Unit -I: Introduction to System Modelling & Simulation:

Need & use of Simulation, system models, advantages & limitations of models, simplified representation of complex & large systems, Principals & Steps in creating system models, capturing system environment, components of systems and selection of appropriate modelling techniques & simulation methodologies; relationships between selected models & simulation techniques. Q.1.Define the following terms with example: a) Simulation b) System models A.1. a) Simulation

A simulation is the imitation of the operation of a real-world process or system over time.
Simulation is a numerical technique for conducting experiments on a digital computer, which involves certain types of mathematical and logical models over extended period of real time a) System model

A model is a set of entities and the relationship among them. The behavior of a system as it evolves over time is studied by developing a simulation model.
A system model is the conceptual model that describes and represents a system. A system comprises multiple views such as planning, requirement (analysis), design, implementation, deployment, structure, behavior, input data, and output data views.

For the bank example: entities would include customers, tellers, and queues. Relations would include customers entering a queue; tellers serving the customer; customers leaving the bank. Q.2. When Simulation is the Appropriate Tool and when it is not? A.2. 1. Simulation enables the study of and experimentation with the internal interactions of a complex system, or of a subsystem within a complex system. 2. Informational, organizational and environmental changes can be simulated and the effect of those alternations on the models behavior can be observer. 3. The knowledge gained in designing a simulation model can be of great value toward suggesting improvement in the system under investigation. 4. By changing simulation inputs and observing the resulting outputs, valuable insight may be obtained into which variables are most important and how variables interact. 5. Simulation can be used as a pedagogical device to reinforce analytic solution methodologies. 6. Simulation can be used to experiment with new designs or policies prior to implementation, so as to prepare for what may happen. 7. Simulation can be used to verify analytic solutions. 8. By simulating different capabilities for a machine, requirements can be determined. 9. Simulation models designed for training, allow learning without the cost and disruption of on-the-job learning. 10. Animation shows a system in simulated operation so that the plan can be visualized. 11. The modern system (factory, water fabrication plant, service organization, etc) is so complex that the interactions can be treated only through simulation.

Simulation is not appropriate for: 1. Simulation should be used when the problem cannot be solved using common sense. 2. Simulation should not be used if the problem can be solved analytically. 3. Simulation should not be used, if it is easier to perform direct experiments. 4. Simulation should not be used, if the cost exceeds savings. 5. Simulation should not be performed, if the resources or time are not available. 6. If no data is available, not even estimate simulation is not advised. 7. If there is not enough time or the person is not available, simulation is not appropriate. 8. If managers have unreasonable expectation say, too much soon or the power of simulation is over estimated, simulation may not be appropriate. 9. If system behavior is too complex or cannot be defined, simulation is not appropriate. Q.3. Mention the advantages and disadvantages of Simulation. A.3.

Q.4. Enlist the areas of application of Simulation. A.4. Applications of Simulation

(A) Manufacturing Applications

1. Analysis of electronics assembly operations 2. Design and evaluation of a selective assembly station for high precision scroll compressor shells. 3. Comparison of dispatching rules for semiconductor manufacturing using large facility models. 4. Evaluation of cluster tool throughput for thin-film head production. 5. Determining optimal lot size for a semiconductor backend factory. (B) Semiconductor Manufacturing 1. Comparison of dispatching rules using large-facility models. 2. The corrupting influence of variability. 3. A new lot-release rule for wafer fabs. 4. Assessment of potential gains in productivity due to proactive retied management. 5. Comparison of a 200 mm and 300 mm X-ray lithography cell. (C) Construction Engineering 1. Construction of a dam embankment. 2. Trench less renewal of underground urban infrastructures. 3. Activity scheduling in a dynamic, multiproject setting. 4. Investigation of the structural steel erection process. 5. Special purpose template for utility tunnel construction. (D) Military Applications 1. Modeling leadership effects and recruit type in an Army recruiting station. 2. Design and test of an intelligent controller for autonomous underwater vehicles. 3. Modeling military requirements for non-war fighting operations.

4. Multi-trajectory performance for varying scenario sizes. 5. Using adaptive agents in U.S. Air Force retention. (E) Business Process Simulation 1. Impact of connection bank redesign on airport gate assignment. 2. Product development program planning. 3. Reconciliation of business and system modeling. 4. Personal forecasting and strategic workforce planning. (F) Human Systems 1. Modeling human performance in complex systems. 2. Studying the human element in our traffic control. Q.5. What are the components of a System? A.5. 1. Entity An entity is an object of interest in a system. Ex: In the factory system, departments, orders, parts and products are the entities. 2. Attribute An attribute denotes the property of an entity. Ex: Quantities for each order, type of part, or number of machines in a department are attributes of factory system. 3. Activity Any process causing changes in a system is called as an activity. Ex: Manufacturing process of the department. 4. State of the System The state of a system is defined as the collection of variables necessary to describe a system at any time, relative to the objective of study. In other words, state of the system mean a description of all the entities, attributes and activities as they exist at one point in time. 5. Event An event is defined as an instantaneous occurrence that may change the state of the system. Q.6. Explain the concept of System Environment. Mention its type with suitable example. A.6. System Environment The external components which interact with the system and produce necessary changes are said to constitute the system environment. In modeling systems, it is necessary to decide on the boundary between the system and its environment. This decision may depend on the purpose of the study. Ex: In a factory system, the factors controlling arrival of orders may be considered to be outside the factory but yet a part of the system environment. When, we consider the demand and supply of goods, there is certainly a relationship between the factory output and arrival of orders. This relationship is considered as an activity of the system. Types of System Environment: 1. Endogenous System

The term endogenous is used to describe activities and events occurring within a system. Ex: Drawing cash in a bank. 2. Exogenous System The term exogenous is used to describe activities and events in the environment that affect the system. Ex: Arrival of customers. 3. Closed System A system for which there is no exogenous activity and event is said to be a closed. Ex: Water in an insulated flask. 4. Open system A system for which there is exogenous activity and event is said to be an open. Ex: Bank system. 5. Continuous Systems Systems in which the changes are predominantly smooth are called continuous system. Ex: Head of a water behind a dam. 6. Discrete Systems Systems in which the changes are predominantly discontinuous are called discrete systems. Ex: Bank the number of customers changes only when a customer arrives or when the service provided a customer is completed. Q.7. Explain the steps the Simulation Study. Also sketch the flowchart. Or What are the steps involved in construction of simulation model? A.7. Steps in a Simulation Study:1. Problem formulation Clearly state the problem. 2. Setting of objectives and overall project plan How we should approach the problem. 3. Model conceptualization Establish a reasonable model. 4. Data collection Collect the data necessary to run the simulation (such as arrival rate, arrival process, service discipline, service rate etc.). 5. Model translation Convert the model into a programming language. 6. Verification Verify the model by checking if the program works properly. Use common sense. 7. Validation Check if the system accurately represents the real system. 8. Experimental design How many runs? For how long? What kind of input variations? 9. Production runs and analysis Actual running the simulation, collect and analyze the output. 10. Repetition

Repeat the experiments if necessary. 11. Document and report Document and report the results.

Q.8. What is the need and use of Simulation? A.8. 1. Simulation enables the study of, and experiment with, the internal interactions of a complex, dynamic system, or a subsystem. E.g. when setting up a telephone sales department (such as the 1998 World Cup Soccer Game), how many operators are enough to handle the calls? Many factors can play a role here: the number of tickets left, estimated number of people who want the ticket, capacity of the phone lines, how long would it take to service one call, etc. 2. Informational, organizational, and environmental changes can be simulated and the effect of these alterations on the model's behavior can be observed. E.g. to study the behavior of a web server, we can simulate the client traffic and see how it responds. 3. The knowledge gained in designing a simulation model may be of great value toward suggesting improvement in the system under the investigation. E.g. before actually building a cache system, one can simulation the various configuration of the cache, study its behavior and find out the optimum solution. 4. By changing simulation inputs and observing the resulting outputs, valuable insight may be obtained into which variables are most important and how variables interact. E.g. in studying the performance of a computer network, a number of parameters affect the outcome, cable length, transmission speed, packet size, arrival rate, number of stations, etc. which one is the most important on the delay? It's the ratio of arrival rate and service rate. 5. Simulation can be used as pedagogical device to reinforce analytic solution methodologies. 6. Simulation can be used to experiment with new designs or policies prior to implementation, so as to prepare for what may happen. 7. Simulation can be used to verify analytic solutions. Q.9. What are Simulation Techniques? What are its significance? Explain with example. Or Explain Monte Carlo method of simulation. A.9. Many real-life problems can be solved by employing simulation techniques. A simulation

technique uses a probability experiment to mimic a real-life situation.

Instead of studying the actual situation, which might be too costly, too dangerous, or too time-consuming, scientists and researchers create a similar situation but one that is less expensive, less dangerous, or less timeconsuming. For example, NASA uses space shuttle flight simulators so that its astronauts can practice flying the shuttle. Most video games use the computer to simulate real-life sports such as boxing, wrestling, baseball, and hockey. Computers have played an important role in simulation techniques, since they can generate random numbers, perform experiments, tally the outcomes, and compute the probabilities much faster than human beings. The basic simulation technique is called the Monte Carlo method.

The Monte Carlo Method

The Monte Carlo method is a simulation technique using random numbers. Monte Carlo simulation techniques are used in business and industry to solve problems that are extremely difficult or involve a large number of variables. The steps for simulating real life experiments in the Monte Carlo method are as follows: 1. List all possible outcomes of the experiment. 2. Determine the probability of each outcome. 3. Set up a correspondence between the outcomes of the experiment and the random numbers. 4. Select random numbers from a table and conduct the experiment. 5. Repeat the experiment and tally the outcomes. 6. Compute any statistics and state the conclusions. EXAMPLE A dice is rolled until a 6 appears. Using simulation, find the average number of rolls needed. Try the experiment 20 times.
Solution Step 1 List all possible outcomes. They are 1, 2, 3, 4, 5, and 6. Step 2 Assign the probabilities. Each outcome has a probability of. Step 3 Set up a correspondence between the random numbers and the outcome. Use random numbers 1 through

6. Omit the numbers 7, 8, 9, and 0.

Step 4 Select a block of random numbers, and count each digit 1 through 6 until the first 6 is obtained. For

example, the block 857236 means that it takes 4 rolls to get a 6. 8 5 7 2 3 6

Step 5 Repeat the experiment 19 more times and tally the data as shown.

Trial

Random number

Number of rolls

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

857236 210480151101536 2336 241304836 4216 37520398758183716 7792106 9956 96 89579143426 8547536 289186 6 094299396 1036 0711997336 510851276 0236 01011540923336 5216 2

4 11 4 7 4 9 3

1 7 5 3 1 4 3 5 6 3 10 4 Total 96

Step 6 Compute the results and draw a conclusion. In this case, one must find the average.

__

X
n

96 4.8 20

Hence, the average is about 5 rolls. Q.10. A person selects a key at random from four keys to open a lock. Only one key fits. If the first key does not fit, she tries other keys until one fits. Find the average of the number of keys a person will have to try to open the lock. Try the experiment 25 times. A.10. Solution

Assume that each key is numbered from 1 through 4 and that key 2 fits the lock. Naturally, the person doesnt know this, so she selects the keys at random. For the simulation, select a sequence of random digits, using only 1 through 4, until the digit 2 is reached. The trials are shown here. Trial Random digit (key) Number Trial Random digit (key) Number

1 2 3 4 5 6 7 8 9 10 11 12 13

2 2 12 1432 32 3142 42 4 32 42 2 42 312 312

1 1 2 4 2 4 2 3 2 1 2 3 3

14 15 16 17 18 19 20 21 22 23 24 25

2 42 132 12 2 342 2 2 2 42 4312 312

1 2 3 2 1 3 1 1 1 2 4 3

Total 54 Next, find the average:

__

X
n

54 2.16 25

Q.11. Define simulation and state its advantage over mathematical model Or Discuss the advantages and limitations of computer simulation. A.11. Advantages of Computer Simulation
(i) Flexibility To fly a simulator is safer and cheaper than the real airplane. For precisely this reason, models are used in industry commerce and military: it is very costly, dangerous and often impossible to make experiments with real systems. Provided that models are adequate descriptions of reality (they are valid),

experimenting with them can save money, suffering and even time. Moreover, additional alternatives can be evaluated by changing the input data for the same model. (ii) Study of Transient Behavior System that change with time, such as a gas station where cars come and go (called dynamic systems) and involve randomness is a good example. Nobody can guess at exactly which time the next car should arrive at the station, are good candidates for simulation. Simulation can provide much better control over experimental conditions that would be possible when experimenting with physical models. (iii) Communication Whether a particular experiment is fruitful can best be spotted by watching a dynamic graphics display, and thus can act as a means of communication. (iv) Possibility to study systems that are nonexistent. (v) Compression or expansion of time. (vi) Compare to other decision support techniques. (vii) Observation of diverse performance indicators. (viii) Sensitivity analysis. (ix) Dynamic visualizations, education. 11.2.2 Limitations of Computer Simulation (i) Large-scale-manufacturing systems tend to be very complex. Writing computer programs to model such systems can be a long and expensive task. (ii) Many complex simulation models require extensive computer time that can be a costly exercise. This limits the designers freedom to generate more alternative designs. (iii) Simulation model must be provided with the pseudo-data that detail the conceived system in order to imitate the real system. The data regarding the processing and demand information, and operation rules are not readily available in the design phase. (iv) In some cases where problem is not clearly defined, a simulation project always contain a risk factor which neither the designer nor the user of the model can fully anticipate in the early stage of design project.

Q.12. Define the following Discrete System terms: 1) State 2) Event 3) Entity 4) Queue 5) Creating 6) Random Variable 7) Scheduling 8) Random Variate 9) Distribution Also give example. Or Discuss in brief about the various terminology used in discrete system.
A.12. 1) State A variable characterizing an attribute in the system such as level of stock in inventory or number of jobs waiting for processing. 2) Event

An occurrence at a point in time, which may change the state of the system, such as arrival of a customer or start of work on a job. 3) Entity An object that passes through the system, such as cars in an intersection or orders in a factory. Often an event (e.g., arrival) is associated with an entity (e.g., customer). 4) Queue A queue is not only a physical queue of people, it can also be a task list, a buffer of finished goods waiting for transportation or any place where entities are waiting for something to happen for any reason. 5) Creating Creating is causing an arrival of a new entity to the system at some point in time. 6) Scheduling Scheduling is the act of assigning a new future event to an existing entity. 7) Random Variable A random variable is a quantity that is uncertain, such as inter-arrival time between two incoming flights or number of defective parts in a shipment. 8) Random Variate A random variate is an artificially generated random variable. 9) Distribution A distribution is the mathematical law, which governs the probabilistic features of a random variable. A Simple Example of Discrete Simulation Model Building a simulation gas station with a single pump served by a single service man. Assume that arrival of cars as well their service times are random. At first identify the following: States Number of cars waiting for service and number of cars served at any moment. Events Arrival of cars, start of service, end of service. Entities These are the cars. Queue The queue of cars in front of the pump, waiting for service. Random Realizations Inter-arrival times, service times. Distributions We shall assume exponential distributions for both the inter-arrival time and service time.

Q.13. What is the difference between deterministic and stochastic simulation models? A.13. Stochastic and Deterministic Simulation Model
Stochastic simulations generally have a probabilistic component, though not usually unconditioned probabilities (e.g. sampling from the normal distribution, Poisson distribution or even catastrophe spaces where the probability density changes with different paths or other spaces, for that matter). Stochastic simulations generally must be performed a number of times until there is an adequate sample of results to evaluate, since any single run of a simulation will have one of many possible outcomes. This sort of simulation is often used as a component in demographic or ecological simulations where many of the components are modeled using statistical criteria. They are especially useful where much of the data upon which they are based has been amenable to statistical analysis, or where the local behavior of many systems is only understood in statistical terms, or where it is convenient to model many of the components using statistical or probabilistic models, which is desirable much of the time, even if it is not

in theory necessary. It is, for example, much easier to model rainfall or warfare with a simple probabilistic model (sampling from an empirical distribution), rather than going to the trouble of an elaborate model which is itself extremely complex, simply because we want to estimate the impact of floods or the loss of male population due to warfare as an independent context for our central problem. Deterministic simulations are those where one solution set exists for a given input situation. In this, a system is simulated under well-determined conditions. Its primary use is extrapolate and evaluate outcomes given hypothetical inputs, or to examine the interaction of a number of interdependent deterministic models.

Q.14. Discuss in brief following optimization method i. Deterministic Search Techniques ii. Heuristic Search Technique iii. Pattern Search Techniques iv. Steepest Ascent (Descent) v. Tabu Search Technique vi. Hooke and Jeeves Type Techniques vii. Probabilistic Search Techniques viii. Random Search ix. Simulated Annealing x. Genetic Techniques A.14. Deterministic Simulation Techniques
A common characteristic of deterministic simulation techniques is that they are basically borrowed from deterministic optimization techniques. The deterministic objective function value required in the technique is now replaced with an estimate obtained from simulation. By having a reasonably accurate estimate, one hopes that the technique will perform well. Deterministic search techniques include heuristic search, complete enumeration, and random search techniques. Heuristic Simulation Technique The heuristic simulation technique is probably most commonly used in optimizing response surfaces. It is also the least sophisticated scheme mathematically, and it can be thought of as an intuitive and experimental approach. The analyst determines the starting point and stopping rule based on previous experience with the system. After setting the input parameters (factors) to levels that appear reasonable, the analyst makes a simulation run with the factors set at those levels and computes the value of the response function. If it appears to be a maximum (minimum) to the analyst, the experiment is stopped. Otherwise the analyst changes parameter settings and makes another run. This process continues until the analyst believes that the output has been optimized. Suffice it to say that, if the analyst is not intimately familiar with the process being simulated, this procedure can turn into a blind search and can expend an inordinate amount of time and computer resources without producing results commensurate with input. The heuristic simulation can be ineffective and inefficient in the hand of a novice. Pattern Search Simulation Techniques Pattern search simulation techniques assume that any successful set of moves used in searching for an approximated optimum is worth repeating. These techniques start with small steps; then, if these are successful, the step size increases. Alternatively, when a sequence of steps fails to improve the objective function, this indicates that shorter steps are appropriate so we may not overlook any promising direction. These techniques start by initially selecting a set of incremental values for each factor. Starting at an initial base point, they check if any incremental changes in the first variable yield an improvement. The

resulting improved setting becomes the new intermediate base point. One repeats the process for each of the inputs until one obtains a new setting where the intermediate base points act as the initial base point for the first variable. The technique then moves to the new setting. This procedure is repeated, until further changes cannot be made with the given incremental values. Steepest Ascent (Descent) The steepest ascent (descent) technique uses a fundamental result from calculus (that the gradient points in the direction of the maximum increase of a function), to determine how the initial settings of the parameters should be changed to yield an optimal value of the response variable. The direction of movement is made proportional to the estimated sensitivity of the performance of each variable. Although quadratic functions are sometimes used, one assumes that performance is linearly related to the change in the controllable variables for small changes. Assume that a good approximation is a linear form. The basis of the linear steepest ascent is that each controllable variable is changed in proportion to the magnitude of its slope. When each controllable variable is changed by a small amount, it is analogous to determining the gradient at a point. For a surface containing N controllable variables, this requires N points around the point of interest. When the problem is not an n-dimensional elliptical surface, the parallel-tangent points are extracted from bi-tangents and inflection points of occluding contours. Parallel tangent points are points on the occluding contour where the tangent is parallel to a given bi-tangent or the tangent at an inflection point. Tabu Search Simulation Technique An effective technique to overcome local optimality for discrete optimization is the Tabu Search technique. It explores the search space by moving from a solution to its best neighbor, even if this results in a deterioration of the performance measure value. This approach increases the likelihood of moving out of local optima. To avoid cycling, solutions that were recently examined are declared tabu (Taboo) for a certain number of iterations. Applying intensification procedures can accentuate the search in a promising region of the solution space. In contrast, diversification can be used to broaden the search to a less explored region. Much remains to be discovered about the range of problems for which the tabu search is best suited. Hooke and Jeeves Type Techniques The Hooke and Jeeves pattern search uses two kinds of moves; namely, an exploratory and a pattern move. The exploratory move is accomplished by doing a coordinate search in one pass through all the variables. This gives a new base point from which a pattern move is made. A pattern move is a jump in the pattern direction determined by subtracting the current base point from the previous base point. After the pattern move, another exploratory move is carried out at the point reached. If the estimate of J(v) is improved at the final point after the second exploratory move, it becomes the new base point. If it fails to show improvement, an exploratory move is carried out at the last base point with a smaller step in the coordinate search. The process stops when the step gets small enough. Probabilistic Search Simulation Techniques All probabilistic search simulation techniques select trial points governed by a scan distribution, which is the main source of randomness. These search techniques include random search, pure adaptive techniques, simulated annealing, and genetic methods. Random Search A simple, but very popular approach is the random search, which centers a symmetric probability density function (pdf) [e.g., the normal distribution], about the current best location. The standard normal N (0, 1) is a popular choice, although the uniform distribution U [- 1, 1] is also common. A variation of the random search technique determines the maximum of the objective function by analyzing the distribution of J(v) in the bounded sub-region. In this variation, the random data are fitted to an asymptotic extreme-value distribution, and J* is estimated with a confidence statement. Unfortunately,

these techniques cannot determine the location of J*, which can be as important as the J value itself. Some techniques calculate the mean value and the standard deviation of J(v) from the random data as they are collected. Assuming that J is distributed normally in the feasible region. The first trial, that yields a Jvalue to standard deviations within the mean value, is taken as a near-optimum solution. Simulated Annealing Simulated annealing (SA) borrows its basic ideas from statistical mechanics. A metal cools, and the electrons align themselves in an optimal pattern for the transfer of energy. In general, a slowly cooling system, left to itself, eventually finds the arrangement of atoms, which has the lowest energy. That is the behavior, which motivates the method of optimization by SA. In SA, we construct a model of a system and slowly decrease the temperature of this theoretical system, until the system assumes a minimal energy structure. The problem is how to map our particular problem to such an optimizing scheme. SA as an optimization technique was first introduced to solve problems in discrete optimization, mainly combinatorial optimization. Subsequently, this technique has been successfully applied to solve optimization problems over the space of continuous decision variables. SA is a simulation optimization technique that allows random ascent moves in order to escape the local minima, but a price is paid in terms of a large increase in the computational time required. It can be proven that the technique will find an approximated optimum. The annealing schedule might require a long time to reach a true optimum. Genetic Techniques Genetic techniques (GT) are optimizers that use the ideas of evolution to optimize a system that is too difficult for traditional optimization techniques. Organisms are known to optimize themselves to adapt to their environment. GT differ from traditional optimization procedures in that GT work with a coding of the decision parameter set, not the parameters themselves; GT search a population of points, not a single point; GT use objective function information, not derivatives or other auxiliary knowledge; and finally, GT use probabilistic transition rules, not deterministic rules. GT are probabilistic search optimizing techniques that do not require mathematical knowledge of the response surface of the system, which they are optimizing. They borrow the paradigms of genetic evolution, specifically selection, crossover, and mutation. Selection The current points in the space are ranked in terms of their fitness by their respective response values. A probability is assigned to each point that is proportional to its fitness, and parents (a mating pair) are randomly selected. Crossover The new point, or offspring, is chosen, based on some combination of the genetics of the two parents. Mutation The location of offspring is also susceptible to mutation, a process, which occurs with probability p, by which an offspring is replaced randomly by a new offspring location. A generalized GT generates p new offspring at once and kills off all of the parents. This modification is important in the simulation environment. GT are well suited for qualitative or policy decision optimization such as selecting the best queuing disciplines or network topologies. They can be used to help
determine the design of the system and its operation.