Beruflich Dokumente
Kultur Dokumente
Simulation
Dave Goldsman
Georgia Tech
Atlanta, GA, USA
sman@gatech.edu
www.isye.gatech.edu/~sman
8/18/15
Outline
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Intro to Simulation
Some Easy Examples
Generating Randomness
Analyzing Randomness
Some Bigger Examples
Selecting a Simulation Language
2
1. Intro to Simulation
Analytic methods
Numerical methods
Simulation methods
Definition of Simulation
Simulation is
Intro to Simulation
Reasons to Simulate
Advantages of Simulation
Disadvantages
History
10
More History
Manufacturing
Queueing Models
11
Recent History
Computational algorithms
Probabilistic and statistical methods
12
Typical Questions
15
Applications
Manufacturing
Queueing Problems
Applications (contd)
Portfolio Analysis
Options Pricing
Traffic Simulation
Airspace Simulation
Service Sector
Health Systems
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Happy Birthday
Lets Make Some Pi
Fun With Calculus
Evil Random Numbers
Queues R Us
Stock Market Follies
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Happy Birthday
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183
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Sample n rectangles.
Each is centered randomly on [0,1] and
has width 1/n and height f(x).
Add up areas.
Make n really, really big.
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Queues R Us
Nothing much?
Line gets pretty long?
Hamburgers start to taste better?
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Queues R Us (contd)
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3. Generating Randomness
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Unif(0,1) PRNs
Deterministic algorithm
Example: Linear Congruential Generator
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Unif(0,1) PRNs
Pretend Example:
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Unif(0,1) PRNs
Real Example
X(i) = 16807 X(i-1) mod(2^31 -1)
U(i) = X(i) / m
4. Analyzing Randomness
Analyzing Randomness
Terminating Simulations
Steady-State Simulations
Terminating Simulations
Steady-State Simulations
Batch Means
Overlapping Batch Means / Spectral Analysis
Standardized Time Series
Regeneration
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Steady-State Simulations
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Immunization Clinic
Maternity Clinic
Guinea Worm Disease
Airline Routing Structure
Pandemic Disease Propagation
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Immunization Clinic
Partnership of Immunization Providers
Use simulation to
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6. Selecting a Simulation
Language
Commercial
Freeware