systems Performance.


• Communication Networks Performance
Analysis.
• Manufacturing Systems.
• Public Systems (Health care, Military,
Natural Resources).
Continue
• Transportation Systems.
• Construction Systems.
• Business Process Engineering.
• Food Processing.
• Traffic Engineering Analysis.
Unit 4

• Some Important Concepts


Some Important Concepts

• System and System Environment.


• Components of a System.
System

• A system is defined as a group of objects


that are joined together in some regular
interaction or interdependence in order to
achieve some purpose.
System Environment

• A system is often affected by changes


occurring outside the system. Such
changes are said to occur in the system
environment.
Components of a System
- An entity.
- An attribute.
- An activity.
- The state of a system.
- An event.
- Endogenous & Exogenous.
Continue

• An entity is an object of interest in the


system.
• An attribute is a property of an entity.
Continue

• An activity represents a time period of


specified length during which some task
or process is performed.
Continue

• 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.
Continue

• An event is defined as an instantaneous


occurrence that may change the state of
a system
Continue

• The term endogenous is used to describe


activities and events occurring within a
system.
Continue

• While the term exogenous is used to


describe activities and events in the
environment that affect the system.
Unit 5

• Models
Discrete and Continuous Systems

• Systems are categorized as:


- Discrete systems.
- Continuous systems
Discrete Systems

• A discrete system is one in which the


state variables change only at a discrete
set of points in time.
Continue

• A continuous system is one in which the


state variables change continuously over
time
Model of a System

• A model is defined as a representation of a


system for the purpose of studying the
system.
• The model should be sufficiently detailed to
represent the real system.
Types of Models
• Models can be classified as:
- Mathematical models.
- Physical models.
• Models may be further classified as:
- Static models.
- Dynamic models.
Continue

• A mathematical model uses symbolic


notation and mathematical equations to
represent a system. A simulation model is a
particular type of mathematical model of a
system.
Monte Carlo Simulation

• Monte Carlo Simulation, sometimes


called a static simulation model,
represents a system at a particular point
in time.
Dynamic Simulation Models

• Dynamic Simulation Models represent


systems as they change over time. The
simulation of a Bookshop from 8:00 A.M.
to 3:00 P.M. is An example of dynamic
Simulation.
Unit 6

• Simulation Steps
Simulation Steps

• The flow chart shown below illustrates a


set of steps to guide a model builder in a
simulation study. These steps include:
Simulation Steps Flow Chart (1/2)
Simulation Steps Flow Chart (2/2)

.
Simulation Steps

• 1/ Problem Formulation:
The analyst must ensure that the problem
being described is clearly understood.
Continue

• 2/ Setting of objectives and project plan:


The objectives indicate the questions to
be answered by simulation. The plan
should include:
Continue
1- A statement of alternatives.
2- A method for evaluating the
effectiveness of these alternatives.
3- The plans in terms of number of people
involved.
4- The cost of the study.
5- The time table of the study.
Continue
• 3/ Model conceptualization:
The art of modeling is enhanced by the
ability to abstract the essential features of a
problem, to select and modify basic
assumptions that characterize the system
and then to enrich and elaborate the model
until useful approximation results.
Continue

• 4/ Data Collection:
There is a strong relation between the
construction of the model and the
collection of the needed input data.
Continue

• 5/ Model Translation:
The model must be entered into a computer
recognizable format using some
programming language or special-purpose
simulation software.
Continue

• 6/ Verification:
In verification step we answer the
following question:
Is the computer program performing
properly?
Continue

• 7/ Validation:
Validation is the determination that a
model is an accurate representation of
the real system.
Continue

• 8/ Experimental Design:
In experimental design, the following
points should be determined:
- Alternatives to be simulated.
- Initialization period length.
- NO. of run replications.
Continue

• 9/ Production runs and analysis:


Production run results are utilized to
estimate system designs performance.
Continue

• 10/ More runs:


According to runs analysis results, the
analyst should decide whether more runs
are needed or not.
Continue

• 11/ Documentation and Reporting:


There are two types of documentation
1- Program Documentation.
2- Progress Documentation.
Continue

• Program Documentation is necessary for


many reasons. Documentation makes
the program easy:
- To understand.
- To modify.
- To change model parameters
Continue

• Progress Documentation provides the


important written history of a simulation
project. Projects reports show the work
done and decisions made.
Continue

• 12/ Implementation:
The success of implementation phase
depends on how well the previous 11
steps have been performed.
Unit 7

• Simulation Example

Poisson Distribution

• A stochastic process taking non-negative


values is said to be a Poisson process
with rate if:
Continue

• 1- A(t) is a counting process that


represents the total number of arrivals that
have occurred from 0 to time t (A(0)=0)
and for S<t, A(t) –A(S) equals the number
of arrivals in the interval (S,t).
Continue
• 2- The number of arrivals that occur in
disjoint time intervals are independent.
• 3- The number of arrivals in any interval of
length is Poisson distributed with
parameter for,t >0.
P At     At  n  
   
n

n! e
n=0,1,2,..
Continue
• The average number of arrivals within an
interval of length is (According to the
calculated mean in a Poisson distributed
system). Hence, can be considered as
arrival rate (average number of arriving
customers per unit time).
Continue

• The following properties of the Poisson


process are worth mentioning
Continue
• 1/ Inter-arrival times are
independent and exponentially
distributed with parameter . That is if
denotes the time of the nth arrival, the
intervals
have the probability distribution

P n S  1 
 S
e 0
s
Continue
• The probability density function is

P  n   e
  n

The mean and variance of are 


1 / and 1/ 
2

respectively.
Continue
• 2- For every t 0 and  0

P At     At  0 1    0 

P At     At  1   0 

P At    At  2 0 


Continue
• The proof of the above stated property can
be illustrated by substituting the value of n
by 0,1,2,…
in the following equation:

P At     At  n e


    n

n!
Continue

• If two or more Poisson processes


A= A1, A2,… ,Ak
are merged into a single process
A= A1+ A2+… +Ak , then, this
resulting process is Poisson with rate
equal to the sum of rates of its
components.
Assignment
• Prove this property.

Hint:
Assume that, two disjoint time intervals are
independent and Poisson distributed with
parameters ,  1  2
Continue
• , then the probability that the total number
of arrivals is N=N1+N2 is given by

N
PN1  N 2  N   PN1 k PN 2  N  k 
k 0
Exponential Distribution
• A given process (e.g. customers service
times ) is said to have an exponential
distribution with parameter  . I.e., if S n is
the service time for the nth customer, then
Continue

P S n S  1  e  S
S 0

• The corresponding probability density


function is
P S n  e  S n
Continue
• The service times S n are mutually
independent and also independent of all
inter-arrival times. The parameter 
is called the service rate.
Continue

• It represents the number of customers


served per unit time at which the server
operates when busy.
Computer & Communication
Networks Performance Analysis

• For Design Purposes.


• For Quality Assurance Purposes.
• For Congestion Prevention Purposes.
• For the Continuation of Normal
Operation.
• For Future Planning Purposes.
For Design Purposes:

• Traffic Engineering Analysis offers a


powerful forecasting tool for the expected
system performance level.
For Quality Assurance Purposes:

• Traffic Engineering Analysis results


constitute powerful monitoring means
that help a lot in achieving Quality
Assurance Goals.
For Congestion Prevention
Purposes

• Some Traffic Engineering Analysis results


constitute a powerful congestion indicators.
Thus, these results are utilized in taking
congestion prevention decisions.
For the Continuation of Normal
Operation:

• Traffic Engineering Analysis results are


key factors in the normal operation of
Routing Algorithms.
For Future Planning Purposes:

• Future system expansions should rely on


reasonable projections and estimates. This
is possible under the light of the present
working conditions expressed in terms of
Traffic Analysis results.
Simulation example
• M/M/1 Queuing Systems:
The M/M/1 Queuing system consists of a
single queuing station with a single server
(a single transmission line).
Continue
Customers arrive according to a Poisson
process with rate . The probability
distribution of the service time is
exponential with mean equals (1/  ) sec.
Continue

• 1 M/M/1 Arrival Statistics:


Referring to Poisson process properties
mentioned earlier, the following relations
(these relations represent the probabilities
of 0, 1 and 2 arrivals) hold:
Continue

P At    At  0 1    0 

P At    At  0 1    0 


P At    At  1   0 
P At    At  2 0 
Continue

• The above shown expressions show that


the summation of probabilities associated
with n=0, 1 and 2 is one. This dictates
that all probabilities associated with n>2
are zeros.
Continue

• M/M/1 Service Statistics:


Since service times are exponentially
distributed, the departure probability of
zero customers and 1 customer can be
expressed as follows:
Continue

 
PD0 e
 
PD1 1  e
Continue

• According to arrival and departure


probabilities mentioned earlier, the
probabilities of 0 arrival 0 departure, 0
arrival 1 departure and 1 arrival 0
departure are expressed as follows:
Continue

P00 1      0 
Pi ,i 1   0 
Pi ,i  1    0 
Continue
• These probabilities add up to 1. . This
implies that, the probability of ( I
customers arrive and I customers
depart), for i,1 equals 0. That is to
say, Pi ,i 0 for i 1
Continue
• The figure below shows the transition
diagram based on Markov chains. It is
clear that, the total number of transitions
from state n to state n+1 must differ from
the total number of transitions from state
n+1 to state n by at most 1.
Markov Chain for the M/M/1 System

.
Continue
• Accordingly, the transition frequency from
n to n+1 is equal to that from n+1 to n.

Pi ,i 1   0 
Pi ,i  1    0 
Continue
• So

Pn    Pn 1  
Pn 1 Pn

  / 
n 1
Pn 1   P0
Continue

• Starting from the last equation and using


Little’s Theorem (N= T ), we can derive
so many parameters. These include:
Continue
- Average number of customers in the
system N.
- Average number of queued customers
Nq.
- Average queuing (waiting) time in the
queue W.
- Average total time T.
Assignment NO. 2

1/ Derive expressions for:


a- Average number of customers in the
system (N).
b- Average total time (T).
2/ Write a simple program to compute the
above mentioned parameters.
Continue

3/ Use these programs to plot N as a


function of utilization factor   / and
 T
as a function of arrival rate .
References:

Bossel H., Modeling & Simulation, A. K.


Peters Pub., 1994.
Delaney W., and E. Vaccari, Dynamic
Models and Discrete Event Simulation,
Dekker, 1989.
References
• Fishman G., Discrete-Event Simulation:
Modeling, Programming and Analysis,
Springer-Verlag, Berlin, 2001.
References
• Fishwick P., Simulation Model Design and
Execution: Building Digital Worlds,
Prentice-Hall, Englewood Cliffs, 1995.
References
• Ghosh S., and T. Lee, Modeling &
Asynchronous Distributed Simulation:
Analyzing Complex Systems, IEEE
Publications, 2000.
References

• Gimblett R., Integrating Geographic


Information Systems and Agent-Based
Modeling: Techniques for Simulating
Social and Ecological Processes, Oxford
University Press, 2002.
‫و نسأل الله التوفيق والسداد لنا ولكم‬

‫د‪ /‬أمين بابكر عبد النبي مصطفى‬


‫يوليو ‪2008‬‬

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