2S540 Simulation
Winter 2004

Meetings:	10:45-12:30 Thursday in MA1.44
Instructors:	Ivo Adan
	office:	HG 9.07
	telephone:	247 2932
	e-mail:	i.j.b.f.adan@tue.nl
	Jacques Resing
	office:	HG 9.08
	telephone:	247 2984
	e-mail:	j.a.c.resing@tue.nl
Office Hours:	After class
	or when we are in
Examination:	Take home assignments

Assignments:

#1 Buffer design and control (due February 5, 2004)

• Vertical buffer
• Barrel generating marshmellows
• Inter-arival times of marshmellows, set 1
• Inter-arival times of marshmellows, set 2

#2

Some guidelines for writing a report

Lecture notes

An old version of the lecture notes is still available (in PS format), but during this course we will try to provide an update of the lecture notes.

Course outline from week to week

1. Introduction
   C-source text of simulations:
   • Coin tossing (realization)
   • Fraction of time one of the players is leading
   • Five Heads in a row
   • Birthday problem
   • Nearly birthday problem
   • Lottery problem
   • Lottery problem (with generating loops)
   • Breaking matches
   • Two-machine production line with exponential up and down times
   Java-source text of simulations:
   • Coin tossing
   • Fraction of time one of the players is leading
   • Five Heads in a row
   • Birthday problem
   • Nearly birthday problem
   • Lottery problem
   • Lottery problem (with generating loops)
   • Breaking matches
   • Two-machine production line with exponential up and down times
   Text:
   • Five Heads in a row (exact solution)
2. Event-scheduling approach for discrete-event simualtion
   C-source text of simulations:
   • discrete simulation of single-stage production system
   • discrete-event simulation of single-stage production system
   Java-source text of simulations:
   • discrete-event simulation of single-stage production system
3. Proces-interaction approach for discrete-event simualtion
   Chi-source text of simulations:
   • discrete-event simulation of single-stage production system
   • discrete-event simulation of single-stage production system with three parallel machine
   • discrete-event simulation of two-stage production system
4. Input and output analysis of a simulation
5. How do we generate random variables?
6. Random number generators
7. Variance reduction techniques
8. Left overs: Selecting the warm-up interval and dealing with dependence in interval estimates
   Example:
   • Production of parts
   • Arena source text of simulation of production of parts
   • C-source text of Mean Value Algorithm

References

• J. Banks and J.S. Carson (2001). Discrete-event system simulation. 3rd ed. Upper Saddle River: Prentice Hall.
• P. Bratley, B.L. Fox and L.E. Schrage (1983). A guide to simulation. Springer.
• G.S. Fishman (2001). Discrete-event simulation: modeling, programming, and analysis. Berlin: Springer.
• A.M. Law and W.D. Kelton (2000). Simulation modeling and analysis. 3rd ed. New York: Mc-Graw-Hill.
• W.D. Kelton, R.P. Sadowski, D.A. Sadowski (2002). Simulation with Arena. 2nd ed., London: McGraw-Hill, 2002
• S.M. Ross (1997). Simulation. 2nd ed. London: Academic Press.
• H.C. Tijms (1999). Spelen met kansen. Utrecht: Epsilon.
• H.C. Tijms (2002). Operationele analyse: een inleiding in modellen en methoden. Utrecht: Epsilon.
• Documentation of specification language Chi.