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introduction - IE Advanced Simulation Experiment Design and...

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IE Advanced Simulation Experiment Design and Analysis Hong Wan Purdue University Spring, 2007, based on Prof. Barry L. Nelson’s notes for IEMS465, Northwestern University 1
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SIMULATION OVERVIEW One view of dynamic, stochastic systems: INPUTS + LOGIC = SAMPLE PATHS The inputs represent the uncertainty in a system at the most basic level. The logic describes how the system reacts to realizations of the inputs. The sample path is a time-ordered collection of data representing what happened to the system in one instance. Simulation produces new sample paths by generating inputs and applying the logic. Discrete-event, stochastic simulation is used when the important changes in the system occur in jumps at a countable set of event times . 2
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DISCRETE-EVENT SIMULATION EXAMPLE Two components work as an active and spare, so the system fails if both are failed. The lifetime of a component is equally likely 1, 2, 3, 4, 5 or 6 days. Repair takes exactly 2.5 days (only one at a time). What can we say about the time to failure (TTF) for this system? The state of the system is the number of functional components. The events are the failure of a component and the completion of a repair. 3
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System Future Event List Clock State Next Failure Next Repair 0 2 4
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FEATURES Simulated time (the simulation clock) jumps from event time to event time; this is called next-event time advance . The current state of the system, and the list of future events,
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