1b0. Intro To M and S

Introduction to
Modeling and Simulation
Mike Geller
Department of Systems
Engineering and Engineering
Management
Charles V. Schaefer Jr. School of
Engineering
Stevens Institute of Technology
Hoboken, New Jersey 07030
mgeller@stevens.edu
Lesson Objectives
Lesson Objectives
Introduction to Simulation
Introduction to Process Generators
Examples
Next Lessons
Queuing Theory
More Examples
Simulation in Practice
Getting Started
The beginning is
the most important
part of the work
(Plato, 400 B.C.)
Studying Complex Systems

Complex
System
Experiment with the Experiment with a

Model of the System
Actual System
Physical
Model
Mathematical
Model
Analytical
Solution
Simulation
What is a Model?
A model is a physical, mathematical or
logical representation of a system,
entity, phenomenon, or process.
There is no movement in a model.
Example: a plastic replica of a car, or a
mathematical equation that predicts
the probability of an event occurring
DOD Modeling and Simulation Information Analysis Center (MSIAC)
5
What is Modeling?
Modeling is the application of a

standard, rigorous, structured
methodology to create and validate a
physical, mathematical, or otherwise
logical representation of a system,
entity, phenomenon, or process.
Classification of
Models
Physical
ConceptualMathematical
What is a Physical Model?
Physical Model. A model whose physical

characteristics resemble the physical
characteristics of the system being modeled.
Example: a wooden replica of an

airplane

8
What is a Conceptual Model?
Conceptual Model. A statement of the content

and internal representations which are the users
and developers combined concept of the model. It
includes logic and algorithms and explicitly
recognizes assumptions and limitations.

9
What is a Mathematical Model?
Mathematical Model. A symbolic model

whose properties are expressed in
mathematical symbols and relationships.
Example: a model of a nation's

economy
expressed as a set of equations
10
Classification of
Models
Physical
ConceptualMathematical
Static
Dynamic
11
Static Models
A model of a system in
which there is no change.
Example: a scale model of a

house
studied for its
appearance
12
Dynamic Models
A model of a system in which
there is change, such as the
occurrence of events over time
or the movement of objects
through space.
Example: a model of a bridge
that is subjected to a
moving load to
determine
characteristics of the
DOD bridge
Modeling and
Simulation
Information Analysis Center (MSIAC)
under
changing
13
Dynamic Models
Over Time
Inputs
f(t)
Output(s)
Constants
Variables
14
Classification of
Models
Mathematical
Static
Dynamic
Continuous
Discrete
15
Continuous Models
A mathematical or
computational model
whose
output
variables change in a
continuous manner.
Example: a model a model

depicting the
rate of air flow over an
airplane wing
IEEE Standard Glossary of Modeling and Simulation Std 610.3-1989
16
Continuous Models
EX
A
X1(t)
X2(t)
Sum
Divide
X3(t)
X4(t)
Integrator
MP
LE
y(t)
X
Multiply
y(t) =
(X1(t) +X2(t))
X3(t)X4(t)
17
Discrete Models
A
mathematical
or
computational
model
whose output variables
take on only discrete
values. a model that predicts an
Example:
organizations
inventory levels based on
varying
shipments and receipts
18
What is a Simulator?
A device, computer
program, or system
that performs
simulation.
19
What is Simulation?
Simulation is the implementation of a
model over time.
It shows how the model works.
It is a technique used for testing, analysis,
or training, where a model can represent
real world systems or concepts.
A simulation moves. You can see the
model(s) in the simulation moving
whether it shows military units moving
20
Definitions
SIMULATION: a technique that imitates the operation of a realworld system as it evolves over time. Results obtained are
SAMPLE observations of sample STATISTICS.
The process of designing a mathematical or logical model of a
real-system and then conducting computer-based experiments with the
model to describe, explain, and predict the behavior of the real system
STOCHASTIC SIMULATION MODEL: a model that contains

one or more random variables represented by probability
distributions.
MONTE CARLO SAMPLING: a mathematical technique for
selecting numbers randomly according to a probability
distribution for use in a trial run
From the Latin word simulatus, past participle of simulare to copy,
represent, feign, from similis like
Definitions
EVENT DRIVEN SIMULATION
An event is an occurrence in a system at which
changes to a system occur.
Events take place at an instance of time.
A system is modeled by defining the events that
occur in the system and describe what takes
place at certain times.
Simulation is the only way to represent (model, test,
design, etc.) complex systems
Modeling Processes with Events and

Activities
A process is a model with logic (i.e., if, then, else)
Start of
Service
Customer
Arrival
(Activity)
(Activity)
(Event)
(Event)
Simple
Queuing
Model
Service
Service
Waiting
Customer
Departure
End of
Service
(Activity)
(Event)
(Event)
An events behavior is described by some mathematical

function/distribution these are often called process generators
More Miscellaneous Information

PRIMARY OBJECTIVE OF STOCHASTIC SIMULATION:
To reproduce realistically the behavior of the system being
studied, including the variability of the random variable(s)
included in the system.
STOCHASTIC SIMULATION MODEL:
A model that contains one or more random variables.
MONTE CARLO SIMULATION:
A representation of a system at a particular point in time.
A STATIC simulation model (i.e., each day is an
independent simulation; not effected by events that
occurred previously)
More Miscellaneous Information
Stochastic Simulation for

Decision Analysis:
Monte Carlo Simulation
Discrete Event Driven Simulation
Not Interested at the Moment:

Deterministic Simulation
(FD, FEM, 3D)
Need various types models

Advances in system development ultimately rely on well-constructed
predictive models
Applications:
traditional fields such as electrical and mechanical engineering
newer domains such as information and bio-technologies
Using appropriate simulation software, we can derive solutions to
difficult problems using such models
Success often depends on having a variety of modeling approaches
available to formulate the right model for the particular issue at hand
Therefore, a broad familiarity with different types of models is
desirable
26
System Modeling and

Simulation
Inputs
Outputs
Analysis
Model
Generator
System
Data
Historical
Estimated
Hypothesis
Stochastic
Random
f(t)
Variables
time
Decision
Experiment
Hypothesis Testing
Entertainment
27
Types of
Modeling & Simulation (M&S)
Physical Models
Conceptual Models
Mathematical Models
Static Models
Dynamic Models
Continuous Systems M&S
Stochastic M&S
Continuous M&S
Systems Dynamics M&S
Discrete-event Systems M&S
Statistical M&S
Monte Carlo simulation
28
Comparisons
Discrete Event
Dynamic simulation (time
sensitive)
Event driven
Using attributes, unique
characteristics are assigned to
items which can then tracked
throughout the model
Blocking, balking, reneging
easily handled
Variability (associated with time)
captured easily
Manufacturing, service,
business processes, strategic
thinking, networks, systems
engineering, etc.
Animation is used great
verification/validation tool
Monte Carlo
Static simulation not time
axis
Random numbers must be
repeated for each
query/junction
Event driven is difficult
Blocking, balking, and
reneging is very difficult
Difficult to capture variability
as a function of time
Advantages of Simulation
The advantages of simulation are:
1) Once the model is explained, most people can
understand it and accept its results as legitimate
representations of the system under consideration (a
simulation is more "intuitive"),
2) Simulation can be used for complex, real-world
situations or conditions that are not included in
analytical models,
3) We can simulate extended periods of time in a
short period of time on a computer,
4) It is much less expensive to build something in
a computer language and experiment with the model
than it is to construct the physical system for
experimentation,
Advantages of Simulation
The advantages of simulation are:
5) Simulation allows for easier "what-if" analysis
and variations on the existing model (sensitivity
analysis),
6) Relatively straight forward; minimum cost,
7) Easier to apply than analytical methods,
8) Greater flexibility in representing the real
system - fewer simplifying assumptions,
9) Precludes loss of people lives & damage to the
environment, and
10) Model can be used repeatedly.
Disadvantages of Simulation
1) Is not an optimizer,
2) Does not lead to fundamental understanding (we
observe outcomes on a process, but may not
understand why the outcomes are as they are),
3) An abused analytical tool that is often used in lieu
of physical models,
4) The best simulation languages (most complex)
and models can be expensive and require a great
investment in time to learn the simulation program,
5) Simulation models do not provide optimal
solutions.
6) Only the conditions that are included in the model
can be examined, and
7) You may not discover fundamental relationships
that are sometimes illuminated by analytical models.
Areas of Simulation Application

Queuing Systems
Inventory Control (demand is rarely known
w/certainty)
Production and Manufacturing (work scheduling,
assembly line balancing)
Public Service Operations
Environmental and Resource Analysis (EIS,
Energy Utilization, pollution)
Military Applications (weapons systems,
wargames)
Some Examples (From Experience)

MJG Examples
F14A A/C Maintenance Simulation
Ocean Systems Simulator
FDNY Environmental Simulator
FDNY Dispatch System (Computer) Performance Simulator
Telecommunication Simulations
Network Design & Performance
RF Environment Simulations
Atmospheric Simulation for LaserCom
Satellite Processing Performance
Military Systems Performance
Flight Simulators
Weapon System Simulators
War Game Simulations
Simulation Modeling Process
Define the System and Identify the Problem/Need

List the Components of the System
Specify Assumptions
Identify Relationships/Interactions
Draw a Diagram of the System
Create a Flowchart Diagram of the System
Construct the Model
Verify and Validate the Model
Use the Model
Revise the Model
The M&S Process

FORMULATE PROBLEM
SPECIFY PERFORMANCE
CRITERIA, DECISION RULES, &
CRITICAL SYSTEM PARAMETERS
DEVELOP COMPUTER MODEL
VALIDATE MODEL
DESIGN EXPERIMENT
PERFORM SIMULATION
SIMULATION OUTPUT IN FORM
OF OPERATING STATISTICS
MAKE DESIRED CHANGES IN

DECISION RULES, MODEL
PARAMETERS, OR SYS DESIGN
NO
SIMULATION
COMPLETE?
YES
ANALYZE SIMULATION RESULTS
The M&S Process

FORMULATE PROBLEM
SPECIFY PERFORMANCE
CRITICAL SYSTEM
PARAMETERS
DEVELOP MODEL
VALIDATE MODEL
DESIGN EXPERIMENT
PERFORM SIMULATION

NO
SIMULATION
COMPLETE?
YES
37
The M&S
What are you modeling?
Process
Whats the System?
FORMULATE PROBLEM
SPECIFY PERFORMANCE
CRITICAL SYSTEM
PARAMETERS
Whats the Demarcation?

What to Include?
What to Exclude?
Why are you modeling it?
What are you looking for?
Objectives? Goals?
How will you Analyze it?
How will you use the Output?
Make the model only as complicated

as it needs to be to address the
issue of concern and to achieve the
38
EX
E
L
P
M
A
Designing
a
Model
Rolling Dice?
A Dice Game?
What to include? ... What to exclude?
Size of the Dice?

Color of Dice?
Weight of Dice?
Person rolling them?
Surface they will roll on?
Temperature of the room?
39
EX
E
L
P
M
A
Designing
a Model
EX
AM
PL
E
Filling a glass of water?

Water flowing from a Faucet?
What to include?
Glass?
Current water level?
Desired water level?
Faucet position?
Person filling glass?
Based on: Senge, The Fifth Discipline
The M&S Process

FORMULATE PROBLEM
SPECIFY PERFORMANCE
DEVELOP MODEL
VALIDATE MODEL
DESIGN EXPERIMENT
PERFORM SIMULATION

NO
SIMULATION
COMPLETE?
YES
41
Develop
Model
DEVELOP MODEL
Desired
water level
EX
AM
P
LE
Person
Faucet
position
1.Conceptual
Model
E.g., Causal
Gap between
DiagramCurrent and Desired
2.More detailed
Model as
Applicable
Needed for
EX
AM
PL
E
Water Flow
Level
Current
water level
Based on: Senge, The Fifth Discipline
The M&S Process

FORMULATE PROBLEM
SPECIFY PERFORMANCE
DEVELOP MODEL
VALIDATE MODEL
Describe How you validated the

Model
Why?
Test the models assumptions
Test model behavior and
sensitivity
Define How Well you think the
Model was Verified
DESIGN EXPERIMENT
Why?
PERFORM SIMULATION

NO
SIMULATION
COMPLETE?
YES
43
The M&S Process

FORMULATE PROBLEM
Describe your Experiment(s)

SPECIFY PERFORMANCE
DEVELOP MODEL
Inputs Generated,
Expected Outputs
Why?
Make sure this correlates
with your Problem Statement
VALIDATE MODEL
DESIGN EXPERIMENT
PERFORM SIMULATION

NO
SIMULATION
COMPLETE?
YES
44
The M&S Process

FORMULATE PROBLEM
SPECIFY PERFORMANCE
DEVELOP MODEL
VALIDATE MODEL
DESIGN EXPERIMENT
PERFORM SIMULATION

NO
SIMULATION
COMPLETE?
YES
45
The M&S Process

FORMULATE PROBLEM
SPECIFY PERFORMANCE
DEVELOP MODEL
VALIDATE MODEL
DESIGN EXPERIMENT
PERFORM SIMULATION
Describe your
Simulation
Results
Show
Meaningful
Plots


NO
SIMULATION
COMPLETE?
YES
46
The M&S Process

FORMULATE PROBLEM
SPECIFY PERFORMANCE
DEVELOP MODEL
VALIDATE MODEL
DESIGN EXPERIMENT
PERFORM SIMULATION
Test the models

response to
different
situations
Make sure that
your
Experiments/Res
ults correlate
with your


NO
SIMULATION
COMPLETE?
YES
47
The M&S Process

FORMULATE PROBLEM
SPECIFY PERFORMANCE
DEVELOP MODEL
Results !!
VALIDATE MODEL
Develop Conclusions
Lessons Learned,
Recommendations,
Next Steps as
appropriate
DESIGN EXPERIMENT
PERFORM SIMULATION
Model
Strengths/Weaknes
ses
Make sure that your
Experiments/Results
correlate with your
Problem Statement

NO
SIMULATION
COMPLETE?
YES

48
Process Generators for Modeling

Processes
Employs the cumulative distribution function (cdf) F(x) of the
probability distribution under analysis to generate values of the
random variable x.
CUMULATIVE DISTRIBUTION is defined over the interval (0, 1)
and represents the probability that demand will be equal or less
than x.
By RANDOMLY selecting values of r, we can randomly generate
values of x according to the probability distribution of x.
Cumulative Distribution For The

Outcomes Of Flipping A Coin 3 Times
CONSTRUCT A
PROBABILITY TREE
H .5
H .5
T .5
H .5
T .5
T .5
PROB
# HEADS
H .5
1/8
T .5
H .5
1/8
1/8
2
2
1/8
1/8
T .5
H .5
1/8
1/8
T .5
1/8
T .5
H .5
Role of Random Numbers
Uniform random numbers can be generated by using

mathematical functions called RANDOM NUMBER
GENERATORS.
TO GENERATE VARIATES FOR A
DISCRETE RANDOM VARIABLE:
(1) develop cumulative probability distribution (cdf) for
the given random variable
(2) use CDF to allocate the integer random numbers
directly to the various values of the random variable
Cumulative Distribution For The

Outcomes of Flipping A Coin
CONSTRUCT A PROBABILITY
DISTRIBUTION TABLE
CUMULATIVE
PROBABILITY
1/8 = .125
# HEADS (X)
P(X)
1/8
3/8
4/8 = .500
3/8
7/8 = .875
1/8
8/8 = 1.00
RANDOM #
RANGE
0 x <0.125
0.125 x <0.5
0.5 x < 0.875
0.875 x 1.0
E(X) = Sum x f(x) = 0(1/8) + 1(3/8) + 2(3/8) + 3(1/8) = 1.5
F(x)
PDF
f(x)
3/8
1
7/8
1/8
4/8
CDF
1/8
3 X
PDF = Probability Distribution Function

CDF = Cumulative Distribution Function
The Monte Carlo Process

0
1.00
<20
20%
X = 14
>20
>90
10%
X = 18
10%
X = 17
40%
X = 15
<90
>80
<80
20%
X = 16
<60
>60
The Monte Carlo Process

F(X)
.90 1.0
.80 - <.90
.60 - <.80
1.0
.9
.8
.6
.20 - <.60
0 - <.20
.2
0
RANDOM
NUMBER
14
15
16
17
18
M&S Important to Systems Engineers?

M&S is the most widely used problem-solving technique,
excluding the disciplines of mathematics or statistics
No alternative approaches for truly complex systems
Simulation/stimulation is the basis for testing softwareintensive systems
Simulation-Based Acquisition is an accepted DoD practice
Simulation-Based Design is touted as a good practice in the
system development community
Other reasons .
55
Verification versus Validation
Verification:
1. Determining that a simulation computer program performs as
intended
2. Translating the flow chart and assumptions for a model into a
correctly working program.
Validation:
Determining whether the conceptual simulation model (as opposed
to the computer program) is an accurate representation of the
system under study.
(If a model is NOT valid, then any conclusions derived from the
model will be of doubtful value.)
Validation, Verification, and Accreditation
Number of Trials
Exponential CDF
0.8
Value
0.4
0.2
0
0
10
20
30
40
Data Point
0.8
0.6
Average
Simulation results generated

over a relatively short period
of time are likely to be highly
dependent on the sequence
of random numbers
generated, so they cannot be
accepted as statistically valid.
The simulation must be
carried out over a long period
of time to allow the results to
converge on a correct
solution.
0.6
0.4
0.2
0
0
10
20
Data Point
30
40
Process Generators
12
1
Time
Between
Truck
Arrivals,
Hours
12
10
Frequency
0.75
8
6
0.50
0.25
2
0
21
12
24 30
0
0.5
0.25
0.75 1.0
Time Between Truck Arrivals, Hours
a. Sorted Observations
30/30
1.0
Cumulative
Probability
b. Histogram
0.8
21/30
24/30
Uniform
Random
Variable
Time Between
Truck Arrivals
(hours)
0.6
12/30
0.4
0.2
0
0.25
0.5
0.75
1.0
0
0.40
0.70
0.80
<
<
<
<
r
r
r
r
<
<
<
<
0.40
0.70
0.80
1.00
Time Between Truck Arrivals, Hours

c. Cumulative Distribution Function
d. Process Generator
0.25
0.50
0.75
1.00
Simulation Example Processing Center

(Rerouted or Returned)
CALLING POPULATION:
CALLING POPULATION:
Size: Infinite
Size: Infinite
Pattern: Normal (20,8.5)
Pattern: Normal (20,8.5)
MD88:
8/92 8.7%
MD88:
8/92
8.7%
747:
27/92 29.3%
747:
27/92 29.3%
767:
57/92
62.0%
767:
57/92
62.0%
Attitude: Impatient (4% Abort)
Attitude: Impatient (4% Abort)
FLIGHT
SCHEDULES?
STORAGE
REQUIREMENTS?
SERVER:
SERVER:
Structure - Three Servers
Structure - Three Servers
Distribution - Exponential
Distribution - Exponential
747: = 4 AC/hr
747:
= 4 AC/hr
767: = 10 AC/hr
767:
= 10 AC/hr
MD88: = 20 AC/hr
MD88: = 20 AC/hr
Discipline: FCFS
Discipline: FCFS
QUEUE:
QUEUE:
Length - Unlimited
Length - Unlimited
(max of 10 will never
(max of 10 will never
be exceeded; Avg
be exceeded; Avg
Arrivals = 10/hr)
Arrivals = 10/hr)
AIRCRAFT MIX?
UNLOADING
EQUIPMENT?
LOGPACS:
600 cubic feet
747:
20 / AC
767:
10 / AC
MD88: 5 / AC
Daves Candies - Problem Statement

Daves Candies is a small family-owned business that
offers gourmet chocolates. For special occasions, you
must place orders several weeks in advance. The St.
Valentines Day Chocolate Massacre is bought for $7.50
and retails for $12. Any boxes not sold by Feb 14th are
discounted 50%. Dave has sold between 40 and 90
boxes per year with no trend. Dave must
order in increments of 10. How many should
he order?
Process Generator
If there truly is not pattern then,
Demand
40
50
60
70
80
90
Probability
1/6 = .1667
1/6 = .1667
1/6 = .1667
1/6 = .1667
1/6 = .1667
1/6 = .1667
Role of Die
1
2
3
4
5
6
Using this Information We Can Perform a Monte Carlo Simulation
Daves Profit Model
Profit = 12D 7.50Q + 6(Q D) if D<=Q

= 12Q 7.5Q
D>Q
D = Sales Demand
Q = Boxes Purchased
Process Model
1. Determine order
quantity
2. Role the die (serves as
a random number
generator).
3. Determine demand from
model.
4. Record the profit.
5. Run enough times to
assume a normal
distribution.
Assume Order
Quantity
Profit Model
N<?
Repeat for
Various Qs and
Determine Optimum
Amount
Profit
Stop
Random
Number
Daves Results
Based Upon the Results of 100 Trials

Mean Values
Class Problem 1
As a newly assigned Operations Engineer, you have
developed a Self Service Supply Center (SSSC) for your
factory. You have one supply clerk to process the paper
work for the customers.
Classic Infinite
Queuing Problem
Event Driven Simulation
Manual Simulation of Class SSSC

Cust
r1
IA Time
Total
At
Wait
Queue
Clock
Cashier
Time
Length
Time
Time
r2
Service
Depart
Time
Time
Clock
In
After Entry
System
0.06
0.93
0.47
0.72
0.3
0.83
0.97
11
0.35
0.96
14
0.17
10
10
0.2
15
0.82
13
13
0.16
16
0.63
15
15
0.5
18
0.68
17
17
0.03
19
10
0.98
21
21
0.07
22
0.8
2.6
Summary - Benefits
Solve a wide variety of complex problems
Incorporate risk analysis
Capture variability of many inputs, outputs,
and processes
Limited optimization abilities
Most widely used decision tool
Summary Limitations
Most abused decision science tool
Cannot be used for optimization
Data is more difficult to develop than model
Can be hard to explain risk and stochastic
variability to decision makers
Questions?

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1b0. Intro To M and S

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Introduction to

Modeling and Simulation

Studying Complex Systems

Experiment with the Experiment with a

Modeling is the application of a

DOD Modeling and Simulation Information Analysis Center (MSIAC)

What is a Physical Model?

Physical Model. A model whose physical

Example: a wooden replica of an

DOD Modeling and Simulation Information Analysis Center (MSIAC)

What is a Conceptual Model?

Conceptual Model. A statement of the content

DOD Modeling and Simulation Information Analysis Center (MSIAC)

What is a Mathematical Model?

Mathematical Model. A symbolic model

Example: a model of a nation's

Example: a scale model of a

Example: a model a model

IEEE Standard Glossary of Modeling and Simulation Std 610.3-1989

IEEE Standard Glossary of Modeling and Simulation Std 610.3-1989

STOCHASTIC SIMULATION MODEL: a model that contains

Modeling Processes with Events and

An events behavior is described by some mathematical

More Miscellaneous Information

More Miscellaneous Information

Stochastic Simulation for

Not Interested at the Moment:

Need various types models

System Modeling and

Areas of Simulation Application

Some Examples (From Experience)

Simulation Modeling Process

Define the System and Identify the Problem/Need

The M&S Process

MAKE DESIRED CHANGES IN

The M&S Process

MAKE DESIRED CHANGES IN

Whats the Demarcation?

Make the model only as complicated

Size of the Dice?

Filling a glass of water?

The M&S Process

MAKE DESIRED CHANGES IN

The M&S Process

Describe How you validated the

MAKE DESIRED CHANGES IN

The M&S Process

Describe your Experiment(s)

MAKE DESIRED CHANGES IN

The M&S Process

MAKE DESIRED CHANGES IN

The M&S Process

SIMULATION OUTPUT IN FORM

MAKE DESIRED CHANGES IN

The M&S Process

Test the models

SIMULATION OUTPUT IN FORM

MAKE DESIRED CHANGES IN

The M&S Process

MAKE DESIRED CHANGES IN

ANALYZE SIMULATION RESULTS

Process Generators for Modeling

Cumulative Distribution For The