INDE 504 Discrete-Event Simulation – Fall 2024

Instructor: Bacel Maddah

Syllabus

Class Notes (over a tentative schedule)

Week 1   

OR and Simulation Modeling

Excel simulation for the game of Craps

Weeks 2-4

Probability and Random Variable Review

Start of Emergency Online Teaching  

Week Starting October 7

Queueing Primer.   Video

Introduction to Discrete Event Simulation.  Video

G/G/1 Hand 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

 Understanding MLEs

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  

Inverse Transform dot Excel 

Excel model for generating Z based on 12 Us

Generating random Varietes (3):  Empirical Distributions,  Stationary Poisson Process, Nonstationary Poisson.   Video

Output Analysis 1:  Nature of Output, Transient and Steady States, Terminating / Nonterminating   Simulations, Estimating Means

Output Analysis 2:  Choosing Initial Conditions, Steady State Analysis,  Replication/Deletion, Batch Means, Comparing Two Configurations

Output Analysis 3:  Comparing > 2 Systems, Comparing with Standard, Variance Reduction, CRN, Antithetic Variates, Control Variates

Excel simulation of a Poisson Process

Project template (to be followed strictly on font size and type, line spacing, margins, page limit, etc.)

Presentation tips

Python Stuff

Introduction to Python

Distribution fitting with Scipy

Weight-height data set 

Introduction to SimPy

Simulation with Simpy

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.

Links

NN Taleb mini lectures in probability  

Flaw of averages video

Winter Simulation Conference archive

Model Thinking With Dr. Queue

The search for the random numbers that run our lives