INDE 504 Discrete-Event Simulation – Fall 2024
Instructor: Bacel Maddah
Syllabus
Class Notes (over a tentative schedule)
Excel simulation for the game of Craps
Weeks 2-4
Probability and Random Variable Review
Start of Emergency Online Teaching
Week Starting October 7
Introduction to Discrete Event Simulation. Video
Monte Carlo and Process Oriented Simulation. Video 1; Video 2
Week Starting October 14
Simulation Verification and Validation. Video
Input Analysis I: Overview and data collection. Video 1; Video 2
Week Starting October 21
Input Analysis II: Hypothesizing distribution and parameter estimation. Videos
Week Starting October 28
Input Analysis III: Goodness of fit, what to do with no data. Videos
Chi Square Test on Drive-through Inter-arrival data
Two-Week Starting November 4
Random Number Generators (1): Overview, Linear Congruential Generators, Good and Common LCGs. Videos
Random Number Generators (2): Testing RNGs, Empirical Tests, Chi^2, KS, Runs. Videos above ↑
Two-Week Starting November 18
Generating random Varietes (1): Inverse Transform, Composition, Convolution. Videos
Generating random Varietes (2): Acceptance-Rejection, Uniform, Triangular, Normal, Lognormal, Bernoulli, Binomial, and Geometric. Video
Excel model for generating Z based on 12 Us
Generating random Varietes (3): Empirical Distributions, Stationary Poisson Process, Nonstationary Poisson. Video
Excel Simulation of a Poisson Process
Last Two Weeks
Output Analysis 1: Nature of Output, Transient and Steady States, Terminating / Nonterminating Simulations, Estimating Means. Video
Output Analysis 2: Choosing Initial Conditions, Steady State Analysis, Replication/Deletion, Batch Means, Comparing Two Configurations. Videos
Output Analysis 3: Comparing > 2 Systems, Comparing with Standard, Variance Reduction, CRN, Antithetic Variates, Control Variates. Video
Obtaining a Specific Precision of Output dot Excel
Project
Project template (to be followed strictly on font size and type, line spacing, margins, page limit, etc.)
Python Stuff
Distribution fitting with Scipy
Homework Assignments
Online submission instructions (to be followed strictly).
HW 1. Probability refresh. Submit in hard copy. Due Tuesday, Sep 24.
HW 2. Discrete event and Monte Carlo by hand. Due Thursday, Oct 17. Submit here.
HW 3. KSZ book: 3-6, 3-7, 3-13, and supplement problem. Due Thursday, Oct 24. Submit here.
HW 4. BCNN book, Ch 9 (pp. 376-379): 9.7, 9.11, 9.12, 9.14, 9.17, 9.19 (use Arena Input Analyzer). Due Tuesday, Nov 5. Submit here.
HW 5. BCNN book, Ch 7 (p. 293): 7.2, 7.4, 7.5, 7.6, and supplement problem. Due Thursday, Nov 28. Submit here.
HW 6. BCNN book, Ch 8 (use Excel RNG): 8.4, 8.5, 8.9, 8.29, Ch 11: 11.1, 11.4. Due Saturday, Dec 14. Submit here.
Links
NN Taleb mini lectures in probability
Winter Simulation Conference archive
The search for the random numbers that run our lives