OR 335/ SYST 335

Discrete Systems Simulation Modeling

Spring 2008

Important Announcements & Deadlines

Instructor: Chun-Hung Chen
Email: cchen9@gmu.edu
Office: Science & Tec II, Room 319
Phone: 703-993-3572
Fax: 703-993-1521
Office Hours: Tuesday 4:00 - 6:00 PM

Teaching Assistant: Ms. Mona Kamal
Email: mkamal1@gmu.edu
Office: Science & Tec II, Room 142
Office Hours: Wednesday 5:00 - 7:00 PM.

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.

Prerequisites: One course in probability, and one course in programming language.  This is required and will be strictly enforced.

Grading: Homework 25%; Midterm 30%; Term Project 30%; Quiz in class 15% (two lowest ones will be dropped).

Required Text: J. Banks, J. S. Carson, II, B. L. Nelson, and D. M. Nicol, "Discrete-Event system Simulation," 4th Edition, 2004. Earlier version of this book is fine too.

Recommended Text: W. D. Kelton, R. P. Sadowski, and D. T. Sturrock, "Simulation With Arena," 4th Edition, 2007, with ARENA Version 10.0 CD-ROM. You may have a question whether you need to buy this book. ARENA is the major simulation software used in this class. Since ARENA is very powerful, many earlier students used it to do their term projects. It is highly recommended that each project team buys at least one copy of this book. If you can not find the 4th Edition as suggested, the 2nd or 3rd Edition of this book is fine too. But the 1st Edition is too old for this class.

ARENA Software: ARENA is the major simulation software used in this class. The education version of Arena is free of charge if you use it for class homework or term project. If you have a Windows-based computer, you can install Arena on your own PC. A copy of CD-ROM comes with our recommended text. In addition, student version of Arena is available on all machines at the IT&E PC Lab. Please note that Arena version up to version 11 is not supported on Windows Vista and click "Issues about Installing Arena at Windows Vista" for details.

Professional Version of ARENA: The CD-ROM coming with the Arena book is student version, which has limit on the size of model you can run. There are three PCs (#14, 15, and 16) in IT&E Computer Lab (Room 137 in ST2) installed with professional version (version 7, given in the 3rd-Edition "Simulation With Arena" book.) The professional version allows you to run much bigger models.

Midterm Exam:
In class on Thursday, March 27, 2008. There is no final exam. Make up exam questions will be MUCH MORE DIFFICULT than regular exam questions.

General Rules:

  1. Late homework and term project report is always allowed. No need to get advanced permission. However, the penalty for late homework and term project report is 25% for the first day and then 5% per day. No exemption.
  2. Turning in HW through email is subject to a 20% penalty.
  3. No collaborations are allowed for homework, although discussions are encouraged.
  4. Team work are encouraged for term project.
  5. Comments are strongly encouraged.
  6. No cheating.

Course Outline & Reading Assignment:

 

Topics

Time (week)

Reading Assignment

1

Introduction and rationale

0.5

 

2

Basic event scheduling simulation

1

Chapter 2 and Section 3.1

3

Review of basic probability and statistics

1

Chapter 5

4

Simulation Software

2

Chapter 4.

Must read: Chapters 3~ 4 of the recommended text (very useful!!)

5

Uniform random numbers

0.5

Sections 7.1~7.3

6

Generating nonuniform random numbers

1.5

Chapter 8

7

Input Modeling

1

Sections 9.1~9.4

8

Simulation output analysis

1

Sections 11.1~11.4, skim Section 11.5

9

Monte Carlo Simulation

1

Chapter 2

10

Advanced Simulation Topics

1

Skim Chapters 6, 10, and 12

11

Term Project Presentation

1

 

 

Term Project: More details about term project will be given during the semester. Here are some reminders.

  1. Generally speaking, you can do any simulation related subjects. Simulated examples include banks, elevators, restaurants, inventory system, manufacturing plants, offices, traffic intersection, computer lab, telecommunication networks, military deployment, airports, railroad stations, barber shop, and party.
  2. You are strongly encouraged to do a simulation project which is relevant with your current work.
  3. Team work are strongly encouraged. The idea size of a term project team is 2 members, but no more than 3.

Homework Assignments & Handouts:

Useful information for HW#1:

In the HW#1, you need to implement simulation code for a two-node system. For your convenience, a version of the C-code for a simplified one-node system is provided below. In addition, the results by running this code is provided. You are supposed to obtain the same results on your own computation platform.

Useful Links to the Manufacturers of Simulation Software:

Excel Add-In for Monte Carlo Simulation:

Crystal Ball and @RISK are two useful packages for Monte Carlo simulation using Excel.  There are two excellent books for these tools:

There is another add-in package called SimulaAr developed by Dr. Luciano Machain at National University of Rosario in Argentina.  This is free and can be downloaded at

SimulAr Web Site (Free Excel add-in for Monte Carlo Simulation)

A good book for process modeling, simulation, analysis, and design:

The book "Process Analysis and Improvement" by M. S. Seppanen, S. Kumar, C. Chandra, McGraw-Hill, 2005, gives an excellent introduction about how to use four useful software tools altogether for process modeling, simulation, analysis and design:

1.      Microsoft Visio presents process logic as a visual diagram with necessary flows from one entity to the next. 

2.      Excel is a repository of process data.

3.      Arena analyzes the process performance through simulation model.

4.      Visual Basic for Application can be used to move data between the above applications.

Other Useful Links:

Go to Professor Chun-Hung Chen's Page