Unit 10 Simulation: Structure

OperationsResearch
Unit10
Unit10
Simulation
Structure
10.1. Introduction
10.2
Basicconcepts
10.3. Simulationprocedure
10.3.1.AllocationofRandomNumbers
10.3.2. UseofRandomNumberTables
10.4. SampleSize
10.5. Applicationofsimulation
10.5.1Limitations:
10.6. Summary
TerminalQuestion
AnswerstoSAQsandTQs
10.1 Introduction
Generallyindevelopingmathematicalmodelsofvarioussystemsorsituations,itisassumedthat
the statistical distribution of thevariables conforms to a standard pattern. This, however, is not
alwaystrue.Inatypicalpricingproblem,themanagementcannotriskchangingthepriceofthe
productwithoutevaluatingthevariousalternatives.Also,representationoftherealityintermsofa
mathematicalmodelbecomesvirtuallyimpossiblebecauseofthecomplexityoftheinteractionof
several variables having a bearing on the final outcome. One approach to the problem is to
assign probabilities of achieving various sales targets under different conditions of completion
withchangesinprice,demand,etc.andchoosethealternativewhichgivesthemaximumprofit.
Where formulating a mathematical model is difficult, simulation is of great help for decision
making.
LearningObjectives
Afterstudyingthisunit,youshouldbeabletounderstandthefollowing
1. Whatissimulation
2. Howisitappliedinbusinessproblems
3. UseofMonteCarloMethod
SikkimManipalUniversity
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10.2BasicConcepts
Simulation may be called experimentation in the management laboratory. In the context of
businessproblems,simulationisoftenreferredtoasMonteCarloAnalysis.Theexpressionmay
betracedtotwoAmericanmathematicians,VonNeumannandUlan,whointhelate1940sfound
aprobleminthefieldofnuclearphysicstoocomplexforanalyticalsolutionandtoodangerousfor
actual experimentation. Eventually they arrived at an approximate solution by sampling. The
method used by them somewhat resembles the manner in which gamblers develop betting
systemsontheroulettetableandthenameMonteCarlosstuck.
Imagine a betting game in which the stakes are based on correct prediction of the number of
headswhichoccurwhenfivecoinsaretossed.Ifitwereonlyaquestionofonecoinmostpeople
knowthatthereisanequallikelihoodofaheadoratailoccurring.i.e.,theprobabilityofaheadis
. However, without the application of probability theory, it would be difficult to predict the
chancesofgettingvariousnumbersofheadswhenfivecoinsaretossed.Wemaytakefivecoins
and toss them repeatedly.Theoutcomes may be notedfor eachtossand, say, after every ten
tossestheprobabilitiesofvariousoutcomesmaybeestimated.Asweknow,thevaluesofthese
probabilities will initially fluctuate but they would tend to stabilise as the number of tosses is
increased.Thisapproachineffectisamethodofsamplingbutisnotveryconvenient.Insteadof
actuallytossingthecoins,wemaycarryouttheexperimentbyusingrandomnumbers.Random
numbershavethepropertythatanynumberisequallylikelytooccurirrespectiveofthedigitthat
hasalreadyoccurred.
Letusestimatetheprobabilityoftossingofdifferentnumbersofheadswithfivecoins.Westart
withsetrandomnumbersgivenbelow:
78466
71923
78722
78870
06401
61208
04754
05003
97118
95983
Byfollowingaconventionthatevendigitssignifyahead(H)andtheodddigitsrepresentatail
(T),thetossingofacoincanbesimulated.Theprobabilityofoccurrenceofthefirstsetofdigitsis
and that of the other set is also a condition corresponding to the probability of the
occurrenceofaheadandtheprobabilityofoccurrenceofatailrespectively.
Itisimmaterialwhichsetoffivedigitsshouldsignifyahead.Therulecouldbethatthedigits0,1,
2,3and4representaheadandthedigits5,6,7,8and9atail.Itisonlynecessarytotakecare
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thatthesetofrandomnumbersallottedtoanyeventmatcheswithitsprobabilityofoccurrence.
For instance, if we are interestedin allotting random numbers to three events A, B and C with
respectiveprobabilities0.24,0.36and0.40wechoosetwodigitrandomnumbers00to99.
Thenumbers 00to23signifyeventA,
24to59signifyBand
60to99signifyC.
Thefirstsetoffiverandomdigitsinthelistofrandomnumbersimpliesthattheoutcomeofthe
firsttossof5coinsisasfollows:
Coin
Randomnumber
Outcome
Henceitis4headsand1tail.
Proceedinginthesameway,wecantabulatetheresultsofthefirsttentosses.
TABLE1
Numberof
TossNo.
1
2
3
4
5
6
7
8
9
10
Heads
Tails
4
3
4
3
1
1
3
4
3
1
1
2
1
2
4
4
2
1
2
4
Based on the ten tosses of the coins, the estimates of probabilities of occurrence of different
numbersofheadsare:
0Head 0
1Head
3
10
2Heads 0
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3Heads
4
10
4Heads
3
10
Unit10
5Heads 0
As these estimates will come closer to the theoretical value with increasing sample size, the
experimentistobecontinuedfurther.
Theresultsforobtaining2headsand3tailsfor100throwsareshownbelow:
Inthefirst10throws
20throws
30throws
11
40throws
14
50throws
18
60throws
19
70throws
21
80throws
22
90throws
24
100throws
27
Table2comparesthefinalresultsattheendof100throwswiththetheoreticalprobabilities.
TABLE2
No.ofheads
0
1
2
3
4
5
Estimated
Probability
0.03
0.21
0.27
0.33
0.12
0.04
Theoretical
Probabilities
0.03
0.16
0.31
0.31
0.16
0.03
Itis observed that the results obtained with the large sample of 100 compare more favourably
withthetheoreticalvalues,thanwithasampleoftensetsofnumbers.
SelfAssessmentQuestions1
Fillintheblanks
1. Simulationmaybecalledexperimentationinthe________________.
2. Randomnumbershavethepropertythatanynumberhas________________tooccur.
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3. Thetotalityofprobabilityassignedtothevariableshouldalwaysbeequalto_________.
10.3SimulationProcedure
Theapproachadoptedforsolvingaproblemingamblingcanbeextendedtodecisionmakingin
businesswhereriskisacommonfeature.Theprobabilitiesassociatedwiththevariablescanbe
estimatedonthebasisofpastdataifavailable,orbyinputtingsubjectivevalues.
Inanysimulationproblemsthevariablestobestudiedwillbegivenwithassociatedprobabilities.
Theinitialconditionswillalsobespecified.Wecanchooserandomnumberfromtable.However
togetuniformresultstherandomnumberstobeusedwillbespecified.Thefirststepiswecode
thedata,i,e,weassignrandomnumberstothevariable.Weidentifytherelationshipbetweenthe
variablesandrunthesimulationtogettheresults
Letusillustratethisbyasimpleexampleofaqueuingprocess.
Example1:
A sample of 100 arrivals of customers at a retail sales depot is according to the following
distribution:
Timebetween
Arrivals(mts.)
Frequency
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
2
6
10
25
20
14
10
7
4
2
A study of the time required to service customers by adding up the bills, receiving payment,
makingchangeandplacingpackagesinhandtrucks,yieldsthefollowingdistribution:
Servicetime(mts.)
Frequency
.5
1.0
1.5
2.0
2.5
12
21
36
19
7
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3.0
Estimatetheaveragepercentagecustomerwaitingtimeandaveragepercentageidletimeofthe
serverbysimulationforthenext10arrivals.
Solution:
Step1: Convert the frequency distributions of time between arrivals and service time to
cumulativeprobabilitydistributions.
Step2: Allocaterandomnumbers00to99foreachofthevaluesoftimebetweenarrivalsand
servicetime,therangeallocatedtoeachvaluecorrespondingtothevalueofcumulative
probability.(Tables123and124).
Step3: Using randomnumbersfrom table, sample at random thetomeof arrivaland service
timefortensetsofrandomnumbers.
Step4: Tabulate
waiting
time
of
arrivals
and
idle
time
of
servers.
(Table125)
Step5: Estimate the percent waiting time of arrivals and percent idle time of servers
correspondingtothetensamples.
10.3.1.AllocationofRandomNumbers
TABLE3
AllocationofRandomNumberTimebetweenarrivals
Time
between
arrivals
Frequency
Cumulative
Frequency
(1)
(2)
2
6
10
25
20
14
10
7
4
2
(3)
2
8
18
43
63
77
87
94
98
100
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
Cumulative
Probability
(3)
100
(4)
0.02
0.08
0.18
0.43
0.63
0.77
0.87
0.94
0.98
1.00
Random
Number
Allocated
(5)
00to01
02to07
08to17
18to42
43to62
63to76
77to86
87to93
94to97
98and99
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TABLE4
AllocationofRandomNumbers ServiceTime
Service
Time
(1)
Frequency
(2)
0.5
1.0
1.5
2.0
2.5
3.0
Cumulative
Frequency
(3)
Cumulative
Probability
(4)
12
33
69
88
95
100
0.12
0.33
0.69
0.88
0.95
1.00
12
21
36
19
7
5
Random
Nos.
Allocated
(5)
00to11
12to32
33to68
69to87
88to94
95to99
(Notethattheupperboundofrandomnumbersallocatedforeachvalueoftheparameterisone
less than the corresponding cumulative frequency since we have chosen a range of random
numbersform00to99)
TABLE5
TimeofStart
TimeofFinish
3.5
7.0
8.0
9.0
13.5
16.5
20.0
22.5
23.5
28.0
ServiceTime
3.5
3.5
1.0
1.0
4.5
3.0
3.5
2.5
1.0
4.5
RandomNo.
78
78
06
04
97
71
78
61
05
95
Service
Timeof
arrival
RandomNo.
1
2
3
4
5
6
7
8
9
10
Timebetween
arrivals
ArrivalNo.
Arrivals
54
24
51
45
46
84
58
58
60
24
1.5
1.0
1.5
1.5
1.5
2.0
1.5
1.5
1.5
1.0
3.5
7.0
8.0
9.5
13.5
16.5
20.0
22.5
24.0
28.0
5.0
8.0
9.5
11.0
15.0
18.5
21.5
24.0
25.5
29.0
Total
Waitin Idle
g
Time
Time
of
of Server
Arrival
0.5
0.5
1.0
3.5
2.0
2.5
1.5
1.5
1.0
2.5
14.5
The service facility is made available at clock time zero and the server has to be idle for 3.5
minuteswhentheserviceforfirstarrivalstarts.Theserviceiscompletedat5.0minutesandagain
theserverisidlefor2minutestillthesecondarrivaljoinsthesystem.Thefirstthreearrivalsget
immediateserviceandtheydonthavetowait,astheserverisidlewhentheyarrive.Thefourth
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arrival who joins at 9.0 minutes has to wait for .5 minute when the service for the third is
completed.Similarlythewaitingtimeandidletimecanbecomputedforfurtherarrivals.
Totalelapsedtime=29minutes
Waitingtimeofarrival=1minute
Percentageofwaitingtime=
1 10
= 3.4
29
Idletimeforserver=14.5minutes
Percentageofidletime=
14 .5 100
= 50
29
10.3.2.UseofRandomNumberTables
The random numbers could be selected by any random process, such as drawing numbered
chips from a hat. However, it is convenient to use a table of random numbers which in fact is
preparedonthebasisofsomesuchphysicalphenomenon.Thegroupingofrandomnumbersin
thetableshasnosignificanceandoneshouldbeconcernedwithindividualdigitsonly.Thefirst
randomnumbercouldbepickedatrandomfromanypointinthetablesandthesubsequentones
aretobeselectedproceedingsequentiallyeitherinaverticalorhorizontaldirection.Depending
uponthenumberofdigitsrequired,therandomnumberswillbechoseninsetsofsingledigit,two
digitnumbers,etc.PseudoRandomNumbers
Truly random numbers cannot be produced by an algorithm and hence random numbers
generatedbyusingarecursiveequationarereferredtoaspseudoRandomNumbers.
Thereareseveralmethodsofgeneratingpseudorandomnumbersbutweshallbrieflydescribe
onlytheMidSquareMethod.Operationstartswithanarbitraryfourdigitintegercalledtheseed.
Toobtainthefirstrandomnumber,theseedissquaredandalldigitsexceptthemiddlefourare
ignored.Theprocessisthenrepeatedeachtimeusingthepreviousrandomnumberasthenew
seed.
Seed U0 =8695
2
U 0 = 8695 2
=75603025
Takingthemiddle4digits,
U1=6030
2
U1 =36360900
U2 =3609
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Repeatingtheaboveprocedure:
U3 = 0248,U4 = 0615 ,U5 = 3782 ,U6 = 3035
U7 = 2112 ,U8 = 4605 ,U9 = 2063 ,U10
= 2436
One of the basic disadvantagesof the mid square method is that the generated numbers may
startcyclingafterashortsetofrandomnumbersisobtained.
Therearemethodsby whichtheseedcanbechosen,soastoobtainafairlylong sequenceof
numbersbeforecyclingstarts.Alsostatisticaltestsareavailabletocheckwhetherthegenerated
sequenceistrulyrandom.
ExaminewhetherthefollowingstatementsareTrueorFalse
1. Inanysimulationprobleminitialconditionsarestated.
2. Assignedrandomnumbersforcumulativeprobabilityvalues
3. Withoutidentifyinganyrelationshipbetweenvariableswecansolvethesimulationproblem.
10.4SampleSize
As we have seen with the coin tossing experiment, the larger the numberof trials, the more
confidentwecanbeinourestimates.Thequestionthatarisesishowmanytrialsforsimulation?
If the experiment is as simple as tossing a coin involving only one variable, the sample size
requiredforagivenconfidencelevelataspecifieddegreeofaccuracycanbeworkedout.
Example2
Ifitisneededtobe95%certainofbeingcorrectinanexperimentwithmarginalerrorof1%ofthe
truevalue,whatshouldbethesamplesize?
Solution: Let p betheproportionaspercentofsuccess.
Standarderrorwillbe
p 100- p
n
Where n isthesamplesize.
Thestandardnormaldeviatevaluecorrespondingto95%confidencelevelfromnormaltablesis
1.96.
Marginoferror=1.96
p (100 - p)
n
= 1
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n = 1 .96
Unit10
p 100 - p
p 100- p ismaximumfor p =50

Hence,thevalueof n =9600.
Usually,asimulationmodelinvolvesseveralvariablesanditmaynotbepossibletodeterminethe
numberoftrialsrequiredtoobtainthedesiredaccuracyataspecifiedconfidencelevel.
Onecanonlysaythattheaccuracyassociatedwithsimulationimprovesasthesquarerootofthe
numberoftrialsandhencethereisaneedforalargenumberoftrials.
This calls for a great deal of computational effort and for most real life problems, the use of
computer becomes inevitable. In fact, special simulation languages such as GPSS and
SIMSCRIPT have been developed to save time and effort required to structure and debug
simulationmodels.
A practicalindicator of when to stop simulation trials is given bythefact that the results which
violently fluctuate initially tend to stabilize as the simulation is continued. If the successive
cumulativeresultstallyreasonablewell,thesimulationmaybestopped.Thedegreeofaccuracy
required,ofcourse,varieswiththeproblemonhandandcallsforthejudgmentoftheanalyst.
DoyouagreeorNotgiven:
1. Standarderrorforpercentageofsuccess=(P(1p)/n)1/2
2. Itispossibletodeterminenumberoftrials.
3. Theaccuracyofresultsincreasesasthesquareofnumberoftrials.
10.5.
ApplicationofSimulation
The range of application of simulation in business is extremely wide. Unlike the other
mathematical models, through abstract, simulation can be easily understood by the users and
therebyfacilitatestheiractiveinvolvement.This,inturn,makestheresultsmorereliableandalso
ensures easy acceptance for implementation. The degree to which a simulation model can be
made closeto reality is dependent upontheingenuity ofthe O.R team who shouldidentify the
relevantvariablesaswellastheirbehaviour.
We have already seen by means of an example how simulation could be used in a queuing
system. It can also be employed for a wide variety of problems encountered in production
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systemsthepolicyforoptimalmaintenanceintermsoffrequencyofreplacementofsparesor
preventive maintenance, number of maintenance crews, number of equipment for handling
materials,jobshop scheduling,routingproblems,stockcontrolandsoforth.Theotherareasof
application include dock facilities, facilities at airports to minimize congestion, hospital
appointmentsystemsandevenmanagementgames.
As in the case of other O.R. models, with the help of simulation, the manager tries to strike a
balance between opposing costs of providing facilities (which usually mean long term
commitmentoffunds)andtheopportunityandothercostsofnotprovidingthem.
10.5.1Limitations:
Simulation approach is recognized as a powerful tool for management decision making. This
does not mean that one should ignore the cost associated with a simulation study for data
collection,formationofthemodelandthecomputertime.Oftenthisisquitesignificant.
Asimulationapplicationisbasedonthepremisethatthebehaviourpatternofrelevantvariables
is known, and this very premise sometimes becomes questionable. Not always can the
probabilitiesbeestimatedwitheaseordesiredreliability.Theresultsofsimulationshouldalways
becompared withsolutionsobtainedbyothermethodswhereverpossible,andtempered with
managerialjudgment.
10.5.2SomeExamples
Example3
Abreadvendorbuyseverymorningloavesofbreadat0.45eachbyplacinghisorderonedayin
advance (at the time of receiving his previous order) and sells them at Rs. 0.70 each. Unsold
bread can be sold the next day at Rs.0.20 per loaf and thereafter shouldbe treated as of no
value.Thepatternofdemandforbreadisgivenbelow:
FreshBread
OnedayoldBread
Daily
Sales
Probability
ofdemand
Daily
Sales
Probabilit
y
of
demand
50
51
52
53
54
55
0.01
0.03
0.04
0.07
0.09
0.11
0
1
2
3
0.10
0.20
0.08
0.02
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56
57
58
59
60
0.15
0.21
0.18
0.09
0.02
Thevendoradoptsthefollowingorderrule.Ifthereisnostockwithhimattheendoftheprevious
day,heorders60units.Otherwiseheorders50or55whicheverisnearesttheactualfreshbread
saleonthepreviousday.Startingwithzerostockandapendingorderfor55loaves,simulatefor
10daysandcalculatethevendorsprofits.
Solution
TABLE6
Allocationofrandomnumbers
0.70
0.70
00to
51
0.03
0.04
0103
0.20
0.90
69
52
0.04
0.08
0407
0.08
0.98
70to
53
0.07
0.15
0814
0.02
1.00
89
54
0.09
0.24
1523
90to
55
0.11
0.35
2434
97
56
0.15
0.50
3549
98and
57
0.21
0.71
5070
99
58
0.18
0.89
7188
59
0.09
0.98
8997
60
0.02
1.00
9899
Random
numbers
allocated
Cumulative
Probability
ofdemand
00
Probability
ofdemand
0.01
Dailysale
0.01
Random
numbers
allocated
50
Cumulative
Probability
ofdemand
Probability
ofdemand
Onedayoldbread
Dailysale
FreshBread
Wecannowconstructatabletosee,throughsimulationhowthestocksandsalesfluctuate.
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TABLE7
Resultsofsimulation
FRESHBREAD
ONEDAYOLDBREAD
Receipt
Order
Closin
Openi Rando
ofthe Rando
for
Day
Sale
g
ng
m
Startof mNo
next
stock
Stock No
day
day
1
55
72
60
06
60
15
Sale
60
58
60
12
52
50
86
50
14
53
55
54
55
79
60
60
70
60
60
85
55
88
55
71
58
55
58
55
21
57
60
10
60
98
58
55
Total
570
50
8
55
55
0
48
21
0
2
8
54
60
549
* Representslostsalesasstockislimited
@previousdaysclosingstockiszero
Estimatedprofit=(549x0.70+2x0.20)570x0.45=Rs.128.20
Example4
Themaintenancemanagerofachemicalcompanyisinterestedindeterminingarationalpolicyfor
maintenanceofapneumaticconveyingequipment.Theequipmentisapartoftheprocesslineand
hence production holding. It has one bearing each on the inlet side (A) and the outlet side (B).
Wheneverthereisafailureofanybearing,ithastobereplacedimmediately.Thecompanyhasa
good system of maintaining records on performance of the equipment and the following data is
available:
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Ageatfailure
(hours)
150
300
450
600
750
900
1,050
1,200
1,350
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No.offailures
Inletside
Outletside
bearing(A)
bearing(B)
7
0
16
3
18
9
23
12
14
16
10
18
7
33
5
7
0
2
The cost of bearing is Rs. 300 each for A and Rs. 500 each for B. The cost of downtime of
equipmentisRs.700perhour,andittakes2hourstoreplaceonebearingeitheratinletoroutlet
sideand3hourstoreplaceboththebearings.
Thethreemaintenancepoliciestobeevaluatedare
i) replaceabearingonlywhenitfails,
ii) replaceboththebearingsifonefails,
iii) replacethebearingwhichfailsplustheotheroneifithasbeeninuseformorethanits
iv) estimatedaverageservicelifei.e.600hoursforbearingAand860hoursforbearingB.
Findthebestalternativethroughsimulation.
Solution
Itisassumedthatthefailureofabearingisindependentofthemaintenancepolicyfollowed.
Randomnumbersareallocatedfordifferentfailuretimes:
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TABLE8
Life(hrs)
150
300
450
600
750
900
1050
1200
1350
BearingA
Cumulative Random
probability
Nos.
0.07
00to96
0.23
07to22
0.41
23to40
0.64
41to63
0.78
64to77
0.88
78to87
0.95
88to94
1.00
95to99
BearingB
Cumulative
Random
probability
Nos.
0.00
0.03
00to02
0.12
03to11
0.24
12to23
0.40
24to39
0.58
40to57
0.91
58to90
0.98
91to97
1.00
98and99
Wecannowselectrandomnumbersformthetablesandgenerateasetof12bearinglives,for
eachofthebearings.
TABLE9
Serial
No.
1
2
3
4
5
6
7
8
9
10
11
12
RandomNo. BearingA
10
22
24
42
37
77
99
96
89
85
28
63
300
300
450
600
450
750
1200
1200
1050
900
450
600
Cum.Life
RandomNo.
300
600
1050
1650
2100
2850
4050
5250
6300
7200
7650
8250
99
96
18
36
50
79
80
96
34
07
62
77
BearingB
1350
1200
600
750
900
1050
1050
1200
750
450
1050
1050
Cum.Life
1350
2550
3150
3900
4800
5850
6900
8100
8850
9300
10,350
11,400
Letuscomparethecostsofthethreepoliciesforthefirst7200hours.
PolicyI.
Replaceabearingonlywhenitfails.
Arequiresreplacement10times,andB7timesduringthis
periodas
seen
fromthelivesofsuccessivebearings.
Totalcost= Costofbearing+costofdowntime
= (300x10+500x7)+(17x2x700)
= Rs.30,300
PolicyII:Replaceboththebearingifonefails.
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TABLE10
Elapsedtime
(hrs)
300
Bearingwhich
failsfirst
Life(hrs)of
newlyfittedbearingA
(fromTable129)
Life(hrs)of
newlyfittedbearingB
(fromTable129)
A3001200
600A450600
1050A600
750
1650A450900
2100A7501050
2850A1200
1050
3900B12001200
5100A&B1050750
5850B
900450
6300B4501050
6750A6001050
7350
Thereare11replacementsduringtheperiod.
Totalcost=11x(300+500)+11x3x700
=Rs.31,900
PolicyIII: Replacethebearingwhichfailsplustheotheroneinusefor600ormorehoursforA
and860ormorehoursincaseofB.
Table1211givestheanalysis.
Thereare4replacementsofAonlyonfailureand7replacementsbothbearings.
Totalcost=4(300+2x700)+7(800+3x700)
=Rs.27,100
PolicyIIIisthecheapest.
The simulation is limited to 7200 hours of operation since the purpose is only to illustrate the
method.Withsuchsmallnumberoftrialstheresultsmayturnouttobeerratic.ConsiderPolicyI
again.Withadifferentsetofrandomnumbersandextendedsimulationtheremaybeoccasions
of both bearing failing at the same time, thus affecting the cost of downtime for replacement.
Simulationwithsufficientlylargenumberoftrialsonlycanleadtodependabledecisions.
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Unit10
TABLE11
Startofthe
period
(1)
Lifeofbearing Bearing
inservice*
which
(hrs)
failsfirst
A
B
(2)
(3)
(4)
Ageof
Time
elapsed surviving
bearing
(hrs)
Didthesurviving IfNoin
bearing(A|B) col7balance
completeits
life
estimated
ofsurviving
averagelife?
bearing
Replacement
policy
(5)
(6)
(7)
(8)
(9)
0 300 1350
A 300
300
BNo
1050
Replace
300 300 1050
A 600
600
BNo
750
Replace
1050 BYes
Replace
600
Replace
A
600 450 750
A 1050
A&B
1050 600 1200
A 1650
600
BNo
A
1650
450
600
2100
1050 BYes
ReplaceA&B
2100 750 600
B 2700
600 AYes
Replace
B 3450
750 AYes
Replace
B 4350
900 AYes
Replace
Replace
A 6300
900 BYes
Replace
A 6750
450
BNo
750
Replace
1050 BYes
A&B
27001200 750
A&B
34501200 900
A&B
43501050 1050
A&B 5400
A&B
5400 900 1050
A&B
6300 450 1200
A
6750 600 750
A 7350
ReplaceA&B
This will be the total life(from Table 12 9) if newly fitted. For survivors from previous
replacement,thiswillbethebalancelife(col.8)
176
OperationsResearch
Unit10
Example5:
Afactoryproduces150scooters.Buttheproductionratevarieswiththefollowingdistribution.
Production 147
148
149
150
151
152
153
0.10
0.15
0.20
0.30
0.15
0.05
Rate
Probability 0.05
Atpresentitcallsforatrackwhichwillhold150scooters.Usingthefollowingrandomnumbers
determine the average number of scooters waiting for shipment in the factory and average
numberofemptyspaceinthetruck.
RandomNumbers82,54,50,96,85,34,30,02,64,47
Solution:
ProductionRate
147
148
149
150
151
152
153
Probability
0.05
0.10
0.15
0.20
0.30
0.15
0.05
CumulativeProbability
0.05
0.15
0.30
0.50
0.80
0.95
1.00
RandomNumberassigned
0004
0514
1529
3049
5079
8094
9599
Simulationworksheet
TrialNo
Random
No.
SimulatedProduction
Rate
ScooterWaitingin
thefactory
1
2
3
4
5
6
7
8
9
10
82
54
50
96
85
34
30
02
64
47
152
150
150
153
152
150
150
147
151
150
3
2
1
2
8
Total
Numberof
examplespaces
inthetruck
\ Averagenumberofscooterswaiting=8/10=0.8/day
Averagenumberofemptyspace=3/10=0.3/day
Example6:
Dr.Strungisadentist.Hegivesappointmenttopatientseveryhalfanhour.Howeverhedoes
177
OperationsResearch
Unit10
not know the nature if illness of patients arriving at this clinic. From past record he has the
followingprobabilitydistributionandalsoknowtheexacttreatmenttimings.Hestartshisclinicat
8.00amusingthefollowinginformationdeterminetheaveragewaitingtimeofthecustomersand
idletimeofthedoctor.
Natureofillness
Probability
Filling
Checkup
Crowning
Cleaning
Extraction
0.10
0.30
0.15
0.30
0.15
Timetakenfor
treatment(mts)
50
15
40
15
30
RandomNumbers56,40,26,66,87,48,17,22,04,15
Solution:
Illness
Filling
Checkup
Crowning
Cleaning
Extraction
Probability
0.10
0.30
0.15
0.30
0.15
Cum.Prob
0.10
0.40
0.55
0.85
1.00
RandomNo.assigned
0009
1039
4054
5584
8599
Simulationworksheet
Trial Random Natureof Time
No
No.
illness Taken
1
2
3
4
5
6
7
8
9
10
56
40
26
66
87
48
17
22
04
15
Cleaning
Crowning
Checkup
Cleaning
Extraction
Crowing
Checkup
Checkup
Filling
Checkup
15
40
15
15
30
40
15
15
50
15
Total
Patients
Arrival
Time
8.00
8.30
9.00
9.30
10.00
10.30
11.00
11.30
12.00
12.30
Treatment
Starts Finisher
8.00
8.15
8.30
9.10
9.10
9.25
9.30
9.45
10.00 10.30
10.30 11.10
11.10 11.25
11.30 11.45
12.00 12.50
12.50 13.05
Doctor
Patients
identification waiting
time
15
5
15
5
15
45
10
10
20
40
Doctorsidletime=45mts
PatientsAveragewaitingtime=40/10=4mts
178
OperationsResearch
Unit10
ExaminewhetherfollowingstatementsareTrueorFalse
1. Simulationgivesoptimumsolution.
2. Simulationinterruptsrealsystemactivities.
3. Thistechniquecanbeeasilyunderstoodbynontechnicalmangers.
10.6
Summary
In this unit we studied the basics concepts concerned with simulations and then we continued
furthertofindsimulationsprocedure.Theallocationofrandomnumberswasdiscussednextwith
theuseofrandomnumbertables.Westudiedthesamplesizeandtheapplicationofsimulationat
theend.
TerminalQuestions
1) Brieflywritedownthebasicconceptsconcernedwithsimulation.
2) Whatdoyoumeanbysimulationprocedure?
3) Brieflyexplaintheuseofrandomnumbertables.
4) Discussthedifferentapplicationsofsimulation.
5) TwocomponentshavetobeproducedinM/CAandM/CBandthenfinallyassembled.The
timetakentoassembleontwomachinesvarieswiththefollowingprobabilitydistribution.
Usingsimulationtechnique andtheorderedpairofrandomnumbers,firstforM/CAand
secondforM/CB.Findtheaveragetimetakentoproduced.
M/CA
Production
M/CB
Probability
timeinmts
Production
Probability
timeinmts
22
0.15
30
0.05
23
0.20
31
0.15
24
0.30
32
0.25
25
0.20
34
0.25
26
0.15
35
0.20
36
0.10
RandomNumbers(10,92)(25,83)(36,76)(44,15)(57,25)(62,67)(04,99)(72,53)(81,
35)(94,07)
179
OperationsResearch
Unit10
AnswersToSelfAssessmentQuestions
1.Managementlaboratory
2.Equallylikely
3.1
1.True
2.True
3.False
1.Agree
2.Agree
3.Disagree
1.False
2.False
3.True
AnswerForTerminalQuestions
1) ReferSection10.2
2) ReferSection10.3
3) ReferSection10.3.3
4) ReferSection10.5
5) 57.7minutes.
180

Unit 10 Simulation: Structure

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