11/17/2023

Marmara University, 2023

Modeling and Discrete Simulation

Subject 1
Introduction
Mujdat Soyturk, Ph.D.
Associate Professor

Contents

• When Simulation Is the Appropriate Tool

• When Simulation Is Not Appropriate
• Advantages and Disadvantages of Simulation
• Areas of Application
• Systems and System Environment
• Components of a System
• Discrete and Continuous Systems
• Model of a System
• Types of Models
• Discrete-Event System Simulation
• Steps in a Simulation Study
Slides are derived from the course textbook “Banks, Carson, Nelson, Nicol. Discrete-Event System Simulation, 5th Edition, Prentice Hall, 2010” and from
textbook’s course slides.

1-2 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

1
 11/17/2023

Definition

• A simulation is the imitation of the operation of real-world process or system over

time.
– Generation of artificial history and observation of that artificial history
• A model construct a conceptual framework that describes a system
• The behavior of a system that evolves over time is studied by developing a simulation
model.
• The model takes a set of expressed assumptions:
– Mathematical, logical
– Symbolic relationship between the entities

1-3 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Goal of modeling and simulation

• A model can be used to investigate a wide variety of “what if” questions about real-
world system.
– Potential changes to the system can be simulated, in order to predict their impact on the system
performance.
– Find adequate parameters before implementation
• So simulation can be used as
– An analysis tool for predicting the effect of changes to existing systems
– A design tool to predict the performance of new system
• It is better to do simulation before Implementation.

1-4 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

2
 11/17/2023

How a model can be developed?

• Mathematical Methods
– The use of probability theory, algebraic methods,…
– Their results are accurate
– They have a few number of parameters (measures)
– It is impossible for complex systems → e.g. real-world systems.

• Numerical computer-based simulation

– It is simple
– It is useful for complex system

1-5 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

When Simulation Is the Appropriate Tool (1)

• Simulation enable the study of internal interaction of a subsystem with complex

system
• Informational, organizational and environmental changes can be simulated and find
their effects
• A simulation model help us to gain knowledge about improvement of the system
• Changing simulation inputs and observing the results can produce valuable insights
about variables e.g. importance, relationship, interaction.
• Finding important input parameters with simulation can be used with new design and
policies before implementation

1-6 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

3
 11/17/2023

When Simulation Is the Appropriate Tool (2)

• Simulations can be used to verify analytical solutions.

• Simulating different capabilities for a machine can help determine its requirements.
• Simulation models designed for training make learning possible without the cost and
disruption of the on-the-job instruction.
• A plan can be visualized with animated simulation
• A modern system (factory, wafer fabrication plant, service organization) is so complex
that its internal interaction can be treated only through simulation.

1-7 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

When Simulation Is Not Appropriate

• When the problem can be solved by common sense.

• When the problem can be solved analytically.
• If it is easier to perform direct experiments.
• If cost exceed savings.
• If resource or time are not available.
• If there is no data available nor the estimates.
• If the validation and verification are not possible, due to time or personnel
unavailability.
• If system behavior is too complex.
– Like human behavior

1-8 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

4
 11/17/2023

Advantages and disadvantages of simulation

• In contrast to optimization models, simulation models are “run” rather than solved.
– Given as a set of inputs and model characteristics the model is run and the
simulated behavior is observed
• This process of changing inputs and model characteristics results in a set of
scenarios that are evaluated.

1-9 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Advantages of simulation
• New policies, operating procedures, information flows and so on can be explored without
disrupting ongoing operation of the real system.
• New hardware designs, physical layouts, transportation systems and so on can be tested without
committing resources for their acquisition.
• Hypotheses about how or why certain phenomena occur can be tested for feasibility.
• Time can be compressed or expanded to allow for a speed-up or slow-down of the phenomenon
under investigation.
• Insight can be obtained about interaction of variables and important variables to the
performance of the system.
• Bottleneck analysis can be performed to discover where work in process, the system is delayed.
• A simulation study can help in understanding how the system operates.
• “What if” questions can be answered.

1-10 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

5
 11/17/2023

Disadvantages of simulation

• Model building requires special training.

– The model developed by different individuals may be different in addition to some similarities.
• Vendors of simulation software have been actively developing packages that contain models that only need
input (templates).
• Simulation results can be difficult to interpret.
– Results are due to the system itself or of randomness?
• Many simulation software have output-analysis
• Simulation modeling and analysis can be time consuming and expensive.
• New models are developed. Advances in simulation packages.
• Evaluation cost reduction due to cheaper hardware solutions.

1-11 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Areas of application (1)

• Please check:
– The Winter Simulation Conference, WSC.
– Micro Saint Sharp website; whitepapers.
– Anylogic website; cases.
• Manufacturing applications
• Semiconductor manufacturing
• Construction engineering and project management
• Military application
• Logistics, supply chain and distribution application
• Transportation modes and traffic
• Business Process Simulation

1-12 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

6
 11/17/2023

Areas of application (2)

• Health Care
• Automated Material Handling System (AMHS)
– Test beds for functional testing of control-system software
• Risk analysis
– Insurance, portfolio,...
• Computer Simulation
– CPU, Memory,…
• Network simulation
– Internet backbone, LAN (Switch/Router), Wireless, PSTN (call center),...

1-13 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Systems and System Environment

• A system is defined as a groups of objects that are joined together in some regular
interaction toward the accomplishment of some purpose.
– An automobile factory: Machines, components parts and workers operate jointly along assembly
line
• A system is often affected by changes occurring outside the system: system
environment.
– Factory : Arrival of orders
• Effect of supply on demand : relationship between factory output and arrival (activity of system)
– Banks : arrival of customers
*Decide on the boundary between the system and the system environment

1-14 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

7
 11/17/2023

Components of system
• Entity
– An object of interest in the system : in factory: machines - in bank: customers.
• Attribute
– The property of an entity : in factory: speed, capacity - in bank: the balance in their accounts
• Activity
– A time period of specified length: in factory: welding,stamping - in bank: the making deposits
• State
– A collection of variables that describe the system in any time : in factory: status of machine (busy, idle,
down,…) - in bank: the number of busy tellers, customers waiting in the line
• Event
– A instantaneous occurrence that might change the state of the system: in factory: breakdown - in bank: arrival
of a customer
– Endogenous
• Activities and events occurring with the system: in bank: completion of service of a customer
– Exogenous
• Activities and events occurring with the environment: in bank: arrival of a customer
1-15 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Discrete and Continues Systems

• A discrete system is one in which the state variables change only at a discrete set of
points in time : Bank example

1-16 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

8
 11/17/2023

Discrete and Continues Systems (cont.)

A continues system is one in which the state variables change continuously over time:
Head of water behind the dam

1-17 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Model of a System

• To study the system

– it is sometimes possible to experiments with system
• This is not always possible (bank, factory,…)
• A new system may not yet exist

• Model: construct a conceptual framework that describes a system

– It is necessary to consider those aspects of the systems that affect the problem under investigation
• simplification of the system (unnecessary details must be removed)
• on the other hand, the model should be sufficiently detailed to permit valid conclusions to be
drawn about the real system.

1-18 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

9
 11/17/2023

Model of a System

Figure source: “The Big Book of Simulation Modeling, Multimethod Modeling with AnyLogic 8”, Authors: Andrei Borshchev, Ilya Grigoryev

1-19 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Model of a System

Model

Abstraction

Real
World

Abstraction Level?
Programming Language – Tool?

It’s still more an art than a science.

1-20 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

10
 11/17/2023

Types of Models

1-21 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Characterizing a Simulation Model

• Deterministic or Stochastic
– Does the model contain stochastic components?
– Randomness is easy to add to a DES
• Static or Dynamic
– Is time a significant variable?
• Continuous or Discrete
– Does the system state evolve continuously or only at discrete points in time?
– Continuous: classical mechanics
– Discrete: queuing, inventory, machine shop models

1-22 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

11
 11/17/2023

Discrete-Event Simulation Model

• Stochastic: some state variables are random

• Dynamic: time evolution is important
• Discrete-Event: significant changes occur at discrete time instances

1-23 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Model Taxonomy

1-24 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

12
 11/17/2023

DES Model Development

• How to develop a model:

1) Problem formulation: by the policymakers or by the analyst
2) Determine the goals and objectives
3) Build a conceptual model
4) Collect data: amount, type, accuracy, variety → complexity
5) Convert the specification model into a computational model
6) Verify: Did we build the model right?
7) Validate: Did we build the right model?
8) Experimental design: Alternatives? Runs? Periods?
9) Production Runs and Analysis: estimate measures of performance
10) More runs?
11) Documentation and reporting
• Typically an iterative process
1-25 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Three Model Levels

• Conceptual
– Very high level
– How comprehensive should the model be?
– What are the state variables, which are dynamic, and which are important?
• Specification
– On paper
– May involve equations, pseudocode, etc.
– How will the model receive input?
• Computational
– A computer program
– General-purpose PL or simulation language?

1-26 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

13
 11/17/2023

Verification vs. Validation

• Verification
– Computational model should be consistent with specification model
– Did we build the model right?
• Validation
– Computational model should be consistent with the system being analyzed
– Did we build the right model?
– Can an expert distinguish simulation output from system output?
• Interactive graphics can prove valuable

1-27 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

Steps in Simulation Study

1-28 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

14
 11/17/2023

Steps in Simulation Study

1-29 Mujdat Soyturk, Modeling and Discrete Simulation, Fall 2023, Marmara University

15