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Lesson-1 Modeling and Simulation

Here are the steps I would take to simulate this problem and find the expected daily production: 1. Generate random numbers from the distributions in Figures 1 and 2 to determine the up/down times for each machine for each hour of the day. 2. Track which machines are up/down each hour and calculate the production rate based on the conditions. 3. Sum the hourly production rates over the 16 hour day to get the daily production. 4. Repeat this simulation process (steps 1-3) many times to build up a distribution of possible daily production outcomes. 5. Take the average of all the simulated daily production values to estimate the expected daily production.

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Sundaramali Govindaswamy G
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247 views

Lesson-1 Modeling and Simulation

Here are the steps I would take to simulate this problem and find the expected daily production: 1. Generate random numbers from the distributions in Figures 1 and 2 to determine the up/down times for each machine for each hour of the day. 2. Track which machines are up/down each hour and calculate the production rate based on the conditions. 3. Sum the hourly production rates over the 16 hour day to get the daily production. 4. Repeat this simulation process (steps 1-3) many times to build up a distribution of possible daily production outcomes. 5. Take the average of all the simulated daily production values to estimate the expected daily production.

Uploaded by

Sundaramali Govindaswamy G
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Modeling and Simulation

What is Modeling?

What is Simulation?

How do you evaluate a math model?

How do you evaluate a simulation model?


Modeling and Simulation
My History with Simulation
• 1983-1984: courses on GPSS and Slam (Univ. of Fla.)
• 1985: additional Siman courses (NC State)
• 1986-1989: Ford Motor company operations research
analyst, primarily responsible for simulation models
- Essex engine hot test loop
- Thunderbird body decking line
- Double eagle steel electro galvanizing plant
- Nashville glass plant float line simulation
• Consulting 2003-current:
- YKK
- Marine depot (Albany,GA)
- C130 Depot Maintenance
- RCAN - Resource Constrained Activity Network
• Research: Scheduling Radar Warning Receivers
Modeling and Simulation

What is the expected value from the roll of two dice?

1) Develop a simple math model and solve.

2) Solve same model using a simulation approach as a


comparison.
Modeling and Simulation

What is the expected value from the roll of two dice?

1)Develop a simple math model and solve.

Recall,
E[ X ]   xp( x)
x: p ( x )  0


E[ X ]   xf ( x)dx

Modeling and Simulation

Class Exercise:

Develop math model on board.

Then perform simulation exercise:

1.Have each team role die 10 times and record average.


2.Show averages of each team on board.
3.Find average of averages.
4.Compare to math model.
Modeling and Simulation
Considering the simulation of the average roll of two
dice:

When should you stop performing experiments?

How would you use a computer to perform this


simulation? (e.g. how do you obtain the random
numbers 2 through 12?)

Others…
Modeling and Simulation
What is the major difference between this math model
approach and the simulation approach?

• Solution if found by solving/resolving the math


model, and by running the simulation model
• Accuracy, one is exact, the other estimated
• Time to obtain solution

What are common features between this math model


and the simulation?

• Same goal (expected value)


Modeling
Definition - "simplified representation of something real"
 
www.dictionary.com -
1. A small object, usually built to scale, that represents in
detail another, often larger object.
2. a. A preliminary work or construction that serves as a plan
from which a final product is to be made: a clay model
ready for casting.
b. Such a work or construction used in testing or
perfecting a final product: a test model of a solar-powered
vehicle.
3. A schematic description of a system, theory, or
phenomenon that accounts for its known or inferred
properties and may be used for further study of its
characteristics
Modeling

Why Model?
 
- reduce cost
- save time
- too much complexity
- avoid disrupting production system
Modeling
Types of models
 
- Math programming (Linear, Integer, non-Linear)
- Network
- Queueing
- MDP (Markov Decision Processes)
- Regression
- Forecasting
- Inventory
- Dynamic programming
- Probability
- Simulation
 
Principles of Modeling (Ravindran,
Phillips, Solberg)
1. Do not build a complicated model when a simple one
will suffice.

2. Beware of modeling the problem to fit the technique.

3. The deduction phase of modeling must be conducted


rigorously (conclusions one draws from results).

4. Models should be validated prior to implementation.

5. A model should never be taken too literally.


Principles of Modeling (Ravindran,
Phillips, Solberg) cont.
6. A model should never be pressed to do, nor criticized
for failing to do, that for which it was never
intended.

7. Beware of overselling a model.

8. Some of the primary benefits of modeling are


associated with the process of developing the model.

9. A model cannot be any better than the information


going into it.

10. Models cannot replace decision makers.


 
Simulation Is …
• Simulation – very broad term – methods and applications to imitate or
mimic real systems, usually via computer
• Applies in many fields and industries
• 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
• 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
Basic Simulation Terminology
• System – a collection of entities that act and interact
toward the accomplishment of some logical end.
• State – the state of a system is the collection of variables
necessary to describe the status of the system at any given
time.
• Discrete – a discrete system is one in which the state
variables change only at discrete or countable points in
time.
• Continuous– a continuous system is one in which the state
variables change continuously over time.
Basic Simulation Terminology
• Static – a static simulation model is a representation of a system at
a particular point in time.
• Dynamic – a dynamic simulation is a representation of a system as
it evolves over time.
• Deterministic – a deterministic simulation model is one that
contains no random variables. All variables are known with
certainty, or in other words, no probability is associated with them.
• Stochastic– a stochastic simulation model contains random
variables (variables containing probability distributions).

How would you describe the die rolling simulation?


Different Kinds of Simulation
• Most operational models:
– Dynamic, Discrete-change, Stochastic

• However, we will start with static models


referred to as:
- Monte Carlo Simulation, or
- The Monte Carlo Method
Monte Carlo Method / Simulations
From Wikipedia, the free encyclopedia

Monte Carlo methods are a class of computational algorithms


that rely on repeated random sampling to compute their results.
Monte Carlo methods are often used when simulating physical
and mathematical systems. Because of their reliance on repeated
computation of random or pseudo-random numbers, these
methods are most suited to calculation by a computer and tend to
be used when it is infeasible or impossible to compute an exact
result with a deterministic algorithm.[1]
Monte Carlo Method / Simulations
From Wikipedia, the free encyclopedia

Monte Carlo simulation methods are especially useful in studying


systems with a large number of coupled degrees of freedom, such
as fluids, disordered materials, strongly coupled solids, and
cellular structures (see cellular Potts model). More broadly,
Monte Carlo methods are useful for modeling phenomena with
significant uncertainty in inputs, such as the calculation of risk in
business.

• Example - Finding the expected time to detect enemy threats for


Radar Warning Receivers.
Monte Carlo Method / Simulations
From Wikipedia, the free encyclopedia

These methods are also widely used in mathematics: a classic use


is for the evaluation of definite integrals, particularly
multidimensional integrals with complicated boundary conditions.
It is a widely successful method in risk analysis when compared
with alternative methods or human intuition. When Monte Carlo
simulations have been applied in space exploration and oil
exploration, actual observations of failures, cost overruns and
schedule overruns are routinely better predicted by the simulations
than by human intuition or alternative "soft" methods.[2]

The term "Monte Carlo method" was coined in the 1940s by


physicists working on nuclear weapon projects in the Los Alamos
National Laboratory.[3]
Monte Carlo Method / Simulations
From Wikipedia, the free encyclopedia

There is no single Monte Carlo method; instead, the term describes


a large and widely-used class of approaches. However, these
approaches tend to follow a particular pattern:

1.Define a domain of possible inputs.


2.Generate inputs randomly from the domain using a certain
specified probability distribution.
3.Perform a deterministic computation using the inputs.
4.Aggregate the results of the individual computations into the final
result.
Monte Carlo Method / Simulations
From Wikipedia, the free encyclopedia

For example, the value of π can be approximated using a Monte


Carlo method:
1.Draw a square on the ground, then inscribe a circle within it.
From plane geometry, the ratio of the area of an inscribed circle to
that of the surrounding square is π / 4.
2.Uniformly scatter some objects of uniform size throughout the
square. For example, grains of rice or sand.
3.Since the two areas are in the ratio π / 4, the objects should fall in
the areas in approximately the same ratio. Thus, counting the
number of objects in the circle and dividing by the total number of
objects in the square will yield an approximation for π / 4.
Multiplying the result by 4 will then yield an approximation for π
itself.
Monte Carlo Simulations
• Static
• Independent Runs
• Tend to Determine Expected Values

Winston Handouts
Monte Carlo Simulations
Class Exercise

How would you find the expected daily production for the following?:

Two machines are required to produce a product. When both machines are
running the total production rate is 25/hour. Uptime of each machine has
distribution shown in Fig 1. When machine is down, repair takes on
distribution show in Fig. 2. If one machine is down, the other can still
produce parts at a degraded rate of 10/hour. Assume 16 hour day.

1. Describe a simulation model. Fig.1 – Machine Reliability Distribution


2. Describe a math model.

Fig.2– Repair Time Distribution


Monte Carlo Application
RWR Scheduling
Power Point Presentation

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