Professional Documents
Culture Documents
Application
ng
s
Areas of
Business Process Applications
Simulation
Transportation systems:
War gaming: test Flight Simulator
improved operations; urban
strategies; training planning
Games
Parallel computer systems: Computer communication
developing
7/6/2014 scalable software
Dr. DEGA NAGARAJU, SMBS
network: protocol design 5
Logical
extension to
the analytical
Is it possible to
&
represent all real
mathematical
life problems
techniques
mathematically?
Managerial decision
making Why do we
Aircraft-wind tunnel- go for
aerodynamic simulation
characteristics ?
Scale models of
machines-plant layout
Pilot training-flight Method of
simulator John Von Neumann & last resort
Car Manufacturing Stanislaw Ulam
Simulation Nuclear Shielding
TV games(chess playing problem
game, snake and 1950-Digital Computers
7/6/2014 Dr. DEGA NAGARAJU, SMBS 6
ladders)
Certain processes : too costly or impossible
Difficult-mathematical equations
Draw backs No straight forward analytical solution
of scientific Ex: queuing problems, job shop problems,
methods? multi-integral problems etc.
Difficulty in performing validating
experiments for mathematical models
and
Simulation
a) the imitation of the operation of a real-world process or system over time.
b) to develop a set of assumptions of mathematical, logical, and symbolic relationship
between the entities of interest, of the system.
c) to estimate the measures of performance of the system with the simulation-
generated data.
Simulation
Models
Solution Consists:
One or more numerical
parameters(Measures of
Performance)
Common features:
Mathematical model of the system under study
Change of the state in accordance with some equations (rules or laws) for a
long period
Collection of information about the system (solution to the problem)
Programming the calculations for a digital computer
Simulate or mimic the real system with the help of computer
Continue the process until the desired analytic solution is obtained
7/6/2014 Dr. DEGA NAGARAJU, SMBS 23
The basic nature of Simulation (Cont.)
Simulation of manually Pencil and
Inventory control paper
available
When
When there is nt the Simulation is When the simulation costs
ability to verify and not exceed the savings
validate the model
Appropriate?
common sense
can be solved using
When the problem
Advantages
New polices, operating procedures, decision rules, information flows, organizational
procedures, and so on can be explored without disrupting ongoing operations of the
real system.
New hardware designs, physical layouts, transportation systems, and so on, can be
tested without committing resources for their acquisition.
Hypotheses about how or why certain phenomena occur can be tested for feasibility.
Insight can be obtained about the interaction of variables.
Insight can be obtained about the importance of variables to the performance of the
system.
Bottleneck analysis can be performed indicating where work-in-process, information,
materials, and so on are being excessively delayed.
A simulation study can help in understanding how the system operates rather than how
individuals think the system operates.
What-if questions can be answered. This is particularly useful in the design of new
system.
New hardware designs, physical layouts, transportation systems, and so on, can be tested without committing
2 resources for their acquisition.
Hypotheses about how or why certain phenomena occur can be tested for feasibility.
3
Insight can be obtained about the importance of variables to the performance of the system.
5
Bottleneck analysis can be performed indicating where work-in-process, information, materials, and so on are being
6 excessively delayed
A simulation study can help in understanding how the system operates rather than how individuals think the system
7 operates.
What-if questions can be answered. This is particularly useful in the design of new system.
8
7/6/2014 Dr. DEGA NAGARAJU, SMBS 33
Disadvantages of Simulation
Model building requires special training. It is an art that is learned over time and through experience.
Furthermore, if two models are constructed by two competent individuals, they may have similarities,
1 but it is highly unlikely that they will be the same.
Simulation results may be difficult to interpret. Since most simulation outputs are essentially random
variables (they are usually based on random inputs), it may be hard to determine whether an
2 observation is a result of system interrelationships or randomness.
Simulation modeling and analysis can be time consuming and expensive. Skimping on resources for
modeling and analysis may result in a simulation model or analysis that is not sufficient for the task.
3
Simulation is used in some cases when an analytical solution is possible, or even preferable. This
might be particularly true in the simulation of some waiting lines where closed-form queueing
4 models are available.
Application
ng
s
Areas of
Business Process Applications
Simulation
Transportation systems:
War gaming: test Flight Simulator
improved operations; urban
strategies; training planning
Games
Parallel computer systems: Computer communication
developing
7/6/2014 scalable software
Dr. DEGA NAGARAJU, SMBS
network: protocol design 39
MODEL OF A SYSTEM Yes, but not always
How do we
Is it possible to
define the
conduct experiment
system
model? with the system?
SHOPPER NO OF ITEMS
ARRIVE
GET
BASKET AVAILABILITY
SHOP
QUEUE
CHECK-OUT
COUNTER NUMBER OF
OCCUPANCY
RETURN
LEAVE
Elements of a Super Market
Physical Mathematical
System
Simulation
TYPES OF MODELS
7/6/2014 Dr. DEGA NAGARAJU, SMBS 42
Based on some analogy b/w such systems as
Physical Models: mechanical & electrical, electrical & hydraulic
System attributes are represented by such
measurements as a voltage or the position of a
shaft
System activities are reflected in the physical
laws that drive the model:
Example: amount of voltage applied speed of
the shaft of the motor
Voltage applied Velocity of the vehicle
Number of revolutions of the shaft distance
traveled by the vehicle
6. Evaluate the
2. Construct an
results of the
appropriate model
simulation
Select the random number generator and create Define a coding system that will
the random numbers to be used;
4. Using steps 1 to
3, experiment with correlate the factors defined in step
Associate the generated random numbers with 1 with random numbers to be
the factors identified in step 1 and coded in step the model generated;
4(i)7/6/2014 Dr. DEGA NAGARAJU, SMBS 46
Systems and System Environment
System
defined as a group of objects that are joined together in some regular
interaction or interdependence toward the accomplishment of some
purpose.
System Environment
changes occurring outside the system.
The decision on the boundary between the system and its environment
may depend on the purpose of the study.
Service (minutes) 1 2 3 4 5 6
Probability 0.10 0.20 0.30 0.25 0.10 0.05
Simulate the arrival of 6 customers and calculate (i) Average waiting time for a customer,
(ii) Probability that a customer has to wait, (iii) Probability of a server being idle (iv)
Average service time, (v) Average time between arrival. Use the following sequence of
random numbers:
Assume the first customer arrives at time 0. Depict the simulation in a tabular form.
Arrival time varies from 1 to 8 minutes with equal probability, meaning that
the probability of each arrival = 1/8 = 0.125
7/6/2014 Dr. DEGA NAGARAJU, SMBS 54
SERVICE TIME DISTRIBUTION
Time
Time Time
Random Random Time Time custome Idle
Custom since Arrival Service custome
No. for No. for service service r spends time of
er last time time -r waits
Arrival Service begins ends in server
arrival in queue
system
1 - - 0 84 4 0 0 4 4 0
2 913 8 8 10 1 8 0 9 1 4
3 727 6 14 74 4 14 0 18 4 5
4 015 1 15 53 3 18 3 21 6 0
5 948 8 23 17 2 23 0 25 2 2
6 309 3 26 79 4 26 0 30 4 1
18 3 21 12
Pr obability that a
customer has to wait
No. of customers who wait 1
Total no. of customers
0.166
6
being idle
Pr obability of server Total idle time of server 12 0.4
Total run time of system 30
time
Average service Total service time 18 3
Total no. of customer 6
arrivals
Average time between Sum of all times between arrivals(min utes) 26
No. of arrivals 1 6 1
Each time an order is placed, the store incurs an ordering cost of Rs. 10 per order.
The store also incurs a carrying cost of Rs. 0.50 per book per day. The inventory
carrying cost is calculated on the basis of stock at the time of each day. The manager
of the book store wishes to compare two options for his inventory decision.
A: Order 5 books when the inventory at the beginning of the day plus order
outstanding is less than 8 books.
B: Order 8 books when the inventory at the beginning of the day plus order
outstanding is less than 8.
Currently (beginning of the first day) the store has stock of 8 books plus 6 books
ordered 2 days ago and expected to arrive next day. Using Monte-Carlo Simulation
for 10 cycles, recommend which option the manager should choose. The two digit
random numbers are given below. 89, 34, 78, 63, 61, 81, 39, 16, 13, 73.
Random Demand Opt. stock Cl. stock Opt. stock Order Cl. Stock
Receipt
No. sales in hand in hand on order Qty. on order
89 3 8 - 5 6 - 6
34 2 5 6 9 - - -
78 3 9 - 6 - 5 5
63 3 6 - 3 5 - 5
61 3 3 - 0 5 5 10
81 3 0 5 2 5 5 10
39 2 2 - 0 10 - 10
16 2 0 5 3 5 - 5
13 1 3 5 7 0 5 5
73 3 7 - 4 5 - 5
No. of orders =4 Ordering cost = 4 x 10 = Rs. 40.
Closing stock of 10 days = 39, Carrying cost = 39 x 0.50 = 19.50
Cost for 10 days = 59.50
Random Demand Opt. stock Cl. stock Opt. stock Order Cl. Stock
Receipt
No. sales in hand in hand on order Qty. on order
89 3 8 - 5 6 - 6
34 2 5 6 9 - - -
78 3 9 - 6 - 8 8
63 3 6 - 3 8 - 8
61 3 3 - 0 8 - 8
81 3 3 8 5 - 8 8
39 2 5 - 3 8 - 8
16 2 3 - 1 8 - 8
13 1 1 8 8 - - -
73 3 8 - 5 - 8 8
No. of orders =3 Ordering cost = 3 x 10 = Rs. 30.
Closing stock of 10 days = 45, Carrying cost = 45 x 0.50 = 22.50
Cost for 10 days = 52.50
Since, option B has lower cost, manager should choose option B
7/6/2014 Dr. DEGA NAGARAJU, SMBS 62
Discrete-event simulation (General Principles)
Discrete-event models are appropriate for those systems for which changes in
system state occur only at discrete points in time.