Hcsci432 Slides
Hcsci432 Slides
01 02 03
Introduction to Random Number Monte Carlo
Simulation & Generation & Simulation
Modelling Mathematical Modelling
04 05 06
Continuous Discrete Event Agent Based
Simulation Simulation Modelling
Unit 1 - Introduction to S&M
• Simulation
• Modelling
• S&M Experiment Guide
HCSCI432 – Simulation &
• Training
• Reduce risks
Limitations of Simulation
• Time consuming
• Needs resources
• Labour needs
• Experts need
• System is dangerous
• System is dangerous
Manufacturing Agriculture
01 test manufacturing methods 02 Forecasting systems (weather )
E-business Transport
03 Business process analysis 04 Car-crash model
Planning. E.g. in Queue
management
Test ideas
Applications
Military Gaming
05 Scenario military simulations 06 Video games
(gaming)
Board games
Digital deployments
Finance Telecommunication
07 Mapping investment decisions 08 Network simulation (traffic,
Pricing of securities network performance, identify
Planning corporate transactions potential problems)
such as mergers, acquisitions,
and divestitures
Applications
Education
09 learning
environments
in dangerous 10
learning with limited resources.
E.g. training pilots
virtual labs
11 12
Steps of Simulation Experiment
Problem
Formulation
Data
Collection
Model
Development
Model Testing
Run
Experiment
Results
Analysis
DISCUSSION
Explain the steps you are going to
carry out if you desire to run a
simulation experiment to determine
the number of tellers to employ for a
banking hall.
Agent Based Modelling
S&M Focuses on modelling the behaviour of autonomous agents and their
Paradigms
interactions within a given environment.
Each agent follows a set of rules or behaviours, and complex system-
level dynamics emerge from the interactions between agents.
Traffic Simulation: Modelling the behaviour of individual vehicles and
drivers to simulate traffic flow, congestion patterns, and the effects of
• various approaches, methodologies, and philosophies various road infrastructure designs and traffic management strategies.
that guide the construction and analysis of
computational models.
S&M
Models systems as sequences of discrete events that occur at specific
points in time.
DES is well-suited for modelling systems with discrete, asynchronous
Paradigms events, such as manufacturing processes, transportation systems, and
computer networks.
Supply Chain Management: Modelling the flow of goods, resources,
and information through a supply chain network to optimize inventory
levels, production schedules, and logistics operations while minimizing
• various approaches, methodologies, and philosophies
costs and lead times.
that guide the construction and analysis of
computational models.
S&M
Involves generating numerous random samples from probability
distributions to estimate the behaviour of complex systems.
Monte Carlo simulation is particularly useful for assessing the
Paradigms
uncertainty and variability associated with model inputs and parameters.
Financial Risk Analysis: Estimating the risk associated with
investment portfolios, insurance policies, or financial derivatives by
generating numerous random scenarios of market fluctuations, interest
rate changes, and other relevant variables to assess the likelihood of
• various approaches, methodologies, and philosophies
different outcomes.
that guide the construction and analysis of
computational models.
• For approximating the value of pi by dropping needles on a grid of parallel lines (whose spacing is
greater than the value of a needle) and calculating probability that needles will cross the line
• PI = (2*needle_length*number_of_needles_tossed) /
(distance_between_lines*number_of_needles_crossing_line)
• Initiated by John von Neumann and Stanislaw Ulam during World War 2 as an atomic bomb effects simulator
• Named after a casino town, Monaco – since the element of chance (in a game of roulette) is core to the modelling approach
• It is one of the premier international conferences in the field of simulation modeling and analysis.
• provides a platform for researchers, practitioners, and educators from various disciplines to exchange ideas,
present their latest research findings, and discuss emerging trends and challenges in the field of simulation.
Simulation Tools
1.Agriculture
2.Judiciary
3.Learning institutions
DISCUSSION
1. Artificial Intelligence
2. Robotics & Automation
3. Cloud Computing
4. Edge Computing
5. Immersive Communication Technologies
6. Educational Technology (EdTech)
7. Internet of Things
8. Nanotechnology
9. Biotechnology
10.Blockchain and Cryptocurrency
Installing AnyLogic
Setting up an AnyLogic problem
• Random Numbers
• Generation (Traditional
methods / everyday
HCSCI432 – Simulation &
examples)
• Generation – RD Table
Modelling
• RNG Algorithms
• Probability Distributions
• Stochastic Processes
Part A – Random Numbers
• Random Numbers
• Generation (Traditional
methods / everyday
HCSCI432 – Simulation &
examples)
• Generation – RD Table
Modelling
• RNG Algorithms
WHY DO WE NEED THEM?
• Playing dice
• Dealing cards from a deck
• Draw numbers from a tin randomly
• Tables for random number
• Computer programs
RANDOM NUMBERS TABLE
• See practical
guide.
• Random number
generation using R
Part B – Mathematical Foundations
• Probability Distributions
• Stochastic Processes
HCSCI432 – Simulation &
• Integration
• Differentiation
Modelling