SimulationBasics模擬基本概念.pptVIP

Simulation Basics(模擬基本概念) By C. L. Hsieh Department of Industrial Management Aletheia University Questions What types of simulation are there? (模擬類型有些?) How is random behavior simulated? (隨機行為如何模擬?) How does discrete event simulation work? (離散事件型模擬之運作過程為何?) How is simulation software used? (如何使用模擬軟體?) What is the future of simulation technology? (模擬技術之未來發展?) Types of Simulation (模擬之類型) Static v.s. Dynamic Simulation (固定性與動態性模擬) Static is not based on time: Monte Carlo Simulation (固定性模擬與時間無關，如蒙地卡羅模擬) Dynamic includes the passage of time. (動態性模擬紀錄時間之變化) States are changed over time. (系統中之狀態隨時間之改變而變化) Clock mechanism moves forward in time (系統時鐘紀錄狀態隨時間之改變之任何事件) Types of Simulation (模擬之類型) Deterministic (確定性) v.s. Stochastic Simulation (隨機性) Types of Simulation (模擬之類型) Discrete-Event v.s. Continuous Simulation (離散事件 v.s. 連續型模擬) A discrete-event simulation is one in which state (狀態) changes at discrete time as triggered by events (離散事件模擬由事件所驅動，紀錄不同時間不同事件之狀態) Types of Simulation (模擬之類型) In continuous simulation, state variables changes continuously w.r.t. time (e.g. temperature of a building controlled by a heating system) (連續型模擬中，狀態變數隨時間以連續方式改變，如加熱系統中溫度之變化) Simulating Random Bahavior (模擬亂數之行為) Random number Generation (亂數產生方式) Simulation uses a random number generator (RNG) (模擬過程中使用亂數產生程式). RNG is a deterministic algorithm used to create uniformly independently distribution between [0,1] (亂數產生程式RNG昰一種定性演算法，能產生介於[0,1]均勻、獨立的分配) The most popular RNG is called Linear Congruential Generators (LCGs) (最有名之RNG稱為LCGs) Examples of LCGs (LCGs範例) Generating Random Variates (隨機變異值) “Generating a random variate”: the activity of obtaining an observation of a random variable from desired distribution (產生隨機變異值:昰一種產生某種特殊隨機變數之機率分配的觀察值之方法) A Random number (from LCGs) is plugged into a transform equation (原理昰將由LCGs程式產生之隨機變數置於一轉置方程式中作運算 (See Law, 1991) DES Simulation (離散事件模擬) Discrete-event simulation uses process flow by a sequenc