OR 335/ SYST 335

Discrete Systems Simulation Modeling

Spring 2011

Important Announcements & Deadlines

The weight for Term Project is increased to 35%.
HW#5 is due at 1:30 PM, Thursday, April 28.
Term Project Report is due at 1:30 PM, Thursday, May 5.
Midterm Exam: In class on Thursday, April 14. Make up exam questions will be MUCH HARDER than regular exam questions.
Reminder: there is a 20% penalty for the HW turned in through email.
Reminder: emergent announcements will be sent to your GMU email address. Please check your GMU emails routinely or ensure that they are forwarded correctly.

Honor Code

Student members of the George Mason University community pledge not to cheat, plagiarize, steal, or lie in matters related to academic work.

Instructor: Chun-Hung Chen
Email: cchen9@gmu.edu
Office: Engineering Building (Academic VI), Room 2213
Phone: 703-993-3572
Fax: 703-993-1521
Office Hours: Tuesday 4:00 - 6:00 PM

Teaching Assistant: Mr. James A Costa
Email: jcosta5@masonlive.gmu.edu
Office: SEOR TA Room (Engineering Building, Room 2216)
Office Hours: Monday 2:30 – 4:00 PM, and Wednesday 2:30 – 4:00 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 (i.e., CS 112 or Grade of C or better in IT 103, and STAT 344 or STAT 346 or MATH 351 or Grade of C or better in STAT 250). This is required and will be strictly enforced.

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

Primary Recommended Text: J. Banks, J. S. Carson, II, B. L. Nelson, and D. M. Nicol, "Discrete-Event system Simulation," 5th Edition, 2010. Earlier version of this book is fine too.

Recommended Text: W. D. Kelton, R. P. Sadowski, and D. T. Sturrock, "Simulation With Arena," 5th Edition, 2010. 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 5th Edition as suggested, the 2nd, 3rd, or 4th edition of this book is fine too. But the 1st Edition is too obsolete for this class.

Another Useful Book: C. H. Chen and L. H. Lee, “Stochastic Simulation Optimization: An Optimal Computing Budget Allocation,” 2010. Please click here for details. You can order it from Amazon.com.

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. You can download the software at the Arena Book Web Site. Please read the instructions in the appendix of the book carefully before installation. If you have a Windows-based computer, you can install Arena on your own PC. In addition, Arena Version 12.0 is available 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 student version of Arena is essentially the same as professional version except the limit on the size of model you can run. There are a row of PCs (#23 ~ 30) in IT&E Computer Lab (Room 1506 in the Nguyen Engineering Building) installed with professional version (version 12.0). The professional version allows you to run much bigger models.

Midterm Exam:
In class on Thursday, April 14. There is no final exam. Make up exam questions will be MUCH HARDER than regular exam questions.

General Rules:

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.
Turning in HW through email is subject to a 20% penalty.
No collaborations are allowed for homework, although discussions are encouraged.
Team work are encouraged for term project.
Comments are strongly encouraged.
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 Arena book (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.

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.
You are strongly encouraged to do a simulation project which is relevant with your current work.
Team work are strongly encouraged. The idea size of a term project team is 2 members, but no more than 3.

Homework Assignments & Handouts:

HW#5
HW#4
Term Project
Data for HW#2
Practice Exam (to be discussed in 4/7 & 4/12 classes)
CFRN
Issues about Installing Arena at Windows Vista
Handout for Stochastic Simulation (to be covered in Topics 2, 8, and 9)
Handout for Simulation Modeling Process (to be covered in Topics 7, 8, and 9)

Lectures and Arena Models Given by TA on April 26:

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.

C-code for one-node example (please note that the variables declared in this program are sufficient for the 2-node system in HW#1.)
Simulation Results of the one-node example.

Useful Links to the Manufacturers of Simulation Software:

Arena is developed by Rockwell Software, a division of Rockwell Automation.
Extend is developed by Imagine That, Inc.

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:

Crystal Ball: "Introduction to Simulation and Risk Analysis" by J. R. Evans & D. L. Olson, Prentice Hall.
@RISK: "Simulation Modeling using @RISK", by W. L. Winston, Duxbury.

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:

A simulator for investment plan developed by T. Rowe Price. This simulator provides a whole new way to look at retirement income. It incorporates Monte Carlo simulation to show how uncertainty affects your planning for a steady lifetime income. A very good tutorial about the use of simulation for investment plan is offered at this web site.
Useful tools developed by Ben Crain at George Mason University for probability distributions and random number generation.
Winter Simulation Conference is a major conference about simulation. You can access the papers published in Winter Simulation Conference Proceedings by clicking here. From the proceedings, you can find the update/introduction of simulation software and simulation methodologies, and applications of simulation.
Sigma: event graph simulation modeling, a very nice introduction developed by Prof. Lee Schruben at UC Berkeley.
Informs Simulation Society, professional society for simulation.

Go to Professor Chun-Hung Chen's Page