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May 16, 2016

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Introduction to Simulation

1.1

Contents

Introduction

Some examples

What is a simulation and how it is done?

What is a system?

What is a model?

Other simulation paradigms

Steps in a simulation study

1.2

Introduction to Simulation

1.3

Introduction to Simulation

Given a system, how do you evaluate its performance?

System

How to evaluate?

Measurements

Analysis

Simulation

Use existing

instance of the

system to

perform

performance

measurements.

Develop a

mathematical

abstraction of the

system and

derive formulas

which describe

the system

performance.

Develop a

computer

program which

implements a

model of the

system. Perform

experiments by

running the

computer

program.

1.4

Introduction to Simulation

How to study a system?

Measurements on an existing system

What to do, if system does not exist in reality?

What to do, if changes are very expensive or time consuming?

What to do, if system is not available?

Mathematical analysis

Good solutions, but only feasible for simple systems.

Real world systems are too complex, e.g., factory, computer, network, etc.

Simulation

Build the behavior of a system within a program

Modeling and performance analysis of ...

by means of discrete-event simulation

1.5

Introduction to Simulation

There are many open questions

What is a system?

What is a model?

What is performance and how to measure it?

On what does performance depend?

How to build a model?

How to numerically evaluate it?

How to interpret such results?

1.6

Some examples

1.7

Introduction to Simulation

Simulation is used to imitate the

real world

during WW1

Aid to thought

Communication

Training/Education

Experimentation

Predicting

A soldier in a heavy-wheeled-vehicle

driver simulator

application)

Video games

Serious games

1.8

Introduction to Simulation

Several 100 trucks daily to serve

Loading time of a truck is 50 minutes

Goal: Cost-effective loading and short

waiting time

Truck

Truck

Truck

Truck

Storehouse

Type 2: Load consisting of several

products

Proposals

Truck

Truck

Truck

Special berth for Type 2 customers

Problem

expensive!

Park Slots

1.9

Introduction to Simulation

Experiment

Sliding of a ladder on the wall

A ladder is at the wall

We draw the bottom of the

ladder and the top of the ladder

is leant on the wall and slides

down.

Top

the center of the ladder?

Concave

Convex

1.10

Introduction to Simulation

Variant: The ladder falls down from the wall

The resulting shape is convex

Top

Top

1.11

Introduction to Simulation

One intuitively thinks the driven shape will be concave.

However, the resulting shape is also convex.

Astonished?

Top

Top

1.12

Introduction to Simulation

Clients request some service from

a server over a network.

Service = web page

Server = web server

Network = local network,

Internet, wireless network

Client 1

Analysis

Performance of the server

Performance of the network

Network

(Internet)

Server

Client k

Attention

server as well as

the network is

depicted very simple!

1.13

Introduction to Simulation

Topology

Routing

Traffic

1.14

Introduction to Simulation

Mobile multi-hop ad-hoc

network (MANET)

mobile nodes

No infrastructure, i.e., no

Access Points or Base Stations

Two nodes can communicate if

they are in their mutual

communication range

Typically, the source and

destination nodes of a

connection are several hops

away

Thus, all nodes have to forward

data for others

Mobile node

Communication range

Source node

Relay node

Destination node

1.15

Introduction to Simulation

For the analysis of a MANET

Assumption

Movement area: Rectangle

without obstacles

A node selects uniformly a

point on the simulation area

p = (x, y)

Velocity v [vmin, vmax]

Pause time tpause

The node moves to the point p

with velocity v

Stays for tpause time units on p

and restarts movement

1.16

Introduction to Simulation

What about the probability

that a node is on point

p = (x,y) on the movement

area?

Uniformly distributed?

Since x and y are uniformly

selected.

the parameters?

Velocity

Pause time

formulae f(x,y).

1.17

1.18

Introduction to Simulation

What is a simulation?

A simulation is the imitation of the operation of a real-world

system over time.

S0

S1

S2

Time

Generate an artificial history of the system

Draw inferences from the artificial history concerning the

characteristics of the system

How it is done?

Develop a model

Model consists of entities (objects)

Prof. Dr. Mesut Gne Ch. 1 Introduction to Simulation

1.19

Simulation enables the study of experiments with

internal interactions

Informational, organizational, and environmental changes

can be simulated to see the models behavior

Knowledge from simulations can be used to improve the

system

Observing results from simulation can give insight to

which variables are the most important ones

Simulation can be used as pedagogical device to

reinforce the learning material

Simulations can be used to verify analytical results, e.g.,

queueing systems

Animation of a simulation can show the system in action,

so that the plan can be visualized

1.20

When the problem can be solved mathematically

When direct experiments are easier

When the simulation costs exceed the savings

When the simulation requires time, which is not

available

When no (input) data is available, but simulations need

data

When the simulation can not be verified or validated

When the system behavior is too complex or unknown

1.21

Advantages of simulation

Policies, procedures, decision rules, information flows can be

New hardware designs, physical layouts, transportation

systems, protocols, computer systems, and network

architectures can be tested without committing resources

Hypotheses about how or why a phenomenon occurs can be

tested for feasibility

Time can be compressed or expanded

Slow-down or Speed-up

Insight can be obtained about the importance of variables to

Bottleneck analysis can be performed to detect problems

Simulation can help to understand how the system operates

rather than how people think the system operates

What if questions can be answered

1.22

Disadvantages of simulation

Model building requires training, it is like an art.

Compare model building with programming.

Most outputs are essentially random variables

Thus, not simple to decide whether output is randomness or

system behavior

results

The disadvantages are offset as follows

Simulation packages contain models that only need input data

Simulation packages contain output-analysis capabilities

Sophistication in computer technology improves simulation times

For most of the real-world problems there are no closed form

solutions

1.23

Manufacturing applications

Semiconductor manufacturing

Construction engineering and project management

Military applications

Logistics, supply chain and distribution applications

Transportation models and traffic

Business process simulation

Health care

Call-center

Computers and Networks

Games, Entertainment

...

1.24

What is a system?

1.25

System

A system is a group of objects that are joined together in

some regular interaction or interdependence toward the

accomplishment of some purpose.

Example:

Automobile factory

Machines, parts, and workers operate jointly to produce a vehicle

Computer network

User, hosts, routers, lines establish a network

1.26

System environment

Everything outside the system, but affects the system

Attention

It is important to decide on the boundary between the

system and the system environment

This decision depends on the purpose of the study

1.27

Components of a System

In order to understand and analyze a system, we need

some terms

General Terminology

Entity

Attribute

Activity

System state

Event

Endogenous

Exogenous

Property of an entity

A time period of specified length

Collection of variables required to describe

the system at any time

An instantaneous occurrence that might

change the state of the system

Activities and Events occurring within the

system

Activities and Events in the environment

(outside the system) that affect the system

1.28

System

Entities

Attributes

Activities

Events

State Variables

Banking

Customers

Checkingaccount

balance

Making deposits

Draw money

Arrival;

departure

Number of busy

tellers

Number of waiting

customer

Rapid rail

Riders

Source

Destination

Traveling

Arrival at

station

Arrival at

destination

Number of riders

at each station

Number of rider in

transit

Production

Machines

Speed

Capacity

Breakdown rate

Welding

Stamping

Breakdown

Status of

machines

Communications

Messages

Length

Destination

Transmitting

Arrival at

destination

Number of waiting

messages to be

transmitted

Inventory

Warehouse

Capacity

Withdrawing

Demand

Levels of

inventory

Mobility model

Node

Position

Velocity

Travel

End of

movement

Position

Velocity

1.29

State variables change only

at discrete set of points

Examples

Bank, Grocery

Router, Host

Jobs in queue

Customers waiting

Discrete Systems

Time

continuously over time

Examples

Head of water behind a

dam

Temperature

Head of water

Continuous Systems

Time

1.30

What is a model?

1.31

Model of a System

1.32

Model of a System

http://www.princeton.edu/~asce/const_95/ayasofya.html

Prof. Dr. Mesut Gne Ch. 1 Introduction to Simulation

1.33

Model of a System

http://www.crystalnebulae.co.uk/sunmodel.html

Prof. Dr. Mesut Gne Ch. 1 Introduction to Simulation

1.34

Model of a System

http://www.windows2universe.org/earth/Water/ocean_atmosphere_coupled_models.html

Prof. Dr. Mesut Gne Ch. 1 Introduction to Simulation

1.35

Model of a System

What is a model?

A model is a representation of a system for the purpose of

studying the system.

Approach

Input

System

Output

Consider only

those aspects of the

system that affect the

problem under investigation

Problem

Granularity of details

Models are not unique

I(t)

Model

O(t)

1.36

Model of a System

simulate too much detail rather than

too little. Thus, one should always

design the model around the

question to be answered rather than

imitate the real system exactly.

Shannon, 1975

1.37

Model of a System

Physical model

Prototype of a system for the purpose of study.

1.38

Model of a System

Mathematical model

A mathematical model uses symbolic notation and

mathematical equations to represent a system.

1.39

Model of a System

mathematics for experiments, and

they wander off through equation

after equation, and eventually build

a structure which has no relation to

reality.

Nikola Tesla(1857 - 1943),Modern Mechanics and

Inventions, 1934

1.40

Model of a System

System

How to study?

Mathematical Model

Analytical Model

Physical Model

Simulation

1.41

Model of a System

but some are useful.

1.42

Movement

Model: d = v t

Assumptions: Constant velocity v over the whole time t

Advantage: Simple formulae and intuitive

Disadvantage: Seldom valid for a whole travel (human, car,

planes)

1.43

Radio signal propagation

Free-Space-Model

Model:

Gt Gr 2

PLdB (d ) = 10 log

2 2

(4 ) d

Assumptions:

Advantages:

space

Disadvantages:

environments

-25

strong signal

-30

communication peers

No obstacles

theoretical signal strength

-35

-40

-45

-50

-55

weak signal

-60

10

15

20

distance from access point [m]

25

1.44

Application

process

Application

process

Application Protocol

Application Layer

Presentation Protocol

Presentation

Layer

Session Protocol

Session Layer

Transport Protocol

Transport Layer

Application Layer

Presentation

Layer

Session Layer

Transport Layer

Network

Layer

Data Link

Layer

Network

Layer

Data Link

Layer

Physical Layer

Physical Layer

Physical Layer

Physical Layer

Network Layer

Host A

Router A

Router B

Network Layer

Host B

Internal Protocols

Prof. Dr. Mesut Gne Ch. 1 Introduction to Simulation

1.45

Application Layer

Presentation Layer

Session Layer

Application Layer

Dont exist

Transport Layer

Transport Layer

Network Layer

Internet Layer

Physical Layer

ISO/OSI

Host-to-Network Layer

TCP/IP

1.46

Level 5

Translation (Compiler)

Level 4

Translation (Assembler)

Level 3

Partial interpretation (operating system)

Level 2

Interpretation (microprogram) or direct execution

Level 1

Microarchitecture level

Hardware

Level 0

1.47

A packet in a network suffers various delays

Processing in the node: examine packet header

Queueing: packet waits for transmission

Transmission: put all bits of a packet on the medium

Propagation: time to propagate on the medium from A to B

1.48

Multi cellular network system model

Can be used for cellular networks, WLAN, WIMAX, Wireless

Mesh networks

1.49

User behavior, application behavior

User level, object level, packet level

User/Application

Object

Packet

1.50

Principles of Modeling

Conceptualizing a model requires system knowledge, engineering

The secret to being a good modeler is recognizing the need and having the

ability to remodel.

The modeling process is evolutionary because the act of modeling reveals

important information piecemeal.

The problem or problem statement is the primary controlling element in

model-based problem solving.

In modeling combined systems, the continuous aspects of the problem

should be considered first. The discrete aspects of the model should then

be developed.

A model should be evaluated according to its usefulness. From an

absolute perspective, a model is neither good or bad, nor is it neutral.

The purpose of modeling is knowledge and understanding, not models.

Know when to model top-down and when to model bottom-up.

It is important to learn modeling techniques, but more important to

learn to consider the tradeoffs among alternative techniques.

A. Alan B. Pritsker, James O. Henriksen, Paul A. Fishwick, Gordon M. Clark,

Principles of Modeling, Winter Simulation Conference, 1991.

1.51

Simplicity

Credibility

Documentation

Efficiency

Verified

Code quality

Availability

1.52

as possible, but not simpler.

Albert Einstein

1.53

Simulation Models

Simulation Model

A simulation model is a particular type of mathematical model

of a system.

Static: Represent a system at a particular point in time.

Dynamic: Represent a system over a time interval.

Deterministic: Simulation models without random variables.

Stochastic: Simulation models with random variables.

Discrete: System state changes occur only at discrete time

points.

Continuous: System state changes occur continuously.

Prof. Dr. Mesut Gne Ch. 1 Introduction to Simulation

1.54

Simulation Models

discrete, dynamic, stochastic

simulation models.

Mesut Gne

1.55

Simulation Models

Models

static

deterministic

dynamic

stochastic

deterministic

stochastic

Monte Carlo

Simulation

continuous

discrete

Discrete-event

Simulation

1.56

Discrete-event Simulation

System state changes only at discrete set of points in time.

Simulation model is analyzed by numerical methods.

Numerical methods employ computational procedures to

solve mathematical models.

The model is rather run than solved

1.57

1.58

Time

(Response time)

Request for

service i

Done

correctly

Rate

(Throughput)

Resources

(Utilization)

Done

Done

incorrectly

System

Cannot

do

Event k

Error j

Probability

Time between errors

Time between events

1.59

User

request

System

response

Time

Response time

1.60

User

starts

request

User

finishes

request

System

starts

execution

System

starts

response

System

completes

response

User

starts next

request

Time

Think time

Reaction time

Response time

Response time

1.61

Metric

Nominal is best

Utility

Higher is better

Utility

Utility

Lower is better

Metric

Metric

1.62

1.63

Monte Carlo simulation

Mainly used for mathematical problems which are not

analytically tractable

Example: Approximate

Area of a circle: A = r 2 if r = 1 A =

circle.

The Monte Carlo

simulation was first

extensively used in

1944 in the research to

develop the first nuclear

bomb, the Manhattan

project!

1.64

System described by

differential equation

Typically involves

numerical solution of

these equations

No real difference to a

numerically based

mathematical solution

Typical example:

predator/prey systems

Let x(t) be the size of the

prey population

Let y(t) be the size of the

predator population

population without

predators

r x(t)

-s y(t)

Interactions

dx

= r x(t ) a x(t ) y (t )

dt

dy

= s y (t ) + b x(t ) y (t )

dt

Parameters

x(0), y(0), a, b, r, s

Metrics

x(t), y(t)

Solve system of

differential equations

1.65

1.66

1. Problem formulation

Reformulation of the problem

Which questions should be answered?

Is simulation appropriate?

Costs?

3. Model conceptualization

No general guide

Modeling tools in research, e.g., UML

4. Data collection

Are random distributions appropriate?

5. Model translation

6. Verified?

7. Validated?

In cases with no real-world system, hard to validate

8. Experimental design

Which parameters should be varied?

10.More runs?

11.Documentation and reporting

Progress documentation chronology of the work

12.Implementation

1.67

Phase 1:

Discovery and

Orientation

validation.

If model is invalid

results can lead to

dangerous and

expensive

decisions!

Phase 2:

Model building

and data

collection

Phase 3:

Run the model

Phase 4:

Implementation

1.68

Summary

Introduced simulation as a notion

Discussed for what purposes simulation is useful

Introduction of a general terminology

Introduction of discrete-event simulation

Discussed the steps of a simulation study

Performance metrics

1.69

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