OR 635

Discrete System Simulation

Fall 2008

Important Announcements & Deadlines

  • HW#1 is due at 7:20 PM, September 16.
  • Midterm Exam: In class on November 4. Make up exam questions will be MUCH MORE DIFFICULT than regular exam questions.
  • Reminder: there is a 20% penalty for the HW turned in through email.
  • Reminder: some announcements will be sent to your GMU email address.  Please check your GMU emails routinely or ensure that they are forwarded correctly.
  • A good follow-on for this class is IT/OR/SYST 735: Advanced Stochastic Simulation (will be offered in Spring 2009).

Instructor: Chun-Hung Chen
Email: cchen9@gmu.edu
Office: Science & Tec II, Room 319
Phone: 703-993-3572
Fax: 703-993-1521
Office Hours: Tuesday 4:00 - 6:00 PM.

Teaching Assistant: TBA

Course Description:

Examples of discrete-event systems are all around us: multiteller banks; computer networks; automated manufacturing systems; airport terminals; and traffic control systems. In order to efficiently manage and operate these systems, it is often necessary to apply simulation to study their performance since no closed-form analytical solutions exist for such problems. This course deals with this category of systems. Topics will include stochastic modeling, random number generators, discrete-event simulation approaches, simulated data analysis, and simulation variance reduction techniques. Simulation software packages are extensively used in this class. Each student is expected to produce successful simulations.

Prerequisites: OR 542, or STAT 346, or STAT 354, or equivalent, and one scientific programming language

Grading: Homework 35%; Midterm 30%; Term Project 35%.

Required Text: A. M. Law, "Simulation Modeling & Analysis," 4th Ed., 2007. (All earlier editions work well for this class.)

Recommended Text: W. D. Kelton, R. P. Sadowski, and D. T. Sturrock, "Simulation With Arena," 4th Edition, 2007, with ARENA Version 10.0 CD-ROM. You may have a question whether you need to buy this book. ARENA is the major simulation software used in this class. Since ARENA is very powerful, many earlier students used it to do their term projects. It is highly recommended that each project team buys at least one copy of this book. If you can not find the 4th Edition as suggested, the 2nd or 3rd Edition of this book is fine too. But the 1st Edition is too old for this class.

ARENA Software: ARENA is the major simulation software used in this class. The education version of Arena is free of charge if you use it for class homework or term project. If you have a Windows-based computer, you can install Arena on your own PC. A copy of CD-ROM comes with our recommended text. In addition, Arena Version 12.0 is available at the IT&E PC Lab.

Professional Version of ARENA: The CD-ROM coming with the Arena book is student version, which has limit on the size of model you can run. There are three PCs (#14, 15, and 16) in IT&E Computer Lab (Room 137 in ST2) installed with professional version (version 12.0) The professional version allows you to run much bigger models.

Exam:
In class, Tuesday, November 4. There is no final exam. Make up exam for certified medical reason only. Make up exam questions will be MUCH MORE DIFFICULT than regular exam questions.

General Rules:

  1. Late homework and term project report is always allowed. No need to get advanced permission. However, the penalty for late homework and term project report is 25% for the first day and then 5% per day. No exemption.
  2. Turning in HW through email is subject to a 20% penalty; but fax is OK.
  3. No collaborations are allowed for homework, although discussions are encouraged.
  4. Team work are encouraged for term project.
  5. Comments are strongly encouraged.
  6. No cheating.

Tentative Course Schedule & Reading Assignment:

 

Topics

Time (week)

Reading Assignment

1

Introduction and rationale

0.5

 

2

Basic event scheduling simulation

1

Sections 1.1~1.4.3

3

Review of basic probability and statistics

0.5

Sections 4.1~4.2

4

Simulation Software

3

Sections 3.1~3.3, Handouts on the simulation software ARENA. skim Sections 3.4~3.9.

Must read: Chapters 3~ 4 of the recommended text (very useful!!)

5

Uniform random numbers

1

Sections 7.1~7.2, skim Section 7.3

6

Generating nonuniform random numbers

1.5

Sections 8.1~8.5

7

Input Modeling

1

Section 4.4 of Recommended Text, and Skim Chapter 6 of Main Text

8

Simulation output analysis

1.5

Sections 9.1~9.4, skim Section 9.5

9

Monte Carlo Simulation

1

Sections 1.8.3

10

Advanced Simulation Optimization

1

Skim Chapter 10 and Handouts on Approximated Confidence Probability

11

Term Project Presentation

1

 

 

Term Project: More details about term project will be given during the semester. Here are some reminders.

  1. Generally speaking, you can do any simulation related subjects. Simulated examples include Bank, elevators, restaurants, manufacturing plants, offices, traffic intersection, computer network, airports, railroad stations, barber shop, and party.
  2. You are strongly encouraged to do a simulation project which is relevant with your current work.
  3. Team work are encouraged. The idea size of a term project team is 2~3 members.

Homework Assignments & Others

Excel Add-In for Monte Carlo Simulation:

Crystal Ball and @RISK are two useful packages for Monte Carlo simulation using Excel.  There are two excellent books for these tools:

  • Crystal Ball:  "Introduction to Simulation and Risk Analysis" by J. R. Evans & D. L. Olson, Prentice Hall.
  • @RISK: "Simulation Modeling using @RISK", by W. L. Winston, Duxbury.

There is another add-in package called SimulaAr developed by Dr. Luciano Machain at National University of Rosario in Argentina.  This is free and can be downloaded at

SimulAr Web Site (Free Excel add-in for Monte Carlo Simulation)

Useful information for HW#1:

In the HW#1, you need to implement simulation code for a two-node system. For your convenience, a version of the C-code for a simplified one-node system is provided below. In addition, the results by running this code is provided. You are supposed to obtain the same results on your own computation platform.

Useful Links to the Manufacturers of Simulation Software:

A good book for process modeling, simulation, analysis, and design:

The book "Process Analysis and Improvement" by M. S. Seppanen, S. Kumar, C. Chandra, McGraw-Hill, 2005, gives an excellent introduction about how to use four useful software tools altogether for process modeling, simulation, analysis and design:

1.      Microsoft Visio presents process logic as a visual diagram with necessary flows from one entity to the next. 

2.      Excel is a repository of process data.

3.      Arena analyzes the process performance through simulation model.

4.      Visual Basic for Application can be used to move data between the above applications.

Other Useful Links:

  • A good follow-on for this class is IT/OR/SYST 735: Advanced Stochastic Simulation.
  • A simulator for investment plan developed by T. Rowe Price. This simulator provides a whole new way to look at retirement income. It incorporates Monte Carlo simulation to show how uncertainty affects your planning for a steady lifetime income. A very good tutorial about the use of simulation for investment plan is offered at this web site.
  • Useful tools developed by Ben Crain at George Mason University for probability distributions and random number generation.
  • Informs Simulation Society a professional society for simulation.
  • Winter Simulation Conference, a main conference about simulation.
  • You can access the papers published in Winter Simulation Conference proceedings by clicking here.

Go to Professor Chun-Hung Chen's Page