Modeling and Simulation

Simulation Is …
 Simulation – very broad term – methods
and applications to imitate or mimic real
systems, usually via computer

 Applies in many fields and industries

 Very popular and powerful method

2
 Systems
 System – facility or process, actual or
planned
 Examples abound …
 Manufacturing facility
 Bank operation
 Airport operations (passengers, security, planes, crews, baggage)
 Transportation/logistics/distribution operation
 Hospital facilities (emergency room, operating room, admissions)
 Computer network
 Freeway system
 Business process (insurance office)
 Criminal justice system
 Chemical plant
 Fast-food restaurant
 Supermarket
 Theme park
 Emergency-response system
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 Work With the System?
 Study the system – measure, improve, design, control
 Maybe just play with the actual system
 Advantage — unquestionably looking at the right thing

 But it’s often impossible to do so in reality with the

actual system
 It is a new System. It does not exist
 Can you experiment with a running system?
 It would be disruptive, expensive, or dangerous

4
 Models
 Model – It is a set of assumptions/approximations
about how the system works

 Study the model instead of the real system? Why

because it is usually much easier, faster, cheaper, safer

 Engineer can try wide-ranging ideas with the model

 Make your mistakes on the computer where they don’t count, rather
than for real where they do count

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 Models

 Often, just building the model is instructive – regardless of

results

 Model validity (any kind of model … not just simulation)

 Care in building to mimic reality faithfully
 Level of detail
 Get same conclusions from the model as you would from system

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 Types of Modeling & Simulations

 Predictive: Used to predict the future; requires calibration.

 Interpretive: Used as a framework for studying system

dynamics and/or organizing field data; does not
necessarily require calibration.
 Modeling

 A model is a physical, mathematical, or logical

representation of a system, phenomenon, or process.

 Physical Models

 Mathematical Models

 Process Models

Systems Engineering Fundamentals, 1999, Defense Systems Management College

 Types of Models
 Physical (iconic) models
 Tabletop material-handling models
 Mock-ups of fast-food restaurants
 Flight simulators

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 Physical Models
 Full size models

 Scale models

 2D or 3D CAD models or GIS models

Systems Engineering Managemnt Guide, 1990, Defense Systems Management College

 Physical Models

 Engineering hardware models (e.g. breadboard or

brassboard) may bear little resemblance to the final operational

configuration, but permit demonstration of basic principles,

early verification, and optimization of the final design. Used to

provide proof of functional operation or to establish critical

performance characteristics.

Systems Engineering Management Guide, 1990, Defense Systems Management College

 Physical Models

 Analog representations are a physical representation of a

system in an alternate form. Typically, electrical circuitry is used

to represent mechanical systems. A common use is in control

system analysis.

 The analog model is essentially a computer simulation using

amplifiers, capacitors, and feedback to solve mathematical

equations representing physical system functions.

Systems Engineering Management Guide, 1990, Defense Systems Management College

3D CAD Models
 Types of Models

 Logical (mathematical) models

 Approximations and assumptions about a
system’s operation
 Often represented via computer program in
appropriate software
 Exercise the program to try things, get results,
learn about model behavior

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 Studying Logical Models
 If model is simple enough, use traditional mathematical analysis
… get exact results, lots of insight into model
 Queueing theory
 Differential equations
 Linear programming

 But complex systems can seldom be validly represented by a simple

analytic model
 Danger of over-simplifying assumptions … model validity?
 Type III error – working on the wrong problem

 Often, a complex system requires a complex model, and

analytical methods don’t apply … what to do?
 Mathematical Models

 A mathematical model is an abstract representation

(without regard to physical implementation) of a system.
If provides a means of developing quantitative
performance requirements from which candidate
designs can be developed.

 Static vs dynamic

 Numerical vs analytical

 Tools:
Excel, Mathcad, S (R), MatLab (SciLab), Analytica, etc.

Systems Engineering Management Guide, 1990, Defense Systems Management College

 Static vs. Dynamic Models

 Static models depict conditions of state. If the equilibrium

condition changes, new values may be obtained analytically,
but the model does not indicate the manner in which the
system achieved its new state. A numerical solution is
required in order to optimize the system parameters.

 Dynamic models depict conditions that vary with time.

Simple dynamic models can be solved analytically, and the
results represented graphically. Complex dynamic models
can be solved using numerical methods.
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 Static Mathematical Models
 Spreadsheets
(e.g., Microsoft Excel)

Excel mathematical model

representing buried waste
volumes, by grid location, for
process modeling.
1600
1600 741_sldg
741_sldg
742_sldg
742_sldg
743_sldg
743_sldg
1400 744_sldg
1400 744_sldg
745_sldg
745_sldg
617_sldg
617_sldg
1200 BE
1200 BE
RO
RO
Graphite
Graphite
Filters

Excel mathematical model

Filters
1000
1000 Comb
Comb
Metal
Metal

800
800
Mixed
Mixed
representing waste pit
depths.
600
600

400
400

200
200

0
0
0 100 200 300 400 500 600 700 800 900 1000
0 100 200 300 400 500 600 700 800 900 1000
 Static Mathematical Models
 Mathcad

Mathcad analytical
model for
calculating
glovebox leak
rates.
 Analytical vs. Numerical Models

 Analytical solutions calculate the unknown at any point in the

problem domain.

 Numerical solutions calculate values for only a

predetermined, finite number of points in the problem domain.
When assumptions used to derive an analytical solution are
too simplistic or inappropriate, a numerical model may be
more appropriate. A numerical model may also be easier to
apply if the analytical problem involves complex superposition
of solutions. Often solved via matrices or iteration.
 Process Models

 Usually represented as some sort of flow diagram

 Lends themselves especially well to simulation

 Simulation

 A simulation is:
 The implementation of a model over time

 An imitation of a system based on knowledge or assumptions

about the behavior of the parts of that system, with the purpose
of obtaining insight into the behavior of the whole system

 Simulations bring models to life and show how a

particular system, object, or phenomenon will behave

Systems Engineering Fundamentals, 1999, Defense Systems Management College

 Simulation (cont.)

 Virtual simulations represent systems both physically

and electronically. Puts the human-in-the-loop. The

operator’s physical interface with the system is

duplicated, and the simulated system is made to perform

as if it were the real system. The operator is subjected to

an environment that looks, feels, and behaves like the

real thing. Example: Flight simulators.

Systems Engineering Fundamentals, 1999, Defense Systems Management College
 Simulation (cont.)

 Constructive simulations represent a system and its

employment. Example: Computer simulations.

Systems Engineering Fundamentals, 1999, Defense Systems Management College

 Simulation (cont.)

 Live simulations are simulated operations with real

operators and real equipment, in realistic situations,

conditions, and environments. Examples: Fleet

exercises, fire drills, operational tests, and initial

production runs.

Systems Engineering Fundamentals, 1999, Defense Systems Management College

 Computer Simulation

 Broadly interpreted, computer simulation refers

to methods for studying a wide variety of

models of systems

 Numerically evaluate on a computer

 Use software to imitate the system’s operations and

characteristics, often over time

 Computer Simulation

 Can be used to study simple models but should

not use it if an analytical solution is available
 Real power of simulation is in studying complex
models
 Simulation can tolerate complex models since
we don’t even aspire to an analytical solution
 Different Kinds of Simulation
 Static vs. Dynamic
 Does time have a role in the model?
 Continuous-change vs. Discrete-change
 Can the “state” change continuously or only at
discrete points in time?
 Deterministic vs. Stochastic
 Is everything for sure or is there uncertainty?
 Most operational models:
 Dynamic, Discrete-change, Stochastic
 Though Chapter 2 discusses a static model, and
Chapter 11 discusses continuous and combined
discrete-continuous models
 Computer Simulations

 Discrete-event simulations change state only in steps;

interstate transients are not considered. Often results from

the disruption of the system status caused by the allocation

and reallocation of resources within the system. Queuing is

an important consideration. Discrete-event simulations can

be further subdivided into:

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 Computer Simulations
 Discrete-event

 Process simulations view the world as a set of fixed facilities which

are used to service active transactions that are created and moved

through the system.

 Event simulations view the world as a series of events which occur

at scheduled times and searches for facilities to process them.

.

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 Computer Simulations

 Continuous simulations have independent variables that are

a function of time. Useful in establishing the behavior of the

system during transient responses to perturbations.

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 Discrete-Event Simulation

 Common Tools:
 ARENA
 Witness
 Extend
 Flexsim
 Simul8
 System Dynamics

 System dynamics looks at things as a whole, to

bring understanding of how all the objects in a

system interact with one another, particularly

through feedback loops. It attempts to understand

the basic structure of a system and the behavior it

can produce, through a computer model.

Massachusetts Institute of Technology

 System Dynamics

 System dynamics is a methodology for studying and managing complex

feedback systems:

 Identify the problem

 Develop a dynamic hypothesis explaining the cause of the problem
 Build a computer simulation model
 Test the model
 Devise and test alternatives
 Implement the solution

 Systems thinking differs from system dynamics in that it rarely takes the
additional step of constructing and testing a computer simulation model.
System Dynamics Society
 Continuous Simulation

 Common Tools:
 STELLA
 Powersim
 Vensim
 GoldSim
 System Dynamics

 System Dynamics Elements (STELLA):

 Stocks
 Flows
 Convertors
Converter
Converter

In Stocks
Stocksor
orLevels
Levels Out
In Out

Flows
Flows Flows
Flows

Converters
Converters
 STELLA
Mono
Mono Lake
Lake Model
Model
precipitation
precipitationrate
rate fresh
freshwater
waterevaporation
evaporationrate
rate
surface
surfacearea
area

~~
precipitation
precipitation
evaporation
evaporationrate
rate

sierra
sierragauged
gaugedrunoff
runoff

water
waterininlake
lake evaporation
evaporation

flow
flowpast
past diversion
diversionpoints
points
export
export evaporation
evaporationrate
ratemultiplier
multiplierfrom
fromspecific
specific gravity
gravity

~~ ~~
elevation
elevation total
totaldissolved
dissolvedsolids
solids
specific
specific gravity
gravity

ungauged
ungaugedsierra
sierrarunoff
runoff
evapotranspiration
evapotranspiration mass
mass ofof fresh
freshwater
water

non
nonsierra
sierrarunoff exposed
runoff exposedlake
lakebottom
bottomevaporation
evaporation

net
net grant
grant lake
lakeevaporation
evaporation
land
landsurface
surfaceprecipitation
precipitation

ground
groundwater
waterexport
export
dirversion
dirversioninflows
inflows

other
otherinin other
otherout
out
 Popularity of Simulation
 Consistently ranked as the most useful, popular tool in the
broader area of operations research / management science

 1978: M.S. graduates of CWRU O.R. Department

… after graduation
1. Statistical analysis
2. Forecasting
3. Systems Analysis
4. Information systems
5. Simulation
 Popularity of Simulation

 1979: Survey 137 large firms, which methods

used?

1. Statistical analysis (93% used it)

2. Simulation (84%)

3. Followed by LP, PERT/CPM, inventory theory, NLP, …

Popularity of Simulation (cont’d.)
 1980: (A)IIE O.R. division members
 First in utility and interest — simulation
 First in familiarity — LP (simulation was second)
 1983, 1989, 1993: Longitudinal study of
corporate practice
1. Statistical analysis
2. Simulation
 1989: Survey of surveys
 Heavy use of simulation consistently reported
 Advantages of Simulation

 Flexibility to model things as they are (even if

messy and complicated)
 Advantages of Simulation (cont’d.)
 Advances in computing/cost ratios
 Estimated that 75% of computing power is
used for various kinds of simulations
 Dedicated machines (e.g., real-time shop-
floor control)
 Advantages of Simulation (cont’d.)
 Advances in simulation software
 Far easier to use (Graphical User Interfaces)
 No longer as restrictive in modeling constructs
(hierarchical, down to C)
 Statistical design & analysis capabilities
 The Bad News
 Don’t get exact answers, only approximations,
estimates
 Also true of many other modern methods
 Can bound errors by machine roundoff
 Get random output (RIRO) from stochastic
simulations
 Statistical design, analysis of simulation
experiments
 Exploit: noise control, replicability, sequential
sampling, variance-reduction techniques
 Catch: “standard” statistical methods seldom work
 Using Computers to Simulate
 General-purpose languages (FORTRAN)
 Tedious, low-level, error-prone
 But, almost complete flexibility

 Support packages
 Subroutines for list processing, bookkeeping, time advance
 Widely distributed, widely modified

 Spreadsheets
 Usually static models
 Financial scenarios, distribution sampling, SQC
 Examples in Chapter 2 (one static, one dynamic)
 Using Computers to Simulate
(cont’d.)
 Simulation languages
 GPSS, SIMSCRIPT, SLAM, SIMAN (on which
Arena is based, and is included in Arena)
 Popular, still in use
 Learning curve for features, effective use,
syntax
 High-level simulators
 Very easy, graphical interface
 Domain-restricted (manufacturing,
communications)
 Limited flexibility — model validity?
 When Simulations are Used
 Uses of simulation have evolved with
hardware, software
 The early years (1950s-1960s)
 Very expensive, specialized tool to use
 Required big computers, special training
 Mostly in FORTRAN (or even Assembler)
 Processing cost as high as $1000/hour for a
sub-286 level machine
 When Simulations are Used
(cont’d.)
 The formative years (1970s-early 1980s)
 Computers got faster, cheaper
 Value of simulation more widely recognized
 Simulation software improved, but they were still
languages to be learned, typed, batch processed
 Often used to clean up “disasters” in auto,
aerospace industries
 Car plant; heavy demand for certain model
 Line underperforming
 Simulated, problem identified
 But demand had dried up — simulation was too late
 When Simulations are Used
(cont’d.)

 The recent past (late 1980s-1990s)

 Microcomputer power
 Software expanded into GUIs, animation
 Wider acceptance across more areas
 Traditional manufacturing applications
 Services
 Health care
 “Business processes”
 Still mostly in large firms
 Often a simulation is part of the “specs”
 When Simulations are Used (cont’d.)
 The present
 Proliferating into smaller firms
 Becoming a standard tool
 Being used earlier in design phase
 Real-time control
 When Simulations are Used (cont’d.)

 The future
 Exploiting interoperability of operating systems
 Specialized “templates” for industries, firms
 Automated statistical design, analysis
 Networked sharing of data in real time
 Integration with other applications
 Distributed model building, execution