IOE 574. Simulation Analysis

Fall 2007

Tue-Thur 12:00-1:30  in Room IOE 2717

Revised 12-6-07

 Course Website:   http://www.engin.umich.edu/class/ioe574/

 

 

 

Instructor: Mark P. Van Oyen, Assoc. Prof. of IOE, Room 2853 IOE,  Phone: 763-1454 fax: 734-764-3451 

                    I prefer you send email - vanoyen"at"umich.edu

                    Office Hours: Monday 1:00-2:00pm and Fri 3:00-4:00pm; other times by appointment

 

Detailed Description: A course in discrete-event simulation for graduate students. The course covers system modeling, simulation design (including mechanisms for efficiency), analysis of output,  and programming in general-purpose languages (such as Visual Basic for Applications in Excel or C++). Proper design and analysis of discrete-event simulation experiments is emphasized. Applications are drawn primarily from manufacturing, service systems, and healthcare. Includes fundamentals as well as the more advanced concepts that allow students to model and to analyze systems using custom simulations at a deeper level than courses based on off-the-shelf simulation packages.  Topics include stochastic models for simulation, statistical methodology for designing simulations and output analysis, random variable and process generation, and efficiency improvement techniques.

 

Note: IOE 474 is a more basic course that emphasizes the use of ProModel as a simulation package. It is not necessary to have IOE 474 prior to IOE 574.

 

IOE grad students may choose to take a qualifying exam on the topic of this course.

 

Text: A. M. Law  2007. Simulation Modeling and Analysis, 4th Edition, McGraw-Hill.  (We previously used the 3rd edition, which has ISBN: 0070592926  and website http://www.mhhe.com/engcs/industrial/lawkelton/).

Note that it is not necessary to have "Expertfit" software included with the book.  We will have Statfit available via CAEN. 

 

Prerequisites:

Familiarity with basic probability, statistics, and Poisson processes; computer programming in some programming language (for example, C, Java, VBA, or Matlab); Background in Markov chains and queueing is helpful, but not required; Graduate standing is recommended, but undergraduates with IOE 316 and a statistics course have the essential background.  IOE 515 is listed as a prerequisite in the catalog, but it is not required if you have the necessary relevant background.

 

Grading: (tentative)

 

Simulation homework  & projects: 45%

Midterm:  25%

Final Examination: 30% 

 

The simulation "homework projects" (plan on 2 or 3 of them) may be done individually or in a team of 2 students. All other homework is to be done individually. When a project is done as a team, the group writeup must be submitted as a single copy bearing the names of all group members (and both members of the group generally share the same grade). The midterm and final examination will be open book and notes.

Course Schedule (tentative):   Note that only the near-term material is available on the website

 

Mod ule	Topic	Reading & Homework (L&K =  Law & Kelton)	Other
1	Discrete Event Simulation  modeling	L&K Chapter 1   introduction.pdf   Get familiar with VBA (see Intro to VBA & Excel .ppt and IOE574-startup.xls)    lec2-formulationSimModels.pdf = lecture notes    Homework #1: hw1.pdf due Thur., 9/13 [I encourage you to start from DiscreteTTFhw1-starter.xls ]	Note that the Ctools website https://ctools.umich.edu/portal has Assignment functionality to upload .xls or .c attachments to the website, and I can view your work through that mechanism.      Intro to Queueing: 574queue-lec-A.ppt  574queue-lec-B.ppt      mm1-queue-sim.pdf
2	Programming simulations	L&K Ch 2 inventory-1-5-sim.pdf   Homework #2: hw2.pdf  due  Tue Sept. 25 at start of class.	The Basic sim. examples [(1) a queueing system and (2) an inventory system]: Basic_Simulation_Modeling.xls   Problem discussed in class: InClassPracticeFormulation.doc
3	Developing Simulations & using “Simlib”	L&K Chapter 5 - Building Credible Sim's. Homework #3: hw3.pdf  due  Tue Oct. 2 at start of class.   Lecture Notes: 9-Intro to RV Generation & Event Scheduling.pdf   10 - verification.pdf   11-WalkTandem-verification.pdf	More complex examples with all simlib VBA routines embedded: Modeling_Complex_Systems.xls (contains "TandemWalk" example from class)
4	Input modeling; Simulation as a stochastic process	L&K Chapter 6 L&K Chapter 4.3 and 4.6 PROJECT #1: CallCenterProject.html  (CallCenter-quickstart.xls )  due Tue Oct. 16	Read L&K Chapter 4 only to the extent you need the review.   Lecture notes:   13-Poisson.pdf
5	Random-number generation	L&K Chapter 7.1-7.3.2 L&K Chapter 8.1-8.2   Homework #4: hw4.pdf  (handed out in class)  due  Thurs Oct 25 at start of class	Lecture notes:  14-Generating Random Variates.pdf; InverseTransform-AcceptRej.pdf; Accept-Reject-NSPP-proof.pdf
6	Choosing distributions for Modeling	EvaluatingFit.ppt
	MIDTERM TEST	Tuesday Nov. 6 in class, proctored. (open notes and book)
7	Output analysis	16-Sim-as-Stoch-Proc-B.pdf  posted 11-11 = Stochastic Process notes - UPDATED.   L&K Chapter 9 assignment: hwk5.pdf  due 11-19. MeanPlots.ppt = example from class 17-steady state analysis.pdf 17-9_5_2 Replication-Deletion.pdf (posted 12-6-07)	Take note that the (old) file Modeling_Complex_Systems_BLN_MVO.xls (which is linked above in Module 3) is helpful for hwk5 because of the worksheet "test" and the distributions generated in BLNDriver()
8	Comparison, ranking, and selection of alternatives	L&K Chapter 10   Brief intro to comparisons: Comparisons Example.ppt   Discussed assignment on Batch means (lag-1 process, but it was not assigned   19-Comparisons.pdf (updated 12-12-07)	Project #2 - Due  11/29 for those who are not doing the class project.  AssembleTestProject.html Arrival Data for B's: AssembleTestProjectData.xls
9	Variance reduction	L&K Chapter 11 through section 11.3   Discussion of Random Variate Generation and streams:  13B-RanNumberGenerators.pdf posted 12-12-07)	Project #3 - Due  12/6 for those who are not doing the class project. XP-PR-problem.pdf     Related Presentation: CRN Application: Suboptimality of Craft (PR) production:  XP-PR.ppt
10	Application of Simulation to Research	Simulation and its role in research.
	Final Exam	Thursday, December 13  4:00 pm for 2 hours, open book and notes. The details of Projects 2 and 3 will not be tested.	For those doing the class project, the project will be due any time on or before December 20.