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Jerry Banks retired in 1999 as a professor in the School of Industrial and Systems Engineering,
Georgia Institute of Technology, after which he worked as senior simulation technology advisor for Brooks Automation; he is currently a professor at Techno´ogico de Monterrey, M´exico. He is the author, coauthor, editor, or coeditor of twelve books, one set of proceedings, several chapters in texts, and numerous technical papers. His most recent book is RIFD Applied, co-authored with three others, and published by John Wiley in 2007. He is the editor of the Handbook of Simulation, published in 1998 by John Wiley, which won the award for Excellence in Engineering Handbooks from the Professional Scholarly Publishing Division of the Association of American Publishers, Inc. He is also author or coauthor of Getting Started with AutoMod, Second Edition, Introduction to SIMAN V and CINEMA V, Getting Started with GPSS/H, Second Edition, Forecasting and Management of Technology, Second Edition (in preparation) and Principles of Quality Control. He was a founding partner in the simulation-consulting firm Carson/Banks &Associates, Inc., which was purchased by AutoSimulations, Inc. He is a full member of many technical societies, among them the Institute of Industrial Engineers (IIE); he served eight years as that organization’s representative to the Board of the Winter Simulation Conference, including two years as board chair. He is the recipient of the INFORMS College on Simulation Distinguished Service Award for 1999 and was named a Fellow of IIE in 2002. John S. Carson II is an independent simulation consultant. Formerly, he held management and consulting positions in the simulation services and software industry, including positions atAutoSimulations and the AutoMod Group at Brooks Automation. He was the co-founder and president of the simulation services firm Carson/Banks &Associates. He has over 30 years experience in simulation in a wide range of application areas, including manufacturing, distribution, warehousing and material handling, order fulfillment systems, postal systems, transportation and rapid transit systems, port operations (container terminals and bulk handling), and health-care systems. He has taught simulation and operations research at the Georgia Institute of Technology and the University of Florida.
Barry L. Nelson is the Charles Deering McCormick Professor and Chair of the Department of Industrial Engineering and Management Sciences at Northwestern University. His research centers on the design and analysis of computer simulation experiments on models of stochastic systems, concentrating on multivariate input modeling and output analysis, optimization via simulation and metamodeling. Application areas include financial engineering, computer performance modeling, quality control, manufacturing and transportation systems. He is the Editor in Chief of Naval Research Logistics, a Fellow of INFORMS, and was simulation area editor of Operations Research, president of the INFORMS (then TIMS) College on Simulation, and Chair of the Board of Directors of the Winter Simulation Conference.
David M. Nicol is professor of electrical and computer engineering at the University of Illinois at Urbana-Champaign. He is a long-time contributor in the field of parallel and distributed discrete-event simulations, having written one of the early Ph.D. dissertations on the topic. He has also worked in parallel algorithms, algorithms for mapping workload in parallel architectures, performance analysis, and reliability modeling and analysis. His research contributions extend to 180 articles in leading computer-science journals and conferences. His research is driven largely by problems encountered in industry and government–he has worked closely with researchers at NASA, IBM,AT&T, Bellcore, Motorola, and the Los Alamos, Sandia, and Oak Ridge National Laboratories, as well as a number of aerospace and communication companies. His current interests lie in modeling and simulation of very large systems, particularly communications and other infrastructure, with applications in evaluating system security. From 1997 to 2003 he was the editor-in-chief of the ACM Transactions on Modeling and Computer Simulation. Professor Nicol is a Fellow of the IEEE, a Fellow of the ACM, and the inaugural awardee of the ACM SIGSIM Distinguished Contributions award.
I Introduction to Discrete-Event System Simulation 1
Chapter 1 Introduction to Simulation 3
1.1 When Simulation Is the Appropriate Tool 4
1.2 When Simulation Is Not Appropriate 4
1.3 Advantages and Disadvantages of Simulation 5
1.4 Areas of Application 7
1.5 Systems and System Environment 9
1.6 Components of a System 9
1.7 Discrete and Continuous Systems 11
1.8 Model of a System 12
1.9 Types of Models 13
1.10 Discrete-Event System Simulation 13
1.11 Steps in a Simulation Study 14
References 18
Exercises 19
Chapter 2 Simulation Examples 21
2.1 Simulation of Queueing Systems 22
2.2 Simulation of Inventory Systems 39
2.3 Other Examples of Simulation 46
2.4 Summary 57
References 57
Exercises 57
Chapter 3 General Principles 67
3.1 Concepts in Discrete-Event Simulation 68
3.1.1 The Event Scheduling/Time Advance Algorithm 71
3.1.2 World Views 74
3.1.3 Manual Simulation Using Event Scheduling 77
3.2 List Processing 86
3.2.1 Lists: Basic Properties and Operations 87
3.2.2 Using Arrays for List Processing 88
3.2.3 Using Dynamic Allocation and Linked Lists 90
3.2.4 Advanced Techniques 92
3.3 Summary 92
References 92
Exercises 93
Chapter 4 Simulation Software 95
4.1 History of Simulation Software 96
4.1.1 The Period of Search (1955—60) 97
4.1.2 The Advent (1961—65) 97
4.1.3 The Formative Period (1966—70) 97
4.1.4 The Expansion Period (1971—78) 98
4.1.5 Consolidation and Regeneration (1979—86) 98
4.1.6 Integrated Environments (1987—Present) 99
4.2 Selection of Simulation Software 99
4.3 An Example Simulation 102
4.4 Simulation in Java 104
4.5 Simulation in GPSS 112
4.6 Simulation in SSF 117
4.7 Simulation Software 120
4.7.1 Arena 122
4.7.2 AutoMod 123
4.7.3 Extend 124
4.7.4 Flexsim 124
4.7.5 Micro Saint 125
4.7.6 ProModel 125
4.7.7 QUEST 126
4.7.8 SIMUL8 127
4.7.9 WITNESS 128
4.8 Experimentation and Statistical-Analysis Tools 128
4.8.1 Common Features 128
4.8.2 Products 129
References 131
Exercises 132
II Mathematical and Statistical Models 147
Chapter 5 Statistical Models in Simulation 149
5.1 Review of Terminology and Concepts 150
5.2 Useful Statistical Models 156
5.3 Discrete Distributions 160
5.4 Continuous Distributions 166
5.5 Poisson Process 186
5.5.1 Properties of a Poisson Process 188
5.5.2 Nonstationary Poisson Process 189
5.6 Empirical Distributions 190
5.7 Summary 193
References 193
Exercises 193
Chapter 6 Queueing Models 201
6.1 Characteristics of Queueing Systems 202
6.1.1 The Calling Population 202
6.1.2 System Capacity 204
6.1.3 The Arrival Process 204
6.1.4 Queue Behavior and Queue Discipline 205
6.1.5 Service Times and the Service Mechanism 206
6.2 Queueing Notation 208
6.3 Long-Run Measures of Performance of Queueing Systems 208
6.3.1 Time-Average Number in System L 209
6.3.2 Average Time Spent in System Per Customer w 211
6.3.3 The Conservation Equation: L = λ w 212
6.3.4 Server Utilization 213
6.3.5 Costs in Queueing Problems 218
6.4 Steady-State Behavior of Infinite-Population Markovian Models 220
6.4.1 Single-Server Queues with Poisson Arrivals and Unlimited Capacity: M/G/1 221
6.4.2 Multiserver Queue: M/M/c/∞/∞ 227
6.4.3 Multiserver Queues with Poisson Arrivals and Limited Capacity: M/M/c/N/∞ 233
6.5 Steady-State Behavior of Finite-Population Models (M/M/c/K/K) 235
6.6 Networks of Queues 239
6.7 Summary 241
References 242
Exercises 243
III Random Numbers 249
Chapter 7 Random-Number Generation 251
7.1 Properties of Random Numbers 251
7.2 Generation of Pseudo-Random Numbers 252
7.3 Techniques for Generating Random Numbers 253
7.3.1 Linear Congruential Method 254
7.3.2 Combined Linear Congruential Generators 257
7.3.3 Random-Number Streams 259
7.4 Tests for Random Numbers 260
7.4.1 Frequency Tests 261
7.4.2 Tests for Autocorrelation 265
7.5 Summary 267
References 268
Exercises 269
Chapter 8 Random-Variate Generation 272
8.1 Inverse-Transform Technique 273
8.1.1 Exponential Distribution 273
8.1.2 Uniform Distribution 276
8.1.3 Weibull Distribution 277
8.1.4 Triangular Distribution 278
8.1.5 Empirical Continuous Distributions 279
8.1.6 Continuous Distributions without a Closed-Form Inverse 283
8.1.7 Discrete Distributions 284
8.2 Acceptance—Rejection Technique 289
8.2.1 Poisson Distribution 290
8.2.2 Nonstationary Poisson Process 293
8.2.3 Gamma Distribution 294
8.3 Special Properties 296
8.3.1 Direct Transformation for the Normal and Lognormal Distributions 296
8.3.2 Convolution Method 298
8.3.3 More Special Properties 299
8.4 Summary 299
References 299
Exercises 300
IV Analysis of Simulation Data 305
Chapter 9 Input Modeling 307
9.1 Data Collection 308
9.2 Identifying the Distribution with Data 310
9.2.1 Histograms 310
9.2.2 Selecting the Family of Distributions 313
9.2.3 Quantile—Quantile Plots 316
9.3 Parameter Estimation 319
9.3.1 Preliminary Statistics: Sample Mean and Sample Variance 319
9.3.2 Suggested Estimators 321
9.4 Goodness-of-Fit Tests 326
9.4.1 Chi-Square Test 327
9.4.2 Chi-Square Test with Equal Probabilities 329
9.4.3 Kolmogorov—Smirnov Goodness-of-Fit Test 331
9.4.4 p-Values and “Best Fits” 333
9.5 Fitting a Nonstationary Poisson Process 334
9.6 Selecting Input Models without Data 335
9.7 Multivariate and Time-Series Input Models 337
9.7.1 Covariance and Correlation 337
9.7.2 Multivariate Input Models 338
9.7.3 Time-Series Input Models 340
9.7.4 The Normal-to-Anything Transformation 342
9.8 Summary 344
References 345
Exercises 346
Chapter 10 Verification and Validation of Simulation Models 354
10.1 Model-Building, Verification, and Validation 355
10.2 Verification of Simulation Models 356
10.3 Calibration and Validation of Models 361
10.3.1 Face Validity 362
10.3.2 Validation of Model Assumptions 362
10.3.3 Validating Input—Output Transformations 363
10.3.4 Input—Output Validation: Using Historical Input Data 374
10.3.5 Input—Output Validation: Using a Turing Test 378
10.4 Summary 379
References 379
Exercises 381
Chapter 11 Output Analysis for a Single Model 383
11.1 Types of Simulations with Respect to Output Analysis 384
11.2 Stochastic Nature of Output Data 387
11.3 Measures of Performance and Their Estimation 390
11.3.1 Point Estimation 390
11.3.2 Confidence-Interval Estimation 392
11.4 Output Analysis for Terminating Simulations 393
11.4.1 Statistical Background 394
11.4.2 Confidence Intervals with Specified Precision 397
11.4.3 Quantiles 399
11.4.4 Estimating Probabilities and Quantiles from Summary Data 400
11.5 Output Analysis for Steady-State Simulations 402
11.5.1 Initialization Bias in Steady-State Simulations 403
11.5.2 Error Estimation for Steady-State Simulation 409
11.5.3 Replication Method for Steady-State Simulations 413
11.5.4 Sample Size in Steady-State Simulations 417
11.5.5 Batch Means for Interval Estimation in Steady-State Simulations 418
11.5.6 Quantiles 422
11.6 Summary 423
References 423
Exercises 424
Chapter 12 Comparison and Evaluation of Alternative System Designs 432
12.1 Comparison of Two System Designs 433
12.1.1 Independent Sampling with Equal Variances 436
12.1.2 Independent Sampling with Unequal Variances 438
12.1.3 Common Random Numbers (CRN) 438
12.1.4 Confidence Intervals with Specified Precision 446
12.2 Comparison of Several System Designs 448
12.2.1 Bonferroni Approach to Multiple Comparisons 449
12.2.2 Bonferroni Approach to Selecting the Best 454
12.2.3 Bonferroni Approach to Screening 457
12.3 Metamodeling 458
12.3.1 Simple Linear Regression 459
12.3.2 Testing for Significance of Regression 463
12.3.3 Multiple Linear Regression 466
12.3.4 Random-Number Assignment for Regression 466
12.4 Optimization via Simulation 467
12.4.1 What Does ‘Optimization via Simulation’ Mean? 468
12.4.2 Why is Optimization via Simulation Difficult? 469
12.4.3 Using Robust Heuristics 470
12.4.4 An Illustration: Random Search 473
12.5 Summary 476
References 476
Exercises 477
V Applications 483
Chapter 13 Simulation of Manufacturing and Material-Handling Systems 485
13.1 Manufacturing and Material-Handling Simulations 486
13.1.1 Models of Manufacturing Systems 486
13.1.2 Models of Material-Handling 487
13.1.3 Some Common Material-Handling Equipment 488
13.2 Goals and Performance Measures 489
13.3 Issues in Manufacturing and Material-Handling Simulations 490
13.3.1 Modeling Downtimes and Failures 491
13.3.2 Trace-Driven Models 495
13.4 Case Studies of the Simulation of Manufacturing and Material-Handling Systems 496
13.5 Manufacturing Example: A Job-Shop Simulation 499
13.5.1 System Description and Model Assumptions 499
13.5.2 Presimulation Analysis 502
13.5.3 Simulation Model and Analysis of the Designed System 503
13.5.4 Analysis of Station Utilization 503
13.5.5 Analysis of Potential System Improvements 504
13.5.6 Concluding Words 506
13.6 Summary 506
References 506
Exercises 507
Chapter 14 Simulation of Computer Systems 517
14.1 Introduction 517
14.2 Simulation Tools 520
14.2.1 Process Orientation 522
14.2.2 Event Orientation 524
14.3 Model Input 525
14.3.1 Modulated Poisson Process 526
14.3.2 Virtual-Memory Referencing 528
14.4 High-Level Computer-System Simulation 534
14.5 CPU Simulation 538
14.6 Memory Simulation 543
14.7 Summary 546
References 546
Exercises 547
Chapter 15 Simulation of Computer Networks 550
15.1 Introduction 550
15.2 Traffic Modeling 552
15.3 Media Access Control 555
15.3.1 Token-Passing Protocols 556
15.3.2 Ethernet 559
15.4 Data Link Layer 561
15.5 TCP 562
15.6 Model Construction 569
15.6.1 Construction 569
15.6.2 Example 571
15.7 Summary 573
References 574
Exercises 574
Appendix 576
Index 591
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