Lecture 2 Fundamental Simulation Concepts

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Lecture 2 Fundamental Simulation Concepts

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Fundamental

Simulation
Concepts

Chapter 2

Last revision March 9, 2014

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 1

What We’ll Do ...
• Underlying ideas, methods, and issues in
simulation
• Software (setting up for Arena)
• Example of a simple processing system
▪ Decompose problem
▪ Terminology
▪ Simulation by hand
▪ Some basic statistical issues
• Spreadsheet simulation
▪ Simple static, dynamic models
• Overview of a simulation study
Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 2
The System:
A Simple Processing System
Machine
(Server)
Arriving Departing
7 6 5 4
Blank Parts Finished Parts
Queue (FIFO) Part in Service
• General intent:
▪ Estimate expected production
▪ Waiting time in queue, queue length, proportion of time
machine is busy
• Time units
▪ Can use different units in different places … must declare
▪ Be careful to check units when specifying inputs
▪ Declare base time units for internal calculations, outputs
▪ Be reasonable (interpretation, roundoff error)
Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 3
Model Specifics
• Initially (time 0) empty and idle
• Base time units: minutes
• Input data (assume given for now …), in minutes:
Part Number Arrival Time Interarrival Time Service Time
1 0.00 1.73 2.90
2 1.73 1.35 1.76
3 3.08 0.71 3.39
4 3.79 0.62 4.52
5 4.41 14.28 4.46
6 18.69 0.70 4.36
7 19.39 15.52 2.07
8 34.91 3.15 3.36
9 38.06 1.76 2.37
10 39.82 1.00 5.38
11 40.82 . .
. . . .
. . . .
• Stop when 20 minutes of (simulated) time have
passed
Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 4
Goals of Study:
Output Performance Measures
• Total production of parts over run (P)
• Average waiting time of parts in queue:
N N = no. of parts completing queue wait
 WQi WQi = waiting time in queue of ith part
i =1
Know: WQ1 = 0 (why?)
N
N > 1 (why?)
• Maximum waiting time of parts in queue:
max WQi
i =1,...,N

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 5

Goals of Study:
Output Performance Measures (cont’d.)
• Time-average number of parts in queue:
𝟐𝟎
‫)𝒕(𝑸 𝟎׬‬ 𝒅𝒕 Q(t) = number of parts in queue
𝟐𝟎 at time t
• Maximum number of parts in queue: max Q (t )
0t 20
• Average and maximum total time in system of
parts (a.k.a. cycle time):
P
TSi
i =1 , TSi = time in system of part i
max TSi
P i =1,...,P

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 6

Goals of Study:
Output Performance Measures (cont’d.)
• Utilization of machine (proportion of time busy)
𝟐𝟎
‫)𝒕(𝑩 𝟎׬‬ 𝒅𝒕 𝟏 if machine is busy at time 𝒕
, 𝑩(𝒕) = ൝
𝟐𝟎 𝟎 if machine is idle at time 𝒕

• Many others possible (information overload?)

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 7

Analysis Options
• Educated guessing
▪ Average interarrival time = 4.08 minutes
▪ Average service time = 3.46 minutes
▪ So (on average) parts are being processed faster than they
arrive
– System has a chance of operating in a stable way in long run, i.e.,
might not “explode”
– If all interarrivals and service times were exactly at their mean, there
would never be a queue
– But data clearly exhibit variability, so a queue could form
▪ If we’d had average interarrival < average service time, and
this persisted, then queue would explode
▪ Truth — between these extremes
▪ Guessing has its limits …
Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 8
Analysis Options (cont’d.)
• Queueing theory
▪ Requires additional assumptions about model
▪ Popular, simple model: M/M/1 queue
– Interarrival times ~ exponential
– Service times ~ exponential, indep. of interarrivals
– Must have E(service) < E(interarrival)
– Steady-state (long-run, forever)
– Exact analytic results; e.g., average waiting time in queue is
S2  A = E(interarrival time)
,
 A − S S = E(service time)
▪ Problems: validity, estimating means, time frame
▪ Often useful as first-cut approximation

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 9

Mechanistic Simulation
• Individual operations (arrivals, service times) will
occur exactly as in reality
• Movements, changes occur at right “times,” in
right order
• Different pieces interact
• Install “observers” to get output performance
measures
• Concrete, “brute-force” analysis approach
• Nothing mysterious or subtle
▪ But a lot of details, bookkeeping
▪ Simulation software keeps track of things for you
Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 10
Pieces of a Simulation Model
• Entities
▪ “Players” that move around, change status, affect and are
affected by other entities
▪ Dynamic objects — get created, move around, leave
(maybe)
▪ Usually represent “real” things
– Our model: entities are parts
▪ Can have “fake” entities for modeling “tricks”
– Breakdown demon, break angel
Though Arena has built-in ways to model these examples directly
▪ Usually have multiple realizations floating around
▪ Can have different types of entities concurrently
▪ Usually, identifying types of entities is first thing to do in
building model
Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 11
Pieces of a Simulation Model (cont’d.)
• Attributes
▪ Characteristic of all entities: describe, differentiate
▪ All entities have same attribute “slots” but different values
for different entities, for example:
– Time of arrival
– Due date
– Priority
– Color
▪ Attribute value tied to a specific entity
▪ Like “local” (to entities) variables
▪ Some automatic in Arena, some you define

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 12

Pieces of a Simulation Model (cont’d.)
• (Global) Variables
▪ Reflects a characteristic of whole model, not of specific
entities
▪ Used for many different kinds of things
– Travel time between all station pairs
– Number of parts in system
– Simulation clock (built-in Arena variable)
▪ Name, value of which there’s only one copy for whole
model
▪ Not tied to entities
▪ Entities can access, change variables
▪ Writing on wall (rewriteable)
▪ Some built-in by Arena, you can define others

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 13

Pieces of a Simulation Model (cont’d.)
• Resources
▪ What entities compete for
– People
– Equipment
– Space
▪ Entity seizes a resource, uses it, releases it
▪ Think of a resource being assigned to an entity, rather than
an entity “belonging to” a resource
▪ “A” resource can have several units of capacity
– Seats at a table in a restaurant
– Identical ticketing agents at an airline counter
▪ Number of units of resource can be changed during
simulation

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 14

Pieces of a Simulation Model (cont’d.)
• Queues
▪ Place for entities to wait when they can’t move on (maybe
since resource they want to seize is not available)
▪ Have names, often tied to a corresponding resource
▪ Can have a finite capacity to model limited space — have
to model what to do if an entity shows up to a queue that’s
already full
▪ Usually watch length of a queue, waiting time in it

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 15

Pieces of a Simulation Model (cont’d.)
• Statistical accumulators
▪ Variables that “watch” what’s happening
▪ Depend on output performance measures desired
▪ “Passive” in model — don’t participate, just watch
▪ Many are automatic in Arena, but some you may have to
set up and maintain during simulation
▪ At end of simulation, used to compute final output
performance measures

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 16

Pieces of a Simulation Model (cont’d.)
• Statistical accumulators for simple processing
system
▪ Number of parts produced so far
▪ Total of waiting times spent in queue so far
▪ No. of parts that have gone through queue
▪ Max time in queue we’ve seen so far
▪ Total of times spent in system
▪ Max time in system we’ve seen so far
▪ Area so far under queue-length curve Q(t)
▪ Max of Q(t) so far
▪ Area so far under server-busy curve B(t)

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 17

Simulation Dynamics:
Event-Scheduling “World View”
• Identify characteristic events
• Decide on logic for each type of event to:
▪ Effect state changes for each event type
▪ Observe statistics
▪ Update times of future events (maybe of this type, other
types)
• Keep a simulation clock, future event calendar
• Jump from one event to the next, process,
observe statistics, update event calendar
• Must specify an appropriate stopping rule
• Usually done with general-purpose programming
language (C++, Java, Matlab, FORTRAN, etc.)
Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 18
Events for the
Simple Processing System
• Arrival of a new part to system
▪ Update time-persistent statistical accumulators (from last
event to now)
– Area under Q(t)
– Max of Q(t)
– Area under B(t)
▪ “Mark” arriving part with current time (use later)
▪ If machine is idle:
– Start processing (schedule departure), Make machine busy, Tally
waiting time in queue (0)
▪ Else (machine is busy):
– Put part at end of queue, increase queue-length variable
▪ Schedule next arrival event
Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 19
Events for the
Simple Processing System (cont’d.)
• Departure (when a service is completed)
▪ Increment number-produced stat accumulator
▪ Compute & tally time in system (now – time of arrival)
▪ Update time-persistent statistics (as in arrival event)
▪ If queue is non-empty:
– Take first part out of queue, compute & tally its waiting time in
queue, begin service (schedule departure event)
▪ Else (queue is empty):
– Make machine idle (Note: there will be no departure event
scheduled on future events calendar, which is as desired)

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 20

Events for the
Simple Processing System (cont’d.)
• The End
▪ Update time-persistent statistics (to end of simulation)
▪ Compute final output performance measures using current
(= final) values of statistical accumulators
• After each event, event calendar’s top record is
removed to see what time it is, what to do
• Also must initialize everything

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 21

Some Additional Specifics for the
Simple Processing System
• Simulation clock variable (internal in Arena)
• Event calendar: list of event records:
▪ [Entity No., Event Time, Event Type]
▪ Keep ranked in increasing order on Event Time
▪ Next event always in top record
▪ Initially, schedule first Arrival, The End (Dep.?)
• State variables: describe current status
▪ Server status B(t) = 1 for busy, 0 for idle
▪ Number of customers in queue Q(t)
▪ Times of arrival of each customer now in queue (a list of
random length)

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 22

Simulation by Hand
• Manually track state variables, statistical
accumulators
• Use “given” interarrival, service times
• Keep track of event calendar
• “Lurch” clock from one event to next
• Will omit times in system, “max” computations
here (see text for complete details)

Simulation with Arena, 6th ed. Chapter 2 – Fundamental Simulation Concepts 23

Simulation by Hand:
Setup
System Clock B(t) Q(t) Arrival times of Event calendar
custs. in queue