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: ChunHung Chen
Email: cchen9@gmu.edu
Office: Engineering Building (Academic VI), Room 2213
Phone: 7039933572
Fax: 7039931521
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 discreteevent 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 closedform 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, discreteevent 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, "DiscreteEvent 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 Windowsbased 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:
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.
Homework Assignments & Handouts:
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 twonode system. For your convenience, a version of the Ccode for a simplified onenode 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.
Useful Links to the Manufacturers of Simulation
Software:
Excel AddIn 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:
There is another addin 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 addin 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, McGrawHill, 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:
Go to Professor ChunHung Chen's Page