Model Development Life Cycle

Define goals, objectives of study

Develop conceptual model

Develop specification of model Fundamentally an

iterative process

Develop computational model

Verify model

Validate model
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Determine Goals and Objectives
What do you (or the customer) hope to accomplish with the model
May be an end in itself
Predict the weather
Train personnel to develop certain skills (e.g., driving)
More often a means to an end
Optimize a manufacturing process or develop the most cost effective means to reduce traffic
congestion in some part of a city

Often requires developing a business case to justify the cost

Improved efficiency will save the company $$$
Example: electronics
Even so, may be hard to justify in lean times

Goals may not be known when you start the project!

One often learns things along the way

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 Develop Conceptual Model
An abstract (i.e., not directly executable) representation of the system
What should be included in model? What can be left out?
What abstractions should be used
Level of detail
Often a variation on standard abstractions
Example:
Transportation?
Fluid flow?
Queueing network?

What metrics will be produced by the model?

Appropriate choice depends on the purpose of the model

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Lecture 1 Part 2
Introduction to Simulation
 Outline
Types of Simulation
Manual Simulation
System Environment
Steps in a Simulation Study

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Systems and System Environment
A system is a group of objects joined together in some regular
interaction or interdependence to accomplish some purpose.
e.g., a production system: machines, component parts & workers operate
jointly along an assembly line to produce vehicle.
Affected by changes occurring outside the system.

System environment: outside the system, defining the boundary

between system and it environment is important.

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Systems - Definitions
A system is defined as a groups of objects that are joined together in
some regular interaction toward the accomplishment of some purpose.
An automobile factory: Machines, components parts and workers operate
jointly along assembly line
A system is often affected by changes occurring outside the system:
system environment.
Factory : Arrival orders
Effect of supply on demand : relationship between factory output and arrival (activity of system)
Banks : arrival of customers

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Model of a System
Studies of systems are often accomplished with a model of a
system.
A model: a representation of a system for the purpose of studying
the system.
A simplification of the system.
Should be sufficiently detailed to permit valid conclusions to be drawn about
the real system.
Should contain only the components that are relevant to the study.

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Components of a System
An entity: an object of interest in the system, e.g., customers in a bank.
An attribute: a property of an entity, e.g., balance of their checking
accounts.
An activity: represents a time period of a specified length, e.g.
customers making deposits.
The state of a system: collection of variables necessary to describe the
system at any time, relative to the objectives of the study, e.g. the
number of busy tellers, the number of customers in line.
An event: an instantaneous occurrence that may change the system
state, can be endogenous or exogenous.

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 Simulation Model
A simulation model is a description of the system in sufficient detail to
compute the state over time.
Simulation software uses the model to compute the state of the system as
time moves forward.
Models are categorized by the type of state changes that occur.

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 Types of Simulation
Deterministic / Stochastic

Continuous

Discrete

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 Discrete System
A discrete system is one in which the state variables
change only at a discrete set of points in time : Bank
example
 Discrete Modeling Views
Event
Event

Process
Process

Object
Object

Agent

Agent

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 Continuous Systems
A continuous system is one in which the state
variables change continuously over time: Head of
water behind the dam
Continuous Modeling Views
Differential equations
x(t) = a x(t) b x(t) y(t)
y(t) = c y(t) + d x(t) y(t)

Systems Dynamics

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 Variation: The Performance
Villain
Patients arrive
with an average The average
time between treatment time is
arrivals of 1 hour 55 minutes.

Server

How will this system perform?

Arrival/Service Process Result

Constant/Constant No waiting.
Random*/Constant 5 hour average wait.
Random*/Random* 10 hour average wait.

* Exponential Distribution

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 Managing Variation
We must accurately account for variation in our systems.
The degree of variation often has more impact on system behavior than the
mean.
We can dramatically improve system performance by reducing variation.
Schedule appointments.
Re-engineer processes to make their times more consistent.
Balance customer flows with information.

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 Simulation by Hand
Open for 15 hours

KPIs
Arrive Start Depart
Average Wait?
Maximum Wait?
Average Queue?
Job Arrival Time Service Maximum Queue?
(TBA) Time
1 0 (2) 4 Server Utilization?
2 2 (1) 3
3 3 (6) 1
4 9 (6) 4

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Acting Out Behavior Arrive
Job Arrival Service
Time (TBA) Time Schedule the next Arrive.
If Idle -> Busy, schedule Depart
1 0 (2) 4 Else add to Queue.
2 2 (1) 3
Depart
3 3 (6) 1
If waiting remove from Queue schedule Depart
4 9 (6) 4
Else Busy -> Idle
Time Event Job Event Scheduling Server Number In
State Queue
0

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Acting Out Behavior
Job Arrival Service
Arrive
Time (TBA) Time Schedule the next Arrive.
If Idle -> Busy, schedule Depart
1 0 (2) 4 Else add to Queue.
2 2 (1) 3
Depart
3 3 (6) 1
If waiting remove from Queue schedule Depart
4 9 (6) 4
Else Busy -> Idle

Time Event Job Event Scheduling Server Number In

State Queue
0 Arrive 1 Start 1, Arrive 2 at time 2, Depart 1 at time 4 Idle to Busy 0
2 Arrive 2 Arrive 3 at time 3, Insert 2 into Queue Busy 1
3 Arrive 3 Arrive 4 at time 11, Insert 3 into Queue Busy 2
4 Depart 1 Start 2, Remove 2 from Queue, Depart 2 at time 7 Busy 1
7 Depart 2 Start 3, Remove 3 from Queue, Depart 3 at time 8 Busy 0
8 Depart 3 - Busy to Idle 0
9 Arrive 4 Start 4, Depart 4 at time 13 Idle to Busy 0
13 Depart 4 - Busy to Idle 0
15 End - - Idle 0

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Results
KPI Value
Average Wait 1.5
Maximum Wait 4
Average Queue 0.4
Queue Length Maximum Queue 2
Server Utilization 0.8

Server State

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Types of Models
Two types of models: mathematical or physical.
Mathematical model: uses symbolic notation and mathematical
equations to represent a system.
Simulation is a type of mathematical model.

Simulation models:
Static or dynamic.
Deterministic or stochastic.
Discrete or continuous.

Our focus: discrete, dynamic, and stochastic models.

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Characteristics of Simulation
Models
Deterministic or Stochastic
Does the model contain stochastic components?
Randomness is easy to add to a DES
Static or Dynamic
Is time a significant variable?
Continuous or Discrete
Does the system state evolve continuously or only at discrete points in time?
Continuous: classical mechanics
Discrete: queuing, inventory, machine shop models

Stochastic: some state variables are random

Dynamic: time evolution is important
Discrete-Event: significant changes occur at discrete time instances

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 Stochastic vs. Deterministic
Stochastic simulation: a simulation that contains
random (probabilistic) elements, e.g.,
Examples
Inter-arrival time or service time of customers at a restaurant or store
Amount of time required to service a customer
Output is a random quantity (multiple runs required analyze
output)
Deterministic simulation: a simulation containing no
random elements
Examples
Simulation of a digital circuit
Simulation of a chemical reaction based on differential equations
Output is deterministic for a given set of inputs
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Static vs. Dynamic Models
Static models
Model where time is not a significant variable
Examples
Determine the probability of a winning solitaire hand
Static + stochastic = Monte Carlo simulation
Statistical sampling to develop approximate solutions to numerical
problems

Dynamic models
Model focusing on the evolution of the system under
investigation over time
Main focus of this course

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Continuous vs. Discrete
Discrete
State of the system is viewed as changing at discrete
points in time
An event is associated with each state transition
Events contain time stamp

Continuous
State of the system is viewed as changing continuously
across time
System typically described by a set of differential
equations

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Model Taxonomy