Computer Simulation and Modeling Semester VII – Information Technology Computer Engineering (Elective - I) (Mumbai University) Sarjerao Sule NTSO Software Pvt. Ltd Mumbai Hitesh Mhatre Lecturer Rizvi College of Engineering, Bandra(W) Mumbai Computer Simulation and Modeling (Semester VII – Information Technology and Computer Engineering (Elective - I), Mumbai University) Copyright © by Tech-Max Publications. All rights reserved. No part of this publication may be reproduced, copied, or stored in a retrieval system, distributed or transmitted in any form or by any means, including photocopy, recording, or other electronic or mechanical methods, without the prior written permission of the publisher. This book is sold subject to the condition that it shall not, by the way of trade or otherwise, be lent, resold, hired out, or otherwise circulated without the publisher’s prior written consent in any form of binding or cover other than which it is published and without a similar condition including this condition being imposed on the subsequent purchaser and without limiting the rights under copyright reserved above. First Edition : October 2010 This edition is for sale in India, Bangladesh, Bhutan, Maldives, Nepal, Pakistan, Sri Lanka and designated countries in South-East Asia. Sale and purchase of this book outside of these countries is unauthorized by the publisher. Printed at : Image Offset, Survey No. 10/1/1, Dhayari Gaon, Near Kailas Jeevan Factory, Pune – 41,Maharashtra State, India. Phone : 020 - 24392059 ISBN 978-81-8492-580-7 Published by Tech-Max Publications Head Office : B/5, First floor, Maniratna Complex, Taware Colony, Aranyeshwar Corner, Pune - 411 009. Maharashtra State, India Ph : 91-20-24225065, 91-20-24217965. Fax 020-24228978. Email : info@techmaxbooks.com, Website : www.techmaxbooks.com (Tech-Max Book Code : M141) Price Rs. 245/- Syllabus 1. 2. 3. 4. 5. Introduction to Simulation and Modeling : Simulation – introduction, appropriate and not appropriate, advantages and disadvantage, application areas, history of simulation software, an evaluation and selection technique for simulation software, general – purpose simulation packages. System and system environment, components of system, type of systems, model of a system, types of models and steps in simulation study. (Refer chapters 1 and 2) Manual Simulation of Systems : Simulation of Queuing Systems such as single channel and multi channel queue, lead time demand, inventory system, reliability problem, time-shared computer model, job-shop model. (Refer chapter 3) Discrete Event Formalisms : Concepts of discrete event simulation, model components, a discrete event system simulation, simulation world views or formalisms, simulation of single channel queue, multi channel queue, inventory system and dump truck problem using event scheduling approach. (Refer chapter 4) Statistical Models in Simulation : Overview of probability and statistics, useful statistical model, discrete distribution, continuous distribution, empirical distribution and Poisson process. (Refer chapter 5) Queueing Models : Characteristics of queueing systems, queueing notations, long run measures of performance of queueing systems, Steady state behavior of Markovian models (M/G/1, M/M/1, M/M/c) overview of finite capacity and finite calling population models, Network of Queues. (Refer chapter 6) 6. Random Number Generation : Properties of random numbers, generation of true and pseudo random numbers, techniques for generating random numbers, hypothesis testing, various tests for uniformity (Kolmogorov-Smirnov and chi-Square) and independence (runs, autocorrelation, gap, poker). (Refer chapter 7) 7. Random Variate Generation : Introduction, different techniques to generate random variate : inverse transform technique, direct transformation technique, convolution method and acceptance rejection techniques. (Refer chapter 8) Input Modeling : Introduction, steps to build a useful model of input data, data collection, identifying the distribution with data, parameter estimation, suggested estimators, goodness of fit tests, selection input model without data, covariance and correlation, multivariate and time series input models. (Refer chapter 9) Verification and Validation of Simulation Model : Introduction, model building, verification of simulation models, calibration and validation of models : validation process, face validity, validation of model, validating input-output transformation, t-test, power of test, input output validation using historical data and Turing test. (Refer chapter 10) Output Analysis : Types of simulations with respect to output analysis, stochastic nature of output data, measure of performance and their estimation, output analysis of terminating simulators, output analysis for steady state simulation. (Refer chapter 11) Case Studies : Simulation of manufacturing systems, Simulation of Material Handling system, Simulation of computer systems, Simulation of super market, Cobweb model, and any service sectors. (Refer chapter 12) 8. 9. 10. 11. Preface Computer Simulation and Modeling is a profession and study dedicated to solve real world problems of a system before building the system. It helps in simulating or imitating a system and test the system for its efficiency, accuracy and effectiveness before it is being built. For simulation various simulation software are available which simulates the system and further different tests are performed by providing random data to the system which act as real world data. Organization of this book This book provides an excellent introduction to computer simulation and modeling technique. This book is divided into 12 chapters. Chapter 1 “Introduction to Simulation” This chapter gives introduction to simulation. This chapter explains different types of simulation such as continuous and discrete simulation. It explains reason for simulation. It also explains when simulation is appropriate and when it is not. This chapter explains advantages, disadvantages and areas of simulation. It gives introduction to system and its environment, components of system and type of system. It also explains how to model a system and different types of models. It also describes the steps to be followed in simulation study. Chapter 2 “Simulation Software” This chapter gives introduction to simulation software and describes the history of simulation software. It also gives criteria while selecting simulation software. This chapter also explains the features of simulation software such as runtime environment, animation and layout, output, vendor support and product documentation and model building features. This chapter also explains various trends in simulation software. This chapter explains GPSS simulation software along with its entities and related blocks. It also covers examples of GPSS and explains different simulation software such as AutoMod, Arena, Extend, etc. Chapter 3 “Manual Simulation of Systems” This chapter explains simulation of system using simulation table. This chapter explains the simulation of queuing system. For simulation of queuing system various system statistics are calculated. It also explains simulation of single channel and multi channel queue. This chapter explains simulation of inventory system and calculations of system statistics. This chapter also explains reliability problem, time sharing computer model and job shop model. Chapter 4 “Discrete Event Formalisms” This chapter explains discrete events and its different concepts like system, model, system state, entity, attributes, list event, event notices, event list, activity, delay and clock. This chapter explains Able – Baker problem, discrete event simulation, world views, and event scheduling world view. It also explains future event lists, time advance algorithm and management of FEL. This chapter explains process interaction world view and activity scanning approach. Chapter 5 “Statistical Model and Concepts” This chapter explains different terminology/ concepts of statistical model. It also explains useful statistical models such as inventory system, queuing system and reliability system. It also explains different discrete distribution and continuous distribution. This chapter explains Poisson process and properties of Poisson process. Chapter 6 “Queuing Model” This chapter gives introduction to queuing model and characteristics of queuing model. This chapter also explains different queuing notations. This chapter gives long run measures for queuing system. It also explains Markovian models such as M/G/1 and M/M/1 and steady state parameters of Markovian models. Chapter 7 “Random Number Generation” This chapter explains random number, its properties and generation techniques of random numbers. This chapter also explains test for testing the randomness of numbers generated. Test for random number is to check its uniformity and independence. Chapter 8 “Random Variate Generation” A random variate is a particular outcome of a random variable: the random variate which is other outcomes of the same random variable would have different values. Random variate is used when simulating processes driven by random influences (stochastic processes). Random variate is generated for all distributions. This chapter explains acceptance – rejection test for accepting appropriate random variate. Chapter 9 “Input Modeling” This chapter explains different steps in input modeling such as data collection, identifying distribution, choose parameters and evaluation. It also explains goodness of fit test which is used to fit the distribution. Test used are Chi – square and Kolmogorov – Smirnov test. This chapter explains input modeling when data is not available. It also explains multi variate and time series model. Chapter 10 “Verification and Validation of Model” This chapter explains verification process and validation process of a given model. It also explains calibration process. This chapter explains Naylor – Finger approach in validation process. Chapter 11 “Output Analysis of Single Model” This chapter explains output analysis and types of simulation based on output analysis, stochastic nature of output data, measure of performance and their estimation. This chapter explains behavior of output and output analysis for terminating simulation. Chapter 12 “Application of Simulation” This chapter explains simulation of manufacturing and material handling, simulation on computer system, simulation of super market and cobweb model We have made all possible effort to make this book error free. However it is request to all student and faculties, if you find any error please mail us on mhatre_hitesh48@rediffmail.com and sarjeraoneeta@gmail.com. This will help us to improve in next edition of book. --- Authors Acknowledgement We are extremely happy to present this book on “Computer Simulation and Modeling” for student of seventh semester of Information Technology and Computer Engineering branch. There are number of other people who are indirectly responsible for this book’s delivery. These are the people who have and will continue to shape my life on daily basis, sometimes without knowing how much they do so. First, I (Sarjerao) would like to thank my parents. Thanks to my wife, Neeta, whose patience knows no bounds, and whose amazing attitude towards life is an enduring inspiration for me. I would also like to thanks my brother, Dada for his valuable contribution and suggestion. In addition, I owe thanks to my son Om and daughter Sakshi who kept me entertained while writing the book. I would also thanks to Amit Narote (Xavier Institute of Engineering) and Ashok Patade (DJ Sanghvi College of Engineering) for their valuable support. I (Hitesh) would like to take this opportunity to thank my parents for their support and encouragement. I am also grateful to my entire family member for their blessing. I also thank all my colleagues for their support. We are also thankful to Mr. Sachin Shah and Shital Bhandari for the encouragement and support that they have extended. I am also thankful to the staff members of Tech-Max Publication and others for their efforts to make this book as good as it is. -- Authors Dedicated to….. My wife, Neeta, daughter, Sakshi and son, Om -Sarjerao Sule My Parents, Teachers, Friends and Students - Hitesh Mhatre