cds - network simulation- · cds - network simulation-prof. dr. jürgen jasperneite 4 c d s j j 7...

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CDS - Network Simulation - Prof. Dr. Jürgen Jasperneite 1 CDS JJ 1 Network Simulation Chapter 1: Basic Simulation Modeling Prof. Dr. Jürgen Jasperneite 1: Basic Simu lati on Modeling C DS JJ 2 Contents • The Nature of Simulation • Systems, Models and Simulation • Discrete Event Simulation • Simulation of a Single-Server Queueing System • Steps in a Simulation Study 1: Basic Simu lati on Modeling

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Page 1: CDS - Network Simulation- · CDS - Network Simulation-Prof. Dr. Jürgen Jasperneite 4 C D S J J 7 The Nature of Simulation (cont´d) • Some (not all) application areas – Designing

CDS - Network Simulation -

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Network SimulationChapter 1: Basic Simulation Modeling

Prof. Dr. Jürgen Jasperneite

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Contents

• The Nature of Simulation• Systems, Models and Simulation• Discrete Event Simulation• Simulation of a Single-Server Queueing System• Steps in a Simulation Study

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Goal of this chapter

• Understand simulation as a tool to investigatesomething

• What is “something”? > Notion of a system andits model

• Different system/model types require differentsimulation methods

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Contents

• The Nature of Simulation• Systems, Models and Simulation• Discrete Event Simulation• Simulation of a Single-Server Queueing System• Steps in a Simulation Study

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The Nature of Simulation

• Simulation: Imitate the operations of a facility orprocess, usually via computer– What’s being simulated is the system– To study system, often make

assumptions/approximations, both logical andmathematical, about how it works

– These assumptions form a model of the system– If model structure is simple enough, could use

mathematical methods to get exact information onquestions of interest — analytical solution

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The Nature of Simulation (cont´d)

• But most complex systems require models that arealso complex (to be valid)– Must be studied via simulation — evaluate model

numerically and collect data to estimate modelcharacteristics

• Example: Manufacturing company consideringextending its plant– Build it and see if it works out?– Simulate current, expanded operations — could also

investigate many other issues along the way, quicklyand cheaply1:

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The Nature of Simulation (cont´d)

• Some (not all) application areas– Designing and analyzing manufacturing systems– Evaluating military weapons systems or their logistics

requirements– Determining hardware and software requirements for a

computer system– Designing and operating transportation systems such as

airports, freeways, ports, and subways– Evaluating designs for service organizations such as call

centers, fast-food restaurants, hospitals, and postoffices

– Reengineering of business processes– Determining ordering policies for an inventory system– Analyzing financial or economic systems– Determining hardware requirements or protocols for

communications networks

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Field effect Transistor

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Simulation of a filter1:

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Mechatronic Systems

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Network Simulation1:

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Contents

• The Nature of Simulation• Systems, Models and Simulation• Discrete Event Simulation• Simulation of a Single-Server Queueing System• Steps in a Simulation Study

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SYSTEMS, MODELS,AND SIMULATION

• System: A collection of entities (people, parts, messages,machines, servers, …) that act and interact together towardsome end (Schmidt and Taylor, 1970)

– In practice, depends on objectives of study– Might limit the boundaries (physical and logical) of the system– Judgment call: level of detail (e.g., what is an entity?)– Usually assume a time element – dynamic system

• State of a system: Collection of variables and their valuesnecessary to describe the system at that time

– Might depend on desired objectives, output performance measures– Bank model: Could include number of busy tellers, time of arrival

of each customer, etc.– CPU scheduling: length of the job queue.1:

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SYSTEMS, MODELS,AND SIMULATION

• Types of systems– Discrete

• State variables change instantaneously at separated points in time• E.g. Bank model: State changes occur only when a customer arrives or

departs

– Continuous• State variables change continuously as a function of time• E.g. Airplane flight: State variables like position, velocity change

continuously

• Many systems are partly discrete, partly continuous

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SYSTEMS, MODELS,AND SIMULATION

• Ways to study a system

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SYSTEMS, MODELS,AND SIMULATION

• Classification of simulation models– Static vs. dynamic– Deterministic vs. probabilistic (stochastic)– Continuous vs. discrete

• Most operational models are dynamic, stochastic, anddiscrete – will be called discrete-event simulationmodels.

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Contents

• The Nature of Simulation• Systems, Models and Simulation• Discrete Event Simulation• Simulation of a Single-Server Queueing System• Steps in a Simulation Study

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DISCRETE-EVENT SIMULATION

• Discrete-event simulation: Modeling of a system as itevolves over time by a representation where the statevariables change instantaneously at separated points intime

– More precisely, state can change at only a countable number ofpoints in time

– These points in time are when events occur

• Event: Instantaneous occurrence that may change thestate of the system

– e.g. CPU-Scheduling: arrival of a job, beginning of a new execution,departure of a job

• Can in principle be done by hand, but usually done oncomputer

– Later on we will carry out a small hand simulation.

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Time-Advance Mechanisms

• Simulation clock: Variable that keeps the current valueof (simulated) time in the model

– Must decide on, be consistent about, time units– Usually no relation between simulated time and (real) time needed

to run a model on a computer

• Two approaches for time advance– Next-event time advance (usually used) … described in detail below– Fixed-increment time advance (seldom used) … Generally

introduces some amount of modeling error in terms of when eventsshould occur vs. do occur

• Forces a tradeoff between model accuracy and computationalefficiency

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Time-Advance Mechanisms (cont’d.)

• More on next-event time advance– Initialize simulation clock to 0– Determine times of occurrence of future events – event list– Clock advances to next (most imminent) event, which is executed

• Event execution may involve updating event list

– Continue until stopping rule is satisfied (must be explicitly stated)– Clock “jumps” from one event time to the next, and doesn’t “exist”

for times between successive events … periods of inactivity areignored

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Time-Advance Mechanisms (cont’d.)

• Next-event time advance for a single-server queueti = time of arrival of i-th customer (t0 = 0)Ai = t i – t i-1 = interarrival time between (i-1)st and i- th customers

(usually assumed to be a random variable from someprobability distribution)

Si = service-time requirement of i-th customer (another randomvariable)

Di = delay in queue of i-th customerCi = ti + Di + Si = time i-th customer completes service and departsej = time of occurrence of the j-th event (of any type), j = 1, 2, 3, …

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Components and Organization ofa Discrete-Event Simulation Model

• Each simulation model must be customized to target system• But there are several common components, general organization

– System state – variables to describe state– Simulation clock – current value of simulated time– Event list – times of future events (as needed)– Statistical counters – to accumulate quantities for output– Initialization routine – initialize model at time 0– Timing routine – determine next event time, type; advance clock– Event routines – carry out logic for each event type– Library routines – utility routines to generate random variates, etc.– Report generator – to summarize, report results at end– Main program – ties routines together, executes them in right order

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Components and Organization ofa Discrete-Event Simulation Model (cont’d.)

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Components and Organization ofa Discrete-Event Simulation Model (cont’d.)

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Components and Organization ofa Discrete-Event Simulation Model (cont’d.)

• More on entities– Objects that compose a simulation model– Usually include customers, parts, messages, etc. … may include

resources like servers– Characterized by data values called attributes– For each entity resident in the model there’s a record (row) in a list,

with the attributes being the columns

• Approaches to modeling– Event-scheduling – as described above, coded in general-purpose

language– Process – focuses on entities and their “experience,” usually

requires special-purpose simulation software

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# events = 10

IA time = constant(2)

Service time = constant(1)

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Contents

• The Nature of Simulation• Systems, Models and Simulation• Discrete Event Simulation• Simulation of a Single-Server Queueing System• Steps in a Simulation Study

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Problem statement

• Perform a performance evaluation of a checkout counterin a store

• Objectives: Determine– how long do customers have to wait?– how many customers are in line?– how much of the time is the cashier busy?

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A simple model

• Map the real-world system parts to abstractrepresentations

Server

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New customers Customersleave

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A simple model - Algorithm

• How does such a checkout queue work?• Server is idle (no customer present)

– If customer arrives, customer is serviced immediately, untilcompletion

– Server is then busy until customer is completely served

• Server is busy– If customer arrives, the customer joins the end of the queue– When server becomes idle (a customer has been finished), server

checks the queue• If one or more customer waits in queue, the first customer leaves the

queue and is now serviced• If no customer in queue, the server becomes idle

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Simulation of a Single-ServerQueueing System

• Recall single-server queueing model• Assume interarrival times are independent and identically

distributed (IID) random variables• Assume service times are IID, and are independent of

interarrival times• Queue discipline is FIFO• Start empty and idle at time 0• First customer arrives after an interarrival time, not at time 0• Stopping rule: When n-th customer has completed delay in

queue (i.e., enters service) … n will be specified as input

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Problem Statement

• Quantities to be estimated– Expected average delay in queue (excluding service time) of

the n customers completing their delays• Why “expected ?”

– Expected average number of customers in queue (excludingany in service)

• A continuous-time average• Area under Q(t) = queue length at time t, divided by T(n) = time

simulation ends

– Expected utilization (proportion of time busy) of the server• Another continuous-time average• Area under B(t) = server-busy function (1 if busy, 0 if idle at time t),

divided by T(n)

– Many others are possible (maxima, minima, time or number insystem, proportions, quantiles, variances …)

• Important: Discrete-time vs. continuous-time statistics

(̂ )d n

(̂ )q n

(̂ )u n

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Intuitive Explaination

• Given (for now) interarrival times (all times are in minutes):0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …

• Given service times:2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

• n = 6 delays in queue desired• “Hand” simulation:

– Display system, state variables, clock, event list, statisticalcounters … all after execution of each event

– Use above lists of interarrival, service times to “drive” simulation– Stop when number of delays hits n = 6, compute output

performance measures

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Intuitive Explanation (cont’d)

Statusshown isafterallchangeshavebeenmade ineachcase …

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

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Intuitive Explanation (cont’d)

Interarrival times: 0.4, 1.2, 0.5, 1.7, 0.2, 1.6, 0.2, 1.4, 1.9, …Service times: 2.0, 0.7, 0.2, 1.1, 3.7, 0.6, …

Final output performance measures:Average delay in queue = 5.7/6 = 0.95 min./customerTime-average number in queue = 9.9/8.6 = 1.15 cust.Server utilization = 7.7/8.6 = 0.90 (dimensionless)

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Contents

• The Nature of Simulation• Systems, Models and Simulation• Discrete Event Simulation• Simulation of a Single-Server Queueing System• Steps in a Simulation Study

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Steps in a Simulation Study1:

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Formulate problemand plan the study

Collect data anddefine a model

Construct a computerprogram and verify

Makepilot runs

ConceptualModelvalid ?

ProgrammedModelvalid ?

Document, present,and use results

AnalyzeOutput data

Makeproductionruns

Designexperiments

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Advantages, Disadvantages ofSimulation

• Advantages– Simulation allows great flexibility in modeling complex systems, so

simulation models can be highly valid– Easy to compare alternatives– Control experimental conditions– Can study system with a very long time frame

• Disadvantages– Stochastic simulations produce only estimates – with noise– Simulation models can be expensive to develop– Simulations usually produce large volumes of output – need to

summarize, statistically analyze appropriately

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CDS - Network Simulation -

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Conclusions for Today

• You know now– What is a system, a model, the state of a system ?– Different types of systems and models

• deterministic, stochastic, Continuous time/state, discrete time/state

– Basic Concepts of Discrete Event Simulation

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