List of Figures |
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xvii | |
List of Tables |
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xxi | |
Preface |
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xxiii | |
Chapter 1 Introduction to Simulation |
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1 | (16) |
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1 | (1) |
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2 | (1) |
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3 | (2) |
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1.4 Application Areas of Simulation |
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5 | (5) |
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1.4.1 Manufacturing Simulation |
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5 | (1) |
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1.4.2 Transport and Logistics Simulation |
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6 | (1) |
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1.4.3 Military Applications |
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7 | (1) |
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7 | (1) |
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1.4.5 Construction Operations |
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7 | (1) |
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1.4.6 Social Science Applications |
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8 | (1) |
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1.4.7 Environment Applications |
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8 | (1) |
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1.4.8 Health Care Applications |
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9 | (1) |
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1.5 Simulation of Queuing Systems |
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10 | (2) |
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1.6 Simulation of Inventory System |
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12 | (2) |
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1.7 Advantages and Disadvantages of Simulation |
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14 | (1) |
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1.8 Overview of the Remaining Chapters |
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14 | (2) |
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16 | (1) |
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16 | (1) |
Chapter 2 Monte Carlo Simulation |
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17 | (16) |
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17 | (5) |
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17 | (5) |
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2.2 Steps of Monte Carlo Simulation |
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22 | (1) |
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2.3 Random Number Generators |
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23 | (1) |
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2.4 Types of Monte Carlo Simulations |
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24 | (3) |
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25 | (1) |
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2.4.2 Acceptance-Rejection Monte Carlo |
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26 | (1) |
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2.4.3 Stratified Sampling |
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27 | (1) |
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2.4.4 Importance Sampling |
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27 | (1) |
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2.5 Variance Reduction Techniques |
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27 | (2) |
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2.5.1 Common Random Numbers |
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27 | (1) |
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2.5.2 Antithetic Variates |
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28 | (1) |
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29 | (1) |
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2.6 When to Use Monte Carlo Simulation |
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29 | (1) |
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2.7 Applications of Monte Carlo Simulation |
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30 | (1) |
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2.8 Advantages and Disadvantages of Monte Carlo Simulation |
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30 | (1) |
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30 | (1) |
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31 | (1) |
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31 | (1) |
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31 | (2) |
Chapter 3 Introduction to Probability Theory |
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33 | (20) |
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33 | (1) |
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3.2 Definitions Related to Probability Theory |
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34 | (2) |
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3.3 Brief Introduction to Set Theory |
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36 | (7) |
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38 | (5) |
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43 | (1) |
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3.5 Definition of Probability |
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44 | (3) |
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3.5.1 Classical Definition of Probability |
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45 | (1) |
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3.5.2 Relative Frequency Definition of Probability |
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45 | (1) |
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3.5.3 Axiomatic Definition of Probability |
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46 | (1) |
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3.6 Numerical Examples of Classical Approach to Probability |
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47 | (2) |
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49 | (2) |
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51 | (1) |
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51 | (2) |
Chapter 4 Probability Distributions |
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53 | (26) |
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53 | (1) |
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4.2 Introduction to Random Variables |
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54 | (2) |
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4.3 Discrete and Continuous Probability Distributions |
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56 | (5) |
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4.4 Various Discrete Probability Distributions |
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61 | (9) |
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4.4.1 Discrete Uniform Distribution |
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63 | (1) |
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4.4.2 Binomial Distribution |
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64 | (2) |
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4.4.3 Geometric Distribution |
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66 | (1) |
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4.4.4 Negative Binomial Distribution |
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67 | (1) |
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4.4.5 Hypergeometric Distribution |
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68 | (1) |
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4.4.6 Poisson Distribution |
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69 | (1) |
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4.5 Various Continuous Probability Distributions |
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70 | (8) |
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78 | (1) |
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78 | (1) |
Chapter 5 Introduction to Random Number Generators |
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79 | (26) |
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79 | (1) |
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5.2 Characteristics of a Random Number Generator |
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79 | (1) |
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5.3 Types of Random Number Generators |
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80 | (14) |
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5.3.1 True Random Number Generators |
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80 | (2) |
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5.3.2 Pseudorandom Number Generators |
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82 | (8) |
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5.3.2.1 Linear Congruential Generator |
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83 | (3) |
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5.3.2.2 Multiplicative Congruential Generator |
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86 | (1) |
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5.3.2.3 Inversive Congruential Generator |
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86 | (1) |
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87 | (1) |
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5.3.2.5 Lagged Fibonacci Generator |
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88 | (1) |
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5.3.2.6 Mid-Square Method |
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89 | (1) |
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5.3.3 Software Implementation of Pseudorandom Number Generators |
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90 | (2) |
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5.3.3.1 Mersenne Twister Generator |
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90 | (1) |
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5.3.3.2 Marsaglia Generator |
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91 | (1) |
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5.3.4 Attacks on Pseudorandom Number Generators |
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92 | (1) |
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5.3.5 Quasi-Random Number Generators |
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93 | (1) |
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5.4 Tests for Random Number Generators |
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94 | (10) |
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96 | (2) |
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98 | (1) |
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5.4.3 Autocorrelation Test |
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99 | (1) |
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100 | (1) |
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101 | (2) |
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5.4.6 Equidistribution Test |
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103 | (1) |
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5.4.7 Coupon Collectors Test |
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103 | (1) |
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103 | (1) |
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104 | (1) |
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104 | (1) |
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104 | (1) |
Chapter 6 Random Variate Generation |
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105 | (24) |
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105 | (1) |
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6.2 Various Methods of Random Variate Generation |
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106 | (21) |
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106 | (1) |
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106 | (1) |
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107 | (1) |
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108 | (1) |
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109 | (1) |
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110 | (1) |
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6.2.7 Metropolis-Hastings Algorithm |
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110 | (1) |
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110 | (1) |
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6.2.9 Box-Muller Transform Method |
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111 | (2) |
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111 | (1) |
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112 | (1) |
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6.2.10 Marsaglia Polar Method |
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113 | (1) |
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6.2.11 Inverse Transform Technique |
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113 | (11) |
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6.2.11.1 Exponential Distribution |
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114 | (5) |
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6.2.11.2 Weibull Distribution |
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119 | (2) |
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6.2.11.3 Uniform Distribution |
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121 | (1) |
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6.2.11.4 Triangular Distribution |
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122 | (2) |
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6.2.12 Convolution Method |
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124 | (1) |
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6.2.12.1 Erlang Distribution |
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125 | (1) |
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6.2.12.2 Binomial Distribution |
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125 | (1) |
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6.2.13 Acceptance-Rejection Method |
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125 | (5) |
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6.2.13.1 Poisson Distribution |
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126 | (1) |
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127 | (1) |
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127 | (2) |
Chapter 7 Steady-State Behavior of Stochastic Processes |
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129 | (24) |
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129 | (1) |
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7.2 Definition of Stochastic Process |
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130 | (4) |
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7.2.1 Classification of Stochastic Processes |
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131 | (3) |
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7.3 Steady-State Conditions in Various Fields |
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134 | (1) |
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7.3.1 Steady-State Condition in Economics |
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134 | (1) |
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7.3.2 Steady-State Condition in Chemistry |
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134 | (1) |
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7.3.3 Steady-State Condition in Electronics |
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135 | (1) |
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7.3.4 Steady-State Condition in Electrical Systems |
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135 | (1) |
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7.4 Various Stochastic Processes |
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135 | (15) |
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136 | (1) |
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136 | (1) |
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137 | (1) |
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137 | (1) |
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138 | (1) |
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7.4.6 Simple Random Walk and Population Processes |
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139 | (1) |
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139 | (2) |
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7.4.8 Autoregressive Process |
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141 | (1) |
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7.4.9 Examples of the Markov Process |
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142 | (8) |
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7.4.10 An Example of the Poisson Process |
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150 | (1) |
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150 | (1) |
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151 | (2) |
Chapter 8 Statistical Analysis of Steady-State Parameters |
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153 | (6) |
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153 | (1) |
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8.2 Terminating and Steady-State Simulation |
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154 | (3) |
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157 | (1) |
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157 | (2) |
Chapter 9 Computer Simulation |
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159 | (16) |
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159 | (1) |
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9.2 Computer Simulation from Various Aspects |
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159 | (1) |
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9.3 Simulation of Computer Systems |
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160 | (11) |
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9.3.1 Various Components of Computer |
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160 | (8) |
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161 | (2) |
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9.3.1.2 Monitors or Video Display Unit |
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163 | (1) |
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9.3.1.3 Floppy Disk Drives |
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163 | (1) |
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9.3.1.4 Compact Disk Drives |
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164 | (1) |
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164 | (1) |
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9.3.1.6 Overall Method of Execution of Computer Programs |
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164 | (1) |
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9.3.1.7 Software Used in Computers |
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164 | (1) |
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9.3.1.8 Computer Language |
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165 | (1) |
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166 | (1) |
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9.3.1.10 Elements of Programming Language |
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167 | (1) |
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9.3.2 Simulation of Various Components of Computer Systems |
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168 | (9) |
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170 | (1) |
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171 | (1) |
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9.4 Computer Simulations for Various Fields of Study |
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171 | (1) |
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172 | (1) |
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173 | (1) |
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173 | (2) |
Chapter 10 Manufacturing Simulation |
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175 | (18) |
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175 | (1) |
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176 | (1) |
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10.3 Aspects of Manufacturing for Simulation Study |
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177 | (4) |
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10.3.1 Aspects Considered for Design of Facility Layout |
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178 | (1) |
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10.3.2 Aspects Considered for Design of Material Handling Systems |
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178 | (1) |
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10.3.3 Aspects Considered for Design of Cellular Manufacturing Systems |
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179 | (1) |
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10.3.4 Aspects Considered for Design of FMSs |
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179 | (1) |
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10.3.5 Aspects Considered for Operations Scheduling |
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179 | (1) |
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10.3.6 Aspects Considered for Operating Policies |
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180 | (1) |
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10.3.7 Aspects Considered for Performance Analysis |
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180 | (1) |
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10.4 Selection of Simulation Software |
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181 | (1) |
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10.5 List of Simulation Software Applications |
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182 | (9) |
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10.5.1 Introduction to Arena Simulation Software |
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182 | (25) |
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10.5.1.1 Flowchart Modules |
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184 | (5) |
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189 | (2) |
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191 | (1) |
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191 | (2) |
Chapter 11 Manufacturing and Supply Chain Simulation Packages |
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193 | (12) |
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193 | (1) |
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11.2 Introduction to C Language |
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194 | (3) |
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11.3 Introduction to C++ Language |
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197 | (1) |
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11.4 Introduction to AweSim Simulation Software |
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198 | (2) |
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11.5 Introduction to Beer Distribution Game Simulation |
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200 | (3) |
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203 | (1) |
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203 | (2) |
Chapter 12 Supply Chain Simulation |
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205 | (22) |
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205 | (2) |
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12.2 Areas of Supply Chain Simulation |
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207 | (13) |
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12.2.1 Distribution in Supply Chain |
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208 | (1) |
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12.2.2 Collaborative Planning, Forecasting, and Replenishment |
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208 | (1) |
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12.2.3 Supply Chain Performance Measure |
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209 | (11) |
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12.2.3.1 Various Performance Measures and Metrics |
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211 | (9) |
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12.2.4 Methodologies Used in the Existing Literature |
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220 | (1) |
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12.3 Types of Supply Chain Simulations |
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220 | (2) |
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12.4 Types of Supply Chain Simulation Software |
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222 | (1) |
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223 | (1) |
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223 | (4) |
Chapter 13 Simulation in Various Disciplines |
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227 | (14) |
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227 | (1) |
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13.2 Simulation in Electronics Engineering |
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227 | (2) |
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13.2.1 Open Access Software |
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228 | (1) |
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13.2.2 Proprietary Software |
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228 | (1) |
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13.3 Simulation in Chemical Engineering |
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229 | (1) |
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13.4 Simulation in Aerospace Engineering |
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230 | (1) |
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13.5 Simulation in Civil Engineering |
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231 | (1) |
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13.6 Simulation in Other Disciplines |
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232 | (3) |
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13.7 Some Selected Simulation Packages |
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235 | (4) |
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235 | (1) |
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236 | (1) |
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237 | (1) |
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237 | (1) |
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237 | (1) |
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238 | (1) |
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238 | (1) |
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238 | (1) |
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239 | (1) |
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239 | (1) |
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239 | (2) |
Chapter 14 Simulation of Complex Systems |
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241 | (8) |
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241 | (1) |
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14.2 Advantages and Disadvantages of Simple Systems |
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242 | (1) |
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14.3 Effective Tools to Simulate and Analyze Complex Systems |
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243 | (4) |
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247 | (1) |
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247 | (2) |
Chapter 15 Simulation with Cellular Automata |
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249 | (6) |
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249 | (1) |
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249 | (2) |
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15.3 Types of Simulation with Cellular Automata |
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251 | (1) |
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15.4 Applications of Cellular Automata |
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251 | (1) |
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15.5 Software for Cellular Automata |
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252 | (1) |
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252 | (1) |
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253 | (2) |
Chapter 16 Agent-Based Simulation |
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255 | (22) |
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255 | (1) |
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16.2 Characteristics of Agents |
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255 | (2) |
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257 | (2) |
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16.4 Phases of General Agent-Based Simulation |
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259 | (1) |
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260 | (2) |
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16.6 Multiagent-Based Simulation in Manufacturing |
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262 | (2) |
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16.7 Some Multiagent Models |
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264 | (8) |
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264 | (1) |
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16.7.2 ROADMAP Methodology |
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265 | (1) |
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16.7.3 Prometheus Methodology |
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266 | (1) |
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267 | (2) |
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269 | (2) |
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16.7.6 Tropos Methodology |
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271 | (1) |
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16.8 Applications of Agent-Based Simulation |
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272 | (1) |
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273 | (1) |
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273 | (4) |
Chapter 17 Continuous System Simulation |
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277 | (18) |
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277 | (1) |
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17.2 Approaches to Continuous System Simulation |
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277 | (2) |
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17.2.1 Ordinary Differential Equations |
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277 | (1) |
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17.2.2 Partial Differential Equations |
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278 | (1) |
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279 | (4) |
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280 | (1) |
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17.3.2 Predictor-Corrector Method |
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281 | (1) |
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17.3.3 Runge-Kutta Method |
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282 | (1) |
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283 | (3) |
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17.4.1 External Validation Based on Qualitative Comparisons of Dynamic Response Data |
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284 | (1) |
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17.4.2 External Validation Based on System Identification Techniques |
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285 | (1) |
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17.4.3 Category Based on Parameter Sensitivity |
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286 | (1) |
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17.5 Application Areas of Continuous System Simulation |
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286 | (1) |
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286 | (1) |
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287 | (1) |
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288 | (1) |
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17.9 Introduction to Some CSSLs |
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288 | (4) |
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17.9.1 Languages for Ordinary Differential Equations |
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288 | (2) |
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289 | (1) |
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289 | (1) |
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289 | (1) |
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290 | (1) |
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290 | (1) |
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290 | (1) |
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17.9.2 Languages for Partial Differential Equations |
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290 | (11) |
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291 | (1) |
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291 | (1) |
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291 | (1) |
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292 | (1) |
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292 | (1) |
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292 | (1) |
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292 | (3) |
Chapter 18 Introduction to Simulation Optimization |
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295 | (6) |
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295 | (1) |
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18.2 Aspects of Optimization for Simulation |
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296 | (1) |
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18.3 Major Issues and Advantages of Simulation Optimization |
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297 | (1) |
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18.4 Commercial Packages for Simulation Optimization |
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297 | (1) |
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18.5 Application Areas of Simulation Optimization |
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298 | (1) |
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298 | (1) |
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299 | (2) |
Chapter 19 Algorithms for Simulation Optimization |
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301 | (10) |
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301 | (1) |
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301 | (7) |
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19.2.1 Gradient-Based Search Techniques |
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302 | (3) |
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19.2.1.1 Finite Difference Estimation |
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304 | (1) |
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304 | (1) |
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19.2.1.3 Perturbation Analysis |
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304 | (1) |
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19.2.1.4 Frequency Domain Experiments |
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305 | (1) |
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19.2.2 Stochastic Optimization |
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305 | (1) |
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19.2.3 Response Surface Methodology |
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305 | (1) |
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306 | (2) |
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19.2.4.1 Genetic Algorithm |
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306 | (1) |
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19.2.4.2 Evolutionary Strategy |
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306 | (1) |
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19.2.4.3 Simulated Annealing |
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307 | (1) |
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307 | (1) |
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308 | (1) |
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308 | (1) |
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308 | (1) |
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19.3 Some Other Techniques |
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308 | (2) |
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19.3.1 DIRECT Optimization Algorithm |
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308 | (1) |
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19.3.2 UOBYQA Optimization Algorithm |
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309 | (1) |
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309 | (1) |
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310 | (1) |
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310 | (1) |
Chapter 20 Simulation with System Dynamics |
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311 | (12) |
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311 | (1) |
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20.2 Important Concepts Related to System Dynamics |
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311 | (3) |
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311 | (1) |
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20.2.2 Positive and Negative Feedback |
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312 | (1) |
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20.2.3 First-Order Negative Feedback Loop |
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313 | (1) |
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20.2.4 Second-Order Negative Feedback Loop |
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314 | (1) |
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20.3 Steps in Modeling with System Dynamics |
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314 | (2) |
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20.4 System Dynamics Tools |
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316 | (4) |
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20.4.1 Causal Loop Diagrams |
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317 | (1) |
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20.4.2 Stock and Flow Maps |
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318 | (1) |
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20.4.3 Model Boundary Chart |
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319 | (1) |
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20.5 System Dynamics Software |
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320 | (1) |
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320 | (1) |
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321 | (2) |
Chapter 21 Simulation Software |
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323 | (12) |
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323 | (1) |
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21.2 Types of Studies on Simulation Software |
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324 | (2) |
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21.3 Various Methods of Selecting Simulation Software |
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326 | (4) |
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21.4 Simulation Software Evaluation |
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330 | (4) |
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331 | (1) |
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332 | (1) |
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21.4.3 Animation Facilities |
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332 | (1) |
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21.4.4 Testing and Debugging |
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333 | (1) |
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21.4.5 Output of the Simulation Experiment |
|
|
333 | (1) |
|
|
334 | (1) |
|
|
334 | (1) |
Chapter 22 Future Trends in Simulation |
|
335 | (10) |
|
|
335 | (1) |
|
|
336 | (4) |
|
|
338 | (2) |
|
22.3 Cloud Virtualization |
|
|
340 | (4) |
|
|
344 | (1) |
|
|
344 | (1) |
Index |
|
345 | |