Discrete and continuous simulation: theory and practice
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton
CRC Press
[2014]
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xxiii, 351 Seiten Illustrationen, Diagramme |
| ISBN: | 9781466596399 9781138076990 |
Internformat
MARC
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| 100 | 1 | |a Bandyopadhyay, Susmita |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Discrete and continuous simulation |b theory and practice |c Susmita Bandyopadhyay, Ranjan Bhattacharya |
| 264 | 1 | |a Boca Raton |b CRC Press |c [2014] | |
| 300 | |a xxiii, 351 Seiten |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 0 | 7 | |a Computersimulation |0 (DE-588)4148259-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Computersimulation |0 (DE-588)4148259-1 |D s |
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| 700 | 1 | |a Bhattacharya, Ranjan |e Verfasser |4 aut | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-027468818 | ||
Datensatz im Suchindex
| _version_ | 1804152448636420096 |
|---|---|
| adam_text | Contents
List of Figures...........................................................xvii
List of Tables.............................................................xxi
Preface..................................................................xxiii
Chapter 1 Introduction to Simulation.........................................1
1.1 Introduction...............................................1
1.2 Types of Simulation........................................2
1.3 Steps of Simulation........................................3
1.4 Application Areas of Simulation............................5
1.4.1 Manufacturing Simulation...........................5
1.4.2 Transport and Logistics Simulation.................6
1.4.3 Military Applications..............................7
1.4.4 Network Simulation.................................7
1.4.5 Construction Operations............................7
1.4.6 Social Science Applications........................8
1.4.7 Environment Applications...........................8
1.4.8 Health Care Applications...........................9
1.5 Simulation of Queuing Systems.............................10
1.6 Simulation of Inventory System............................12
1.7 Advantages and Disadvantages of Simulation................14
1.8 Overview of the Remaining Chapters........................14
1.9 Conclusion................................................16
References.....................................................16
Chapter 2 Monte Carlo Simulation............................................17
2.1 Introduction..............................................17
2.1.1 Examples..........................................17
2.2 Steps of Monte Carlo Simulation...........................22
2.3 Random Number Generators..................................23
2.4 Types of Monte Carlo Simulations..........................24
2.4.1 Crude Monte Carlo.................................25
2.4.2 Acceptance-Rejection Monte Carlo..................26
2.4.3 Stratified Sampling...............................27
2.4.4 Importance Sampling...............................27
2.5 Variance Reduction Techniques.............................27
2.5.1 Common Random Numbers.............................27
2.5.2 Antithetic Variates...............................28
2.5.3 Control Variates..................................29
2.6 When to Use Monte Carlo Simulation........................29
2.7 Applications of Monte Carlo Simulation....................30
♦ ♦
VII
VIII
Contents
2.8 Advantages and Disadvantages of Monte Carlo
Simulation................................................30
2.8.1 Advantages........................................30
2.8.2 Disadvantages.....................................31
2.9 Conclusion.............................................. 31
References......................................................31
Chapter 3 Introduction to Probability Theory...............................33
3.1 Introduction..............................................33
3.2 Definitions Related to Probability Theory.................34
3.3 Brief Introduction to Set Theory..........................36
3.3.1 Venn Diagram......................................38
3.4 Counting Techniques.......................................43
3.5 Definition of Probability.................................44
3.5.1 Classical Definition of Probability...............45
3.5.2 Relative Frequency Definition of Probability......45
3.5.3 Axiomatic Definition of Probability...............46
3.6 Numerical Examples of Classical Approach
to Probability............................................47
3.7 Laws of Probability.......................................49
3.8 Conclusion................................................51
References......................................................51
Chapter 4 Probability Distributions........................................53
4.1 Introduction..............................................53
4.2 Introduction to Random Variables..........................54
4.3 Discrete and Continuous Probability Distributions.........56
4.4 Various Discrete Probability Distributions................61
4.4.1 Discrete Uniform Distribution.....................63
4.4.2 Binomial Distribution.............................64
4.4.3 Geometric Distribution............................66
4.4.4 Negative Binomial Distribution....................67
4.4.5 Hypergeometric Distribution.......................68
4.4.6 Poisson Distribution..............................69
4.5 Various Continuous Probability Distributions..............70
4.6 Conclusion.............................................. 78
Reference.......................................................78
Chapter 5 Introduction to Random Number Generators.........................79
5.1 Introduction..............................................79
5.2 Characteristics of a Random Number Generator..............79
5.3 Types of Random Number Generators.........................80
5.3.1 True Random Number Generators.....................80
5.3.2 Pseudorandom Number Generators....................82
Contents
IX
5.3.2.1 Linear Congruential Generator..........83
53.2.2 Multiplicative Congruential Generator.86
53.2.3 Inversive Congruential Generator.......86
53.2.4 Combined LCG...........................87
53.2.5 Lagged Fibonacci Generator.............88
53.2.6 Mid-Square Method......................89
533 Software Implementation of Pseudorandom
Number Generators...............................90
5.3.3.1 Mersenne Twister Generator.............90
5.33.2 Marsaglia Generator....................91
53.4 Attacks on Pseudorandom Number Generators.......92
53.5 Quasi-Random Number Generators..................93
5.4 Tests for Random Number Generators......................94
5.4.1 Frequency Test..................................96
5.4.2 Runs Test.......................................98
5.4.3 Autocorrelation Test............................99
5.4.4 Poker Test.....................................100
5.4.5 Gap Test.......................................101
5.4.6 Equidistribution Test..........................103
5.4.7 Coupon Collectors Test.........................103
5.4.8 Permutation Test...............................103
5.4.9 Maximum of t Test..............................104
5.5 Conclusion.............................................104
Reference....................................................104
Chapter 6 Random Variate Generation......................................105
6.1 Introduction...........................................105
6.2 Various Methods of Random Variate Generation...........106
6.2.1 Linear Search..................................106
6.2.2 Binary Search..................................106
6.23 Indexed Search.................................107
6.2.4 Slice Sampling.................................108
6.2.5 Ziggurat Algorithm.............................109
6.2.6 MCMC Method....................................110
6.2.7 Metropolis-Hastings Algorithm..................110
6.2.8 Gibbs Sampling.................................110
6.2.9 Box—Muller Transform Method................... Ill
6.2.9.1 Basic Form........................... Ill
6.2.9.2 Polar Form............................112
6.2.10 Marsaglia Polar Method.........................113
6.2.11 Inverse Transform Technique....................113
6.2.11.1 Exponential Distribution..............114
6.2.11.2 Weibull Distribution..................119
6.2.11.3 Uniform Distribution..................121
6.2.11.4 Triangular Distribution...............122
X
Contents
6.2.12 Convolution Method..............................124
6.2.12.1 Erlang Distribution....................125
6.2.12.2 Binomial Distribution..................125
6.2.13 Acceptance—Rejection Method.....................125
6.2.13.1 Poisson Distribution...................126
6.3 Conclusion..............................................127
Reference.....................................................127
Chapter 7 Steady-State Behavior of Stochastic Processes..................129
7.1 Introduction.......................................... 129
7.2 Definition of Stochastic Process........................130
7.2.1 Classification of Stochastic Processes..........131
7.3 Steady-State Conditions in Various Fields...............134
7.3.1 Steady-State Condition in Economics.............134
7.3.2 Steady-State Condition in Chemistry.............134
7.3.3 Steady-State Condition in Electronics...........135
7.3.4 Steady-State Condition in Electrical Systems....135
7.4 Various Stochastic Processes............................135
7.4.1 Markov Process..................................136
7.4.2 Poisson Process.................................136
7.4.3 Gaussian Process................................137
7.4.4 Brownian Motion.................................137
7.4.5 Bernoulli Process...............................138
7.4.6 Simple Random Walk and Population Processes.....139
7.4.7 Stationary Process..............................139
7.4.8 Autoregressive Process..........................141
7.4.9 Examples of the Markov Process..................142
7.4.10 An Example of the Poisson Process...............150
7.5 Conclusion..............................................150
References....................................................151
Chapter 8 Statistical Analysis of Steady-State Parameters................153
8.1 Introduction............................................153
8.2 Terminating and Steady-State Simulation.................154
8.3 Conclusion..............................................157
Reference.....................................................157
Chapter 9 Computer Simulation............................................159
9.1 Introduction............................................159
9.2 Computer Simulation from Various Aspects..............159
9.3 Simulation of Computer Systems..........................160
9.3.1 Various Components of Computer..................160
9.3.1.1 Memory Types.......................... 161
Contents xi
9.3.1.2 Monitors or Video Display Unit.........163
9.3.1.3 Floppy Disk Drives.....................163
9.3.1.4 Compact Disk Drives....................164
9.3.1.5 Hard Disk Drives.......................164
9.3.1.6 Overall Method of Execution of
Computer Programs.....................164
9.3.1.7 Software Used in Computers.............164
9.3.1.8 Computer Language......................165
9.3.1.9 System Software........................166
9.3.1.10 Elements of Programming Language......167
9.3.2 Simulation of Various Components of Computer
Systems........................................168
9.3.2.1 Stack..................................170
9.3.2.2 Queue..................................171
9.4 Computer Simulations for Various Fields of Study...... 171
9.5 Game Simulation........................................172
9.6 Conclusion.............................................173
Reference....................................................173
Chapter 10 Manufacturing Simulation...........175
10.1 Introduction...........................................175
10.2 Scheduling.............................................176
10.3 Aspects of Manufacturing for Simulation Study..........177
10.3.1 Aspects Considered for Design of
Facility Layout................................178
10.3.2 Aspects Considered for Design of Material
Handling Systems...............................178
10.3.3 Aspects Considered for Design of Cellular
Manufacturing Systems..........................179
10.3.4 Aspects Considered for Design of FMSs..........179
10.3.5 Aspects Considered for Operations Scheduling...179
10.3.6 Aspects Considered for Operating Policies......180
10.3.7 Aspects Considered for Performance Analysis....180
10.4 Selection of Simulation Software.......................181
10.5 List of Simulation Software Applications...............182
10.5.1 Introduction to Arena Simulation Software......182
10.5.1.1 Flowchart Modules.....................184
10.5.1.2 Data Modules..........................189
10.6 Conclusion.............................................191
References...................................................191
Chapter 11 Manufacturing and Supply Chain Simulation Packages...........193
11.1 Introduction...........................................193
11.2 Introduction to C Language.............................194
xii
Contents
11.3 Introduction to C++ Language............................197
11.4 Introduction to AweSim Simulation Software..............198
1 L5 Introduction to Beer Distribution Game Simulation.......200
11.6 Conclusion..............................................203
References.................................................. 203
Chapter 12 Supply Chain Simulation.......................................205
12.1 Introduction............................................205
12.2 Areas of Supply Chain Simulation........................207
12.2.1 Distribution in Supply Chain....................208
12.2.2 Collaborative Planning, Forecasting,
and Replenishment...............................208
12.2.3 Supply Chain Performance Measure................209
12.2.3.1 Various Performance Measures
and Metrics............................211
12.2.4 Methodologies Used in the Existing Literature..220
12.3 Types of Supply Chain Simulations.......................220
12.4 Types of Supply Chain Simulation Software...............222
12.5 Conclusion..............................................223
References....................................................223
Chapter 13 Simulation in Various Disciplines.............................227
13.1 Introduction.......................................... 227
13.2 Simulation in Electronics Engineering...................227
13.2.1 Open Access Software............................228
13.2.2 Proprietary Software............................228
13.3 Simulation in Chemical Engineering......................229
13.4 Simulation in Aerospace Engineering.....................230
13.5 Simulation in Civil Engineering.........................231
13.6 Simulation in Other Disciplines.........................232
13.7 Some Selected Simulation Packages.......................235
13.7.1 FLUENT......................................... 235
13.7.2 TRNSYS..........................................236
13.7.3 EASY5...........................................237
13.7.4 GENESIS.........................................237
13.7.5 BetaSim.........................................237
13.7.6 AMESim..........................................238
13.7.7 SimOne........................................ 238
13.7.8 LogiSim....................................... 238
13.7.9 DWSIM...........................................239
13.8 Conclusion..............................................239
References....................................................239
Contents xiii
Chapter 14 Simulation of Complex Systems................................241
14.1 Introduction...........................................241
14.2 Advantages and Disadvantages of Simple Systems.........242
14.3 Effective Tools to Simulate and Analyze Complex Systems.... 243
14.4 Conclusion.............................................247
References...................................................247
Chapter 15 Simulation with Cellular Automata............................249
15.1 Introduction...........................................249
15.2 Cellular Automata......................................249
15.3 Types of Simulation with Cellular Automata.............251
15.4 Applications of Cellular Automata......................251
15.5 Software for Cellular Automata.........................252
15.6 Conclusion.............................................252
References...................................................253
Chapter 16 Agent-Based Simulation.......................................255
16.1 Background.............................................255
16.2 Characteristics of Agents............................ 255
16.3 Types of Agents........................................257
16.4 Phases of General Agent-Based Simulation...............259
16.5 Design of Agents.......................................260
16.6 Multiagent-Based Simulation in Manufacturing...........262
16.7 Some Multiagent Models.................................264
16.7.1 Gaia Methodology...............................264
16.7.2 ROADMAP Methodology............................265
16.7.3 Prometheus Methodology.........................266
16.7.4 PASSI Methodology..............................267
16.7.5 MaSE Methodology...............................269
16.7.6 Tropos Methodology.............................271
16.8 Applications of Agent-Based Simulation.................272
16.9 Conclusion.............................................273
References...................................................273
Chapter 17 Continuous System Simulation.................................277
17.1 Introduction...........................................277
17.2 Approaches to Continuous System Simulation.............277
17.2.1 Ordinary Differential Equations................277
17.2.2 Partial Differential Equations.................278
17.3 Integration Methods....................................279
17.3.1 Euler Method...................................280
17.3.2 Predictor-Corrector Method.....................281
17.3.3 Runge—Kutta Method.............................282
XIV
Contents
17.4 Validation Schemes........................................283
17.4.1 External Validation Based on Qualitative
Comparisons of Dynamic Response Data..............284
17.4.2 External Validation Based on System
Identification Techniques........................ 285
17.4.3 Category Based on Parameter Sensitivity...........286
17.5 Application Areas of Continuous System Simulation.........286
17.6 Evolution of CSSLs........................................286
17.7 Features of CSSLs.........................................287
17.8 Types of CSSLs............................................288
17.9 Introduction to Some CSSLs................................288
17.9.1 Languages for Ordinary Differential Equations....288
17.9.1.1 MIMIC....................................289
17.9.1.2 DYNAMO...................................289
17.9.1.3 CSMP-III.................................289
17.9.1.4 SL-1.....................................290
17.9.1.5 PROSE....................................290
17.9.1.6 SLANG....................................290
17.9.2 Languages for Partial Differential Equations......290
17.9.2.1 SALEM....................................291
17.9.2.2 PDEL.....................................291
17.9.2.3 LEANS....................................291
17.9.2.4 DSS......................................292
17.9.2.5 PDELAN...................................292
17.10 Conclusion................................................292
References.......................................................292
Chapter 18 Introduction to Simulation Optimization.........................295
18.1 Introduction..............................................295
18.2 Aspects of Optimization for Simulation....................296
18.3 Major Issues and Advantages of Simulation Optimization ... 297
18.4 Commercial Packages for Simulation Optimization...........297
18.5 Application Areas of Simulation Optimization..............298
18.6 Conclusion................................................298
References.......................................................299
Chapter 19 Algorithms for Simulation Optimization..........................301
19.1 Introduction..............................................301
19.2 Major Techniques..........................................301
19.2.1 Gradient-Based Search Techniques..................302
19.2.1.1 Finite Difference Estimation.............304
19.2.1.2 LR Estimators............................304
19.2.1.3 Perturbation Analysis....................304
19.2.1.4 Frequency Domain Experiments.............305
Contents
xv
19.2.2 Stochastic Optimization.........................305
19.2.3 Response Surface Methodology....................305
19.2.4 Heuristic Methods...............................306
19.2.4.1 Genetic Algorithm......................306
19.2.4.2 Evolutionary Strategy..................306
19.2.4.3 Simulated Annealing....................307
19.2.4.4 Tabu Search............................307
19.2.4.5 Simplex Search.........................308
19.2.4.6 A-Teams................................308
19.2.4.7 Sampling Method........................308
19.3 Some Other Techniques..................................308
19.3.1 DIRECT Optimization Algorithm...................308
19.3.2 UOBYQA Optimization Algorithm...................309
19.3.3 Splash..........................................309
19.4 Conclusion.............................................310
References....................................................310
Chapter 20 Simulation with System Dynamics............................311
20.1 Introduction...........................................311
20.2 Important Concepts Related to System Dynamics..........311
20.2.1 Feedback Loop...................................311
20.2.2 Positive and Negative Feedback..................312
20.2.3 First-Order Negative Feedback Loop..............313
20.2.4 Second-Order Negative Feedback Loop.............314
20.3 Steps in Modeling with System Dynamics.................314
20.4 System Dynamics Tools..................................316
20.4.1 Causal Loop Diagrams............................317
20.4.2 Stock and Flow Maps.............................318
20.4.3 Model Boundary Chart............................319
20.5 System Dynamics Software...............................320
20.6 Conclusion.............................................320
References....................................................321
Chapter 21 Simulation Software..........................................323
21.1 Introduction...........................................323
21.2 Types of Studies on Simulation Software................324
21.3 Various Methods of Selecting Simulation Software.......326
21.4 Simulation Software Evaluation.........................330
21.4.1 Model Input.....................................331
21.4.2 Model Execution.................................332
21.4.3 Animation Facilities............................332
21.4.4 Testing and Debugging...........................333
21.4.5 Output of the Simulation Experiment.............333
xvi Contents
21.5 Conclusion..............................................334
References....................................................334
Chapter 22 Future Trends in Simulation.....................................335
22.1 Introduction............................................335
22.2 .NET Technologies.......................................336
22.2.1 C# .NET..........................................338
22.3 Cloud Virtualization....................................340
22.4 Conclusion..............................................344
References....................................................344
Index......................................................................345
|
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| id | DE-604.BV042027291 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T01:10:53Z |
| institution | BVB |
| isbn | 9781466596399 9781138076990 |
| language | English |
| lccn | 2014007711 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027468818 |
| oclc_num | 915546085 |
| open_access_boolean | |
| owner | DE-11 DE-384 |
| owner_facet | DE-11 DE-384 |
| physical | xxiii, 351 Seiten Illustrationen, Diagramme |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | CRC Press |
| record_format | marc |
| spelling | Bandyopadhyay, Susmita Verfasser aut Discrete and continuous simulation theory and practice Susmita Bandyopadhyay, Ranjan Bhattacharya Boca Raton CRC Press [2014] xxiii, 351 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Computersimulation (DE-588)4148259-1 gnd rswk-swf Computersimulation (DE-588)4148259-1 s DE-604 Bhattacharya, Ranjan Verfasser aut Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027468818&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bandyopadhyay, Susmita Bhattacharya, Ranjan Discrete and continuous simulation theory and practice Computersimulation (DE-588)4148259-1 gnd |
| subject_GND | (DE-588)4148259-1 |
| title | Discrete and continuous simulation theory and practice |
| title_auth | Discrete and continuous simulation theory and practice |
| title_exact_search | Discrete and continuous simulation theory and practice |
| title_full | Discrete and continuous simulation theory and practice Susmita Bandyopadhyay, Ranjan Bhattacharya |
| title_fullStr | Discrete and continuous simulation theory and practice Susmita Bandyopadhyay, Ranjan Bhattacharya |
| title_full_unstemmed | Discrete and continuous simulation theory and practice Susmita Bandyopadhyay, Ranjan Bhattacharya |
| title_short | Discrete and continuous simulation |
| title_sort | discrete and continuous simulation theory and practice |
| title_sub | theory and practice |
| topic | Computersimulation (DE-588)4148259-1 gnd |
| topic_facet | Computersimulation |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027468818&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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