Simulation II模拟II.pptVIP

Simulation II IE 2030 Lecture 18 Outline: Simulation II Advanced simulation demo Review of concepts from Simulation I How to perform a simulation concepts: state variables, events, etc. example Sampling Verification and Validation Core Concepts Steady State Transient Sample size, run length Variability of runs State variables Event Clock Activity Simulation Table FEL (future event list) Concepts from Simulation I (Pseudo-) Random number generator Length of run startup or transient behavior steady state Stability Variability of runs There is no perfect random number generator Should be enough to get steady state behavior. Often initial behavior is atypical E.g. of queue length 2 runs of a simulation perform differently Using pseudo-random numbers Most generators produce a (pseudo)random value x uniformly distributed on [0,1]. Example: you want 1 w.p. 1/3, 2 w.p.1/3, and 5 w.p. 1/3. 0 = x = 1/3 gives value 1 1/3= x = 2/3 gives value 2 2/3= x = 1 gives value 5 cumulative distribution function F : F(.9)=0; F(1)=1/3 ; F(2)=2/3; F(5)=1 Using pseudo-random #’s What are you doing? Let F* be the inverse of the cumulative distribution function of your distribution. F*(x)= 1 for 0 = x = 1/3 F*(x) = 2 for 1/3 x = 2/3 F* (x) = 5 for 2/3 x = 1 You are computing F*(x) where x is U[0,1] Another example: exponential You want to generate a value for an exponentially distributed random variable. You have x, a uniform [0,1] value Compute F*(t) = - log(1-t) Apply F* to x Using tables of random numbers Use consecutive values in table to approximate a uniform distribution then apply same method shown for U[0,1] If you only need a Bernoulli p=1/2 valuecan use one value more directly e.g. even/odd or 0-4 and 5-9. Same for some other simple discrete distributions, probabilities in tenths thirds: skip 0, 1-3,4-6,7-9 How to perform a simulation State variables -- describe state of system, give a “system snapshot”. Event: anythi