Basic Simulation Modeling: DR Dewi Auditiya Marizka, ST MT

The document summarizes key concepts in discrete-event simulation modeling. It discusses how simulation involves building a model of a system and evaluating it numerically over time. Simulation is useful for studying complex systems that cannot be analyzed analytically. It specifically describes discrete-event simulation as modeling systems where state variables change instantly at separated points in time, known as events. The document provides an example of modeling a single-server queueing system in discrete-event simulation.

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Basic Simulation Modeling: DR Dewi Auditiya Marizka, ST MT

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Chapter 1

Basic Simulation Modeling

Dr Dewi Auditiya Marizka, ST MT

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 1 of 51

CONTENTS
1.1 The Nature of Simulation
1.2 Systems, Models, and Simulation
1.3 Discrete-Event Simulation
1.4 Simulation of a Single-Server Queueing System
1.5 Simulation of an Inventory System
1.6 Alternative Approaches to Modeling and Coding
Simulations
1.7 Steps in a Sound Simulation Study
1.8 Other Types of Simulation
1.9 Advantages, Disadvantages, and Pitfalls of Simulation
Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 2 of 51
1.1 THE NATURE OF SIMULATION
• Simulation: Imitate the operations of a facility or process,
usually via computer
– What’s being simulated is the system
– To study system, often make assumptions/approximations, both
logical and mathematical, about how it works
– These assumptions form a model of the system
– If model structure is simple enough, could use mathematical
methods to get exact information on questions of interest —
analytical solution

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 3 of 51

1.1 The Nature of Simulation (cont’d.)
• But most complex systems require models that are also
complex (to be valid)
– Must be studied via simulation — evaluate model numerically and
collect data to estimate model characteristics
• Example: Manufacturing company considering extending
its plant
– Build it and see if it works out?
– Simulate current, expanded operations — could also investigate
many other issues along the way, quickly and cheaply

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 4 of 51

1.1 The Nature of Simulation (cont’d.)
• Some (not all) application areas
– Designing and analyzing manufacturing systems
– Evaluating military weapons systems or their logistics
requirements
– Determining hardware requirements or protocols for
communications networks
– Determining hardware and software requirements for a computer
system
– Designing and operating transportation systems such as airports,
freeways, ports, and subways
– Evaluating designs for service organizations such as call centers,
fast-food restaurants, hospitals, and post offices
– Reengineering of business processes
– Determining ordering policies for an inventory system
– Analyzing financial or economic systems
Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 5 of 51
1.1 The Nature of Simulation (cont’d.)
• Use, popularity of simulation
– Several conferences devoted to simulation, notably the Winter
Simulation Conference (www.wintersim.org)
• Surveys of use of OR/MS techniques (examples …)
– Longitudinal study (1973-1988): Simulation consistently ranked
as one of the three most important techniques
– 1294 papers in Interfaces (1997): Simulation was second only to
the broad category of “math programming”

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 6 of 51

1.1 The Nature of Simulation (cont’d.)
• Impediments to acceptance, use of simulation
– Models of large systems are usually very complex
 But now have better modeling software … more general, flexible, but still
(relatively) easy to use
– Can consume a lot of computer time
 But now have faster, bigger, cheaper hardware to allow for much better
studies than just a few years ago … this trend will continue
 However, simulation will also continue to push the envelope on computing
power in that we ask more and more of our simulation models
– Impression that simulation is “just programming”
 There’s a lot more to a simulation study than just “coding” a model in some
software and running it to get “the answer”
 Need careful design and analysis of simulation models – simulation
methodology
Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 7 of 51
1.2 SYSTEMS, MODELS, AND
SIMULATION
• System: A collection of entities (people, parts, messages,
machines, servers, …) that act and interact together toward
some end (Schmidt and Taylor, 1970)
– In practice, depends on objectives of study
– Might limit the boundaries (physical and logical) of the system
– Judgment call: level of detail (e.g., what is an entity?)
– Usually assume a time element – dynamic system
• State of a system: Collection of variables and their values
necessary to describe the system at that time
– Might depend on desired objectives, output performance measures
– Bank model: Could include number of busy tellers, time of arrival
of each customer, etc.
Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 8 of 51
1.2 Systems, Models, and Simulation (cont’d.)
• Types of systems
– Discrete
 State variables change instantaneously at separated points in time
 Bank model: State changes occur only when a customer arrives or departs
– Continuous
 State variables change continuously as a function of time
 Airplane flight: State variables like position, velocity change continuously
• Many systems are partly discrete, partly continuous

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 9 of 51

1.2 Systems, Models, and Simulation (cont’d.)
• Ways to study a system

– Simulation is “method of
last resort?” Maybe …
– But with simulation there’s
no need (or less need) to
“look where the light is”

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 10 of 51

1.2 Systems, Models, and Simulation (cont’d.)
• Classification of simulation models
– Static vs. dynamic
– Deterministic vs. stochastic
– Continuous vs. discrete
• Most operational models are dynamic, stochastic, and
discrete – will be called discrete-event simulation models

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 11 of 51

1.3 DISCRETE-EVENT SIMULATION
• Discrete-event simulation: Modeling of a system as it
evolves over time by a representation where the state
variables change instantaneously at separated points in time
– More precisely, state can change at only a countable number of
points in time
– These points in time are when events occur
• Event: Instantaneous occurrence that may change the state
of the system
– Sometimes get creative about what an “event” is … e.g., end of
simulation, make a decision about a system’s operation
• Can in principle be done by hand, but usually done on
computer

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 12 of 51

1.3 Discrete-Event Simulation (cont’d.)
• Example: Single-server queue
– Estimate expected average delay in queue (line, not
service)
– State variables
 Status of server (idle, busy) – needed to decide what to do
with an arrival
 Current length of the queue – to know where to store an
arrival that must wait in line
 Time of arrival of each customer now in queue – needed to
compute time in queue when service starts
– Events
 Arrival of a new customer
 Service completion (and departure) of a customer
 Maybe – end-simulation event (a “fake” event) – whether
this is an event depends on how simulation terminates (a
modeling decision)

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 13 of 51

1.3.1 Time-Advance Mechanisms
• Simulation clock: Variable that keeps the current value of
(simulated) time in the model
– Must decide on, be consistent about, time units
– Usually no relation between simulated time and (real) time needed
to run a model on a computer
• Two approaches for time advance
– Next-event time advance (usually used) … described in detail
below
– Fixed-increment time advance (seldom used) … Described in
Appendix 1A
 Generally introduces some amount of modeling error in terms of when
events should occur vs. do occur
 Forces a tradeoff between model accuracy and computational efficiency

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 14 of 51

1.3.1 Time-Advance Mechanisms (cont’d.)
• More on next-event time advance
– Initialize simulation clock to 0
– Determine times of occurrence of future events – event list
– Clock advances to next (most imminent) event, which is executed
 Event execution may involve updating event list
– Continue until stopping rule is satisfied (must be explicitly stated)
– Clock “jumps” from one event time to the next, and doesn’t
“exist” for times between successive events … periods of
inactivity are ignored

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 15 of 51

1.3.1 Time-Advance Mechanisms (cont’d.)
• Next-event time advance for the single-server queue
ti = time of arrival of ith customer (t0 = 0)
Ai = ti – ti-1 = interarrival time between (i-1)st and ith customers (usually
assumed to be a random variable from some probability distribution)
Si = service-time requirement of ith customer (another random variable)
Di = delay in queue of ith customer
Ci = ti + Di + Si = time ith customer completes service and departs
ej = time of occurrence of the jth event (of any type), j = 1, 2, 3, …
– Possible trace of events (detailed narrative in text)

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 16 of 51

1.3.2 Components and Organization of a
Discrete-Event Simulation Model
• Each simulation model must be customized to target system
• But there are several common components, general
organization
– System state – variables to describe state
– Simulation clock – current value of simulated time
– Event list – times of future events (as needed)
– Statistical counters – to accumulate quantities for output
– Initialization routine – initialize model at time 0
– Timing routine – determine next event time, type; advance clock
– Event routines – carry out logic for each event type
– Library routines – utility routines to generate random variates, etc.
– Report generator – to summarize, report results at end
– Main program – ties routines together, executes them in right order
Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 17 of 51
1.3.2 Components and Organization of a
Discrete-Event Simulation Model (cont’d.)

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 18 of 51

1.3.2 Components and Organization of a
Discrete-Event Simulation Model (cont’d.)
• More on entities
– Objects that compose a simulation model
– Usually include customers, parts, messages, etc. … may include
resources like servers
– Characterized by data values called attributes
– For each entity resident in the model there’s a record (row) in a
list, with the attributes being the columns
• Approaches to modeling
– Event-scheduling – as described above, coded in general-purpose
language
– Process – focuses on entities and their “experience,” usually
requires special-purpose simulation software
Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 19 of 51
1.4 SIMULATION OF A SINGLE-SERVER
QUEUEING SYSTEM
• Will show how to simulate a specific version of the single-
server queueing system
• Book contains code in FORTRAN and C … slides will
focus only on C version
• Though simple, it contains many features found in all
simulation models

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 20 of 51

1.4.1 Problem Statement
• Recall single-server queueing model
• Assume interarrival times are independent and
identically distributed (IID) random variables
• Assume service times are IID, and are
independent of interarrival times
• Queue discipline is FIFO
• Start empty and idle at time 0
• First customer arrives after an interarrival
time, not at time 0
• Stopping rule: When nth customer has
completed delay in queue (i.e., enters service)
… n will be specified as input
Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 21 of 51
1.4.1 Problem Statement (cont’d.)
• Quantities to be estimated
– Expected average delay in queue (excluding service time) of the n
customers completing their delays
 Why “expected?”
– Expected average number of customers in queue (excluding any in
service)
 A continuous-time average
 Area under Q(t) = queue length at time t, divided by T(n) = time simulation
ends … see book for justification and details
– Expected utilization (proportion of time busy) of the server
 Another continuous-time average
 Area under B(t) = server-busy function (1 if busy, 0 if idle at time t),
divided by T(n) … justification and details in book
– Many others are possible (maxima, minima, time or number in
system, proportions, quantiles, variances …)
• Important: Discrete-time vs. continuous-time statistics
Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 22 of 51
1.4.2 Intuitive Explanation
• Given (for now) interarrival times (all times are in minutes):
0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …
• Given service times:
2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …
• n = 6 delays in queue desired
• “Hand” simulation:
– Display system, state variables, clock, event list, statistical
counters … all after execution of each event
– Use above lists of interarrival, service times to “drive” simulation
– Stop when number of delays hits n = 6, compute output
performance measures

Simulation Modeling and Analysis – Chapter 1 – Basic Simulation Modeling Slide 23 of 51

1.4.2 Intuitive Explanation (cont’d)
Status
shown is
after all
changes
have
been
made in
each
case …

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …
Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …