Bordoloi10e Ch13 Supplement PPT Accessible

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Because learning changes everything.

Chapter 13

A Laboratory to Evaluate
“What-if” Questions

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Nature of Computer Simulation
• A system is a combination of elements that interact to
accomplish an objective.
• A computer simulation model generates estimates of
system performance.
• An animated simulation allows one to view the system
activity in accelerated time.
• Discrete event simulation is driven by events that occur at
certain points in time.
• Systems are both dynamic and stochastic.

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Process of System Simulation
• Define problem and objectives.
• Collect empirical data to determine probability distributions.
• Begin model development with a process flowchart.
• Verify that the model works as intended.
• Validate that the model predicts system performance
based on historical data.
• Run scenarios (What ifs) one at a time under controlled
conditions.
• Document and prepare graphic presentations
• Implementation of results.

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Monte Carlo Simulation
• Use random numbers (RN) to generate probabilistic
events.
• Note that RN is uniformly distributed on the interval 0 to 1.
• Random variable are either discrete or continuous.

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Generating Discrete Random Variable

Days x Prob. p(x) Cum. Prob. F(x) RN Assignment


1 0.1 0.1 0.0 ≤ RN < 0.1
2 0.5 0.6 0.1 ≤ RN < 0.6
3 0.4 1.0 0.6 ≤ RN < 1.0

Example of Lead Time Delay for Order

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Generating Continuous Random Variable

• Uniform Distribution.
x  a  RN (b  a)

• Negative Exponential Distribution.

1
x  log e RN

• Normal Distribution.

 12 
x      RN i  6
 i 1 

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Figure 13.10 Screenshot of License Renewal
Process Flow Diagram

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Figure 13.11 Screenshot of License Renewal
Process Simulator Report

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