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# KKKT 6274

## Modeling and Simulation of

Communication and Computer
Network
Prof. Dr. Mahamod Ismail
mahamod@eng.ukm.my
TEACHING PLAN (1/3)
Week Topics
1
(MBI)
Introduction to Simulation and Performance Modeling:
Analytical and Monte Carlo
2
(MBI)
Simulation Principle:
Event and Time Driven
3
(MBI)
Simulation Model:
Statistical, Random and Queue
4
(MBI)
Model Verification/Validation, Input/Output Analysis
LECTURE 2

SIMULATION PRINCIPLE
Introduction
Stochastic (random process) or deterministic (a
computation that given an initial state of the system will
always produce the same final state when given the same
input)
Continuous (small changes in the input result in small
changes in the output) or discrete (ex: events over time)
Local or distributed (using two or more computers
communicating over a network to accomplish a common
Introduction
Stochastic models use random number generators to model the
chance or random events; they are also called Monte Carlo
simulations. Ex: rainfall/runoff models
A discrete event simulation (DE) manages events in time. Most
computer simulations are of this type. In this type of simulation, the
simulator maintains a queue of events sorted by the simulated time
they should occur. The simulator reads the queue and triggers new
events as each event is processed. It is not important to execute the
simulation in real time. It's often more important to be able to access
the data produced by the simulation, to discover logic defects in the
design, or the sequence of events.

Introduction
A continuous simulation uses differential equations, implemented
numerically. Periodically, the simulation program solves all the
equations, and uses the numbers to change the state and output of the
simulation. Most flight and racing-car simulations are of this type. This
may also be used to simulate electrical circuits.
Distributed models run on a network of interconnected computers,
possibly through the Internet. Simulations dispersed across multiple
host computers like this are often referred to as "distributed
simulations". There are several military standards for distributed
simulation.

Introduction
Computer simulations are used in a wide variety of practical
contexts, such as:
analysis of air pollutant dispersion using atmospheric dispersion
modeling
design of complex systems such as aircraft and also logistics
systems.
design of Noise barriers to effect roadway noise mitigation
flight simulators to train pilots
weather forecasting
Can you think of others?

Introduction
Deterministic vs. Stochastic
Computer simulation has to do with using
computer models to imitate real life or make
predictions.
A model consists of a certain number of input
parameters and a few equations that use
those inputs to give a set of outputs (or
response variables).
The model is usually either deterministic or
stochastic.
10
Deterministic vs. Stochastic
In the deterministic model, the results will be
the same no matter how many times re-
calculate is done.
11
Deterministic vs. Stochastic
Deterministic v. Stochastic
Fixed Data
7%
Fixed Outcomes
\$1,200,00
Variable data
Variable Outcomes
Deterministic
Stochastic
3 5 0 .0 0 4 2 5 .0 0 5 0 0 .0 0 5 7 5 .0 0 6 5 0 .0 0
Monthly S avings
Frequency Chart
D ol l ars
M e an = \$6 46, 19 8
. 00 0
. 02 4
. 04 7
. 07 1
. 09 4
0
11 .7 5
2 3. 5
35 .2 5
4 7
\$3 00, 00 0 \$5 25, 00 0 \$7 50, 00 0 \$9 75, 00 0 \$1 ,2 00, 00 0
500 Trials 6 Outliers
Forecast: Scenario ARetirement Portfolio
13
Deterministic vs. Stochastic
A stochastic model is one that involves
probability or randomness.
For example, random selection of parts in
order to assemble the hinge.

15
Monte Carlo Simulation
A Monte Carlo method is a technique or
computational algorithm that involves using repeated
random numbers and probability to solve problems.
The term Monte Carlo Method was coined by S. Ulam
and Nicholas Metropolis in reference to games of
chance, a popular attraction in Monte Carlo, Monaco
(Hoffman, 1998; Metropolis and Ulam, 1949).
Monte Carlo simulation is a method for iteratively
evaluating a deterministic model using sets of random
numbers as inputs.
16
Monte Carlo Simulation
Monte Carlo simulation is often used when the model
is complex, nonlinear, or involves more than just a
couple uncertain parameters.
A simulation can typically involve over 10,000
evaluations of the model, a task which in the past was
only practical using super computers.
The Monte Carlo method is analyze uncertainty
propagation, where the goal is to determine how
random variation, lack of knowledge, or error affects
the sensitivity, performance, or reliability of the
system that is being modelled.
Monte Carlo Simulation
Monte Carlo simulation is categorized
as a sampling method because the
inputs are randomly generated from
probability distributions to simulate the
process of sampling from an actual
population.
The data generated from the simulation
can be represented as probability
distributions (or histograms) or
converted to error bars, reliability
predictions, tolerance zones, and
confidence intervals.
Monte Carlo Simulation
Monte Carlo follows the five simple steps listed
below:
Step 1: Create a parametric model, y = f(x
1
, x
2
, .., x
q
).
Step 2: Generate a set of random inputs, x
i1
, x
i2
, .., x
iq
.
Step 3: Evaluate the model and store the results as y
i
.
Step 4: Repeat steps 2 and 3 for i = 1 to n.
Step 5: Analyze the results using histograms, summary
statistics, confidence intervals, etc.
Monte Carlo
techniques can
be used in
Battleship
Monte Carlo Simulation
The first figure is simply a unit circle circumscribed by a
square. We could examine this problem in terms of the
full circle and square, but it's easier to examine just one
quadrant of the circle.
Calculation of p
using Monte Carlo
Techniques
Monte Carlo Simulation
Poor dart
players simulate
Monte Carlo
techniques
Monte Carlo Simulation
MC makes
it easy as
pi!
# darts hitting shaded area / # darts hitting
square = p r
2
/ r
2

p = 4 [# darts hitting shaded area / # darts hitting
square]
Monte Carlo Simulation
Time-Driven Simulation
In a time-driven simulation we have a variable
recording the current time, which is incremented
in fixed steps.
After each increment we check to see which
events may happen at the current time point, and
handle those that do.
For example, suppose we want to simulate the
trajectory of a projectile.
At time zero we assign it an initial position and
velocity.
At each time step we calculate a new position and
velocity using the forces acting on the projectile.
Time-Driven Simulation
Time-driven simulation is suitable here
because there is an event (movement) that
happens at each time step.
How do know when to stop the simulation?
We can use either the criterion of time reaching a
certain point, or the model reaching a certain
state, or some combination of the two.
Time-Driven Simulation
General algorithm for time-driven simulation:
1. Initialize the system state and simulation
time
2. while (simulation is not finished)
a) Collect statistics about the current state
b) handle events that occurred between last
step and now
c) Increment simulation time

Event Driven Simulation
Use when
events aren't guaranteed to occur at regular
intervals
don't have a good bound on the time step (it
shouldn't be so small as to make the simulation
run too long, nor so large as to make the number
of events unmanageable)
Example
A line-up at a bank, where customers don't arrive
at regular time intervals, and may be deterred by
a long line-up.
Event Driven Simulation
Use when
events aren't guaranteed to occur at regular
intervals
don't have a good bound on the time step (too
small make simulation run too long; too large make
the number of events unmanageable)
Stop program?
when time reaches a certain point, or when the
system reaches a certain state.
Example
A line-up at a bank, where customers don't arrive
at regular time intervals, and may be deterred by a
long line-up.

Event Driven Simulation
A generic event-driven algorithm:
1. Initialize system state
2. Initialize event list
3. While (simulation not finished)
a) Collect statistics from current state
b) Remove first event from list, handle it
c) Set time to the time of this event.
The list of events can be managed in ordered
by increasing time (a priority heap might be
efficient) and not to generate all the events in
the list at the beginning.
Event Driven Simulation
We initialize the simulation with certain
events, with their associated times.
Certain events may be handled by scheduling
later events, which are inserted at the
appropriate place in the event list.
Stop the event:
When time reaches or exceeds a certain point, or
once the system reaches a certain state
Can also be randomized:
Schedule a random pseudo-event which doesn't
change the state of the model, but simply stops the
simulation.

Discrete Event Model
An instant is a value of system time at which the value
of at least one attribute of an object can be assigned.
An interval is the duration between two successive
instants.
A time span is the contiguous succession of one or
more intervals.
The state of an object at a particular instant is the
enumeration of all attribute values of that object at
that instant, The state consists of all the object states
at a particular instant.
Event Driven Simulation
Event Driven Simulation
An instant is a value of system time at which the value
of at least one attribute of an object can be assigned.
An interval is the duration between two successive
instants.
A time span is the contiguous succession of one or
more intervals.
The state of an object at a particular instant is the
enumeration of all attribute values of that object at
that instant, The state consists of all the object states
at a particular instant.
Event Driven Simulation
References
Dr. Anis Kouba, CS433: Modeling and Simulation
(http://coins.csrlab.org/imamu/akoubaa/cs433/)
ref