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G54SIM Simulation for Computer Scientists - Lec01 (2010)

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    G54SIM

    Lecture 01

    Introduction to Modelling and Simulation

    Peer-Olaf Siebers

    [email protected]

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    Lecture Outline

    1. Module Organisation

    2. Simulation Examples

    3. Systems

    4. Models5. Simulation

    6. Why Simulate?

    7. Classification of Simulation

    8. Level of Abstraction

    9. Paradigms

    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/) 3

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Module Organisation

    Classes: Fridays, 4-6pm, BSSouth-A24

    Labs: Tuesday, 4-6pm, CompSci-A32

    Contact: CompSci-B36,

    Appointment via email ([email protected])

    http://www.cs.nott.ac.uk/~pos/g54sim/

    Assessment:

    60%: Written examination

    40% : Simulation case study and report

    4

    mailto:[email protected]://www.cs.nott.ac.uk/~pos/g54sim/http://www.cs.nott.ac.uk/~pos/g54sim/mailto:[email protected]
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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Module Organisation

    Recommended reading:

    There is no course book that covers all topics!

    Robinson (2004). Simulation: The Practice of Model Development and Use

    Gilbert and Troitzsch (2005). Simulation for the Social Scientist. 2nd Ed

    WSC 2009 Proceedings: Introductory Tutorials

    Course software: AnyLogic (xjTek)

    Requires some basic Java programming skills

    G54SIM Lab 2 (5th October): Introduction to Java for AnyLogic Sierra and Bates (2009). Head First Java. 2nd Ed

    YouTube: The New Boston Channel - Java Programming Tutorials

    5

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Module Organisation

    Topics covered in this module

    General principles of simulation

    Modelling and simulation methods

    Building a valid simulation model

    Input modelling

    Experimental design

    Output analysis

    Case studies

    6

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Simulation Examples

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Simulation Examples

    IMA Simulation Work

    Simulating Retail Management Practices

    Investigating the impact of human resource management practices on

    customer satisfaction

    Modelling and Analysing Cargo Screening Processes

    Optimising the process flow of the cargo screening process

    Using simulation for cost-benefit analysis (risk assessment)

    Future Energy Decision Making for Cities

    Modelling Energy Consumption Patterns

    Testing governmental intervention strategies

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    Systems

    System:

    Collection of parts organised for some purpose (weather system:

    parts: sun, water, land, etc.; purpose: maintaining life)

    Defining a system requires setting boundaries

    Different categories of systems:

    Natural systems (weather system, galactic system)

    Designed physical systems (house, car, production system)

    Designed abstract systems (mathematics, literature)

    Human activity systems (family, city, political system)

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Systems

    System:

    Collection of parts organised for some purpose (weather system:

    parts: sun, water, land, etc.; purpose: maintaining life)

    Defining a system requires setting boundaries

    Different categories of systems:

    Natural systems (weather system, galactic system)

    Designed physical systems (house, car, production system)

    Designed abstract systems (mathematics, literature)

    Human activity systems (family, city, political system)

    10

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    Systems

    Operations systems: Configuration of resources combined for

    the provision of goods and services (functions: manufacture,

    transport, supply, service)

    Social systems: Entities or groups in definite relation to each

    other which create enduring patterns of behavior and

    relationship within social systems.

    Economic system: Is a particular set of social institutions

    which deals with the production, distribution and

    consumption of goods and services in a particular society.

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Systems

    Operations systems: Configuration of resources combined for

    the provision of goods and services (functions: manufacture,

    transport, supply, service)

    Social systems: Entities or groups in definite relation to each

    other which create enduring patterns of behavior and

    relationship within social systems.

    Economic system: Is a particular set of social institutions

    which deals with the production, distribution and

    consumption of goods and services in a particular society.

    12

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Models

    Model:

    Some form of abstract representation of a real system intended to

    promote understanding of the system it represents.

    A model is a static representation of the system

    Models can have many forms (e.g. mathematical equations, diagrams,physical mock-ups)

    Why model?

    Models give us a comprehensible representations of a systems Something to think about

    Something to communicate about

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Simulation

    Simulation:

    The process of designing a model of a real system and conducting

    experiments with this model for the purpose of understanding the

    behavior of the system and /or evaluating various strategies for the

    operation of the system Uses a model to emulate the dynamic characteristics of a system

    Nature of simulation model use:

    Predict the performance of a system under a specific set of inputs Experimental approach to modelling (What-if analysis tool)

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Why Simulate?

    Operations systems are subject to variability

    Predictable variability

    (e.g. staff rota, planned maintenance of machines)

    Unpredictable variability

    (e.g. customer arrivals, machine breakdowns)

    Operations systems are interconnected

    Components of a system affect one another

    (e.g. customers in a three stage service process)

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Why Simulate?

    Operations systems are complex

    Combinatorial complexity

    (number of components and number of combinations of components)

    Dynamic complexity

    (mainly systems that are highly interconnected; feedback systems; actionhas different effect in short/long run; action has different consequences in

    one part of the system compared to another; action has non-obvious

    consequences)

    Simulation models are able explicitly to represent thevariability, interconnectedness, and complexity of a system

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    Break

    See you back in 10 minutes

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    Lecture Outline

    1. Module Organisation

    2. Simulation Examples

    3. Systems

    4. Models5. Simulation

    6. Why Simulate?

    7. Classification of Simulation

    8. Level of Abstraction

    9. Paradigms

    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/) 18

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Why Simulate?

    It is possible with a simulation:

    to predict system performance

    to compare alternative system designs

    to determine the effects of alternative policies on system performance

    Advantages: Simulation vs. experimentation

    Cost

    Time (real time vs. virtual time)

    Control of experimental conditions If real system does not exist

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Why Simulate?

    Advantages: Simulation vs. other modelling approaches:

    Modelling variability (some other approaches could be adapted to

    account for variability but it often increases their complexity)

    Restrictive assumptions (most of the other approaches require

    assumptions, e.g. queuing theory assumes particular distributions forarrival and service times, for many processes these distributions are

    not appropriate)

    Transparency (more intuitive than a set of equations, an animated

    display of the system can be created, giving a non-expert grater

    understanding of, and confidence in, the model) Creating knowledge and understanding (sometimes just building the

    model is enough)

    Visualisation, communication, interaction

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Why Simulate?

    Disadvantages of simulation:

    Expensive

    Time consuming

    Data hungry

    Requires expertise (its an art rather than a science)

    Overconfidence (when interpreting the results from a simulation,

    consideration must be given to the validity of the underlying model

    and the assumption and simplifications that have been made!)

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    Classification of Simulation

    Static vs. Dynamic:

    Static: No attempts to model a time sequence of changes.

    Dynamic: Updating each entity at each occurring event.

    Deterministic vs. Stochastic:

    Deterministic: Rule based.

    Stochastic: Based on conditional probabilities.

    Discrete vs. Continuous:

    Discrete: Changes in the state of the system occur instantaneously at

    random points in time as a result of the occurrence of discrete events. Continuous: Changes of the state of the system occur continuously

    over time.

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Classification of Simulation

    Static vs. Dynamic:

    Static: No attempts to model a time sequence of changes.

    Dynamic: Updating each entity at each occurring event.

    Deterministic vs. Stochastic:

    Deterministic: Rule based.

    Stochastic: Based on conditional probabilities.

    Discrete vs. Continuous:

    Discrete: Changes in the state of the system occur instantaneously at

    random points in time as a result of the occurrence of discrete events. Continuous: Changes of the state of the system occur continuously

    over time.

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Level of Abstraction

    Simulation can be applied at different stages:

    Strategic

    high abstraction, less detailed, macro level

    Tactical

    middle abstraction, medium details, meso level

    Operational

    low abstraction, more details, micro level

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Level of Abstraction

    Strategic

    Tactical

    Operational

    Aggregate, global causal dependencies, feedback dynamics

    Individual objects, exact sizes, velocities, distances, timings

    traffic macro modelling, traffic micro modelling,supply chain management, population dynamics,

    financial risk analysis, manufacturing systems,ecosystems, pedestrian dynamics, health care

    applications, health economics, military planning,business dynamics, warehouse operations

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Level of Abstraction

    traffic macro

    modelling

    traffic micro

    modelling

    supply chain

    management

    population

    dynamics

    financial risk

    analysis

    queuing

    systems

    ecosystems

    pedestrian

    dynamics

    health care

    applications

    health

    economics

    military

    planning

    business

    dynamicsStrategic

    Tactical

    Operational

    Aggregate, global causal dependencies, feedback dynamics

    Individual objects, exact sizes, velocities, distances, timings

    warehouse

    operations

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Paradigms

    System Dynamics Modelling (SDM) and Simulation (SDS)

    Modelling: Causal loop diagrams

    Simulation: Deterministic continuous (differential equations)

    Discrete Event Modelling (DEM) and Simulation (DES)

    Modelling: Flow charts

    Simulation: Stochastic discrete (flow oriented approach)

    Agent Based Modelling (ABM) and Simulation (ABS)

    Modelling: State charts

    Simulation: Stochastic discrete (object oriented approach)

    Mixed Method Modelling (MMM) and Simulation (MMS)

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    Paradigms

    Strategic

    Tactical

    Operational

    Aggregate, global causal dependencies, feedback dynamics

    Individual objects, exact sizes, velocities, distances, timings

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    Paradigms

    Strategic

    Tactical

    Operational

    Aggregate, global causal dependencies, feedback dynamics

    Individual objects, exact sizes, velocities, distances, timings

    DiscreteEvent

    AgentBased

    System

    Dynamics

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Summary and Outlook

    Summary

    Definition of systems, models, and simulation

    Why simulate

    Classification of simulation

    Level of abstraction

    Paradigms

    Outlook

    How to conduct simulation studies

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    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/)

    Further Reading

    Robinson S (2004). Simulation: The Practice of Model Development and

    Use. Chapter 1

    Borshchev A and Filippov A (2004). From System Dynamics and Discrete

    Event to Practical Agent Based Modeling: Reasons, Techniques, Tools.http://www.xjtek.com/anylogic/articles/33/

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    Questions / Comments

    G54SIM (http://www.cs.nott.ac.uk/~pos/g54sim/) 32

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    G54SIM (http://www cs nott ac uk/~pos/g54sim/)

    References

    Shannon R E (1975). Systems Simulation: The Art and Science. Prentice-

    Hall: Englewood Cliffs, NJ.

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