OR 335 / SYST 335

Discrete Systems Simulation Modeling

Spring 2006

 

IMPORTANT ANNOUCEMENTS AND DEADLINES

  • Term Project Presentation is due Tuesday May 2 2006.
  • Term Project Report is due by Thursday,  May 4 2006, no later than 4:00 PM.
  • Midterm Exam: Tuesday, March 28, 2006, in-class, open book.
  • Late homework will not be accepted for any reason.
  • Check web page for class annoucements and homeworks

CLASS WEB PAGE

http://home.comcast.net/~or335

INSTRUCTOR

Frederick Wieland, [email protected]

Office hours can be arranged by appointment (email to above link or talk to me after class)

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 modeling techniques, introduction to queueing theory, random number generators, discrete-event simulation, Monte Carlo simulation, simulated data analysis, and simulation variance reduction techniques.  In addition to the use of simulation software, each student is expected to produce successful simulations.

PREREQUISITE

A course in probability and one scientific programming language.

GRADING

Homework 35%, Midterm 35%, Term Project 30%

REQUIRED TEXTS

Jerry Banks, et. al., "Discrete-Event Systems Simulation," fourth edition

David Kelton, et. al., "Simulation with Arena," third edition

ARENA SOFTWARE

ARENA is the major simulatin software used in this class. The education version of Arena is free of charge if you use it for class homework or term projects.  If you have a Windows-based PC, you can install Arena.  A copy of the CD-ROM containing Arena is included with the "Simulation with Arena" text.  In addition, Arena is available at the IT&E PC LAB, and Room 15 in Central Module.

MIDTERM EXAM

The Midterm Exam will be Thursday, March 28, 2006.  It will be an in-class, open-book exam.  It will constitute 35% of your grade. If you miss the exam, for any reason whatsoever, you can take a make-up exam with arrangement of the instructor.  The make-up exam will be much more difficult than the in-class exam, and will be graded much stricter.  So please do everything you can to attend the exam date.

TERM PROJECT

The term project should be a real-world simulation, hopefully of some utility to your profession.  More details will be given during the course, but here is some information.

  1. You can do any simulation-related project. Examples include banks, elevators, restaurants, inventory systems, manufacturing plants, offices, traffic intersection, computer lab, telecommunications networks, military deployment, airports, railroad stations, barber shops.
  2. You are exhorted to choose a simulation project which is relevant to your current profession.
  3. You may work in a team, however, the maximum team size is 3 and you must register the team members with the instructor at or before the midterm exam.

GENERAL RULES

  • Please ask questions during class, especially if you are confused.  There is no penalty for being confused during class and/or asking any question, however, there is a penalty if you get a problem incorrect on the midterm exam or in the homeworks.
  • You should work on each homework by yourself.
  • You may fax homework to the instructor under very restricted conditions, by following the fax instructions in the fax instruction page.
  • Late homeworks are not accepted.

 

COURSE TOPICS COVERED

The theory part of the course is covered in the textbook by Banks, while the practical part of the course is covered in the textbook by Kelton.  The outline below is heavily tilted towards the theory parts, but actually we will intermix theory and example throughout the course.  The Kelton textbook will be used to show how to implement the theory using Arena.

Topics

Reading Assignment

1. Introduction to Probability Theory

 Banks, Chapter 5

2. Event scheduling and discrete-event simulation software

Make sure you have Arena installed on your PC or you have obtained access to it in one of the labs. Kelton Chapter 3 is the introduction to Arena.

3. Simulation example: queueing theory (by "hand" and through Arena)

Banks chapter 6, Kelton 2.3 and 2.4

4. Random number generation (2 weeks)

Banks chapters 7 and 8 (over 2 weeks)

5. Input modeling

Banks chapter 9 / Kelton chapter 4

6. Verification and Validation

Banks chapter 10

7. Output modeling

Banks chapter 11

8. Comparing alternative system designs

Banks chapter 12

9. A complete simulation study (2-3 weeks)

Kelton chapter 13