Discrete Event Simulation

Lectures

1. Introduction to Simulation and Discrete-Event Simulation (Banks, Ross, Law) (PDF Slide)

2. Simulation Examples (Banks) (PDF Slide)

3. General Principles (concepts in DES, Event Scheduling/Time Advance Algorithm, List Processing) (PDF Slide)

4. Probability and Statistical Models (Banks, Ross, Law) (PDF Slide)

5. Probability and Statistical Models (Banks, Ross, Law) (PDF Slides)

6. Random processes (PDF Slides)

7. Queueing Models (Banks, Ross) (PDF Slides) (Homework)

8. Random Number Generation (Banks, Ross, Handbook) (PDF Slides)

9. Random-Variate Generation (Banks, Ross, Handbook) (PDF Slides)

10. Input Modelling (PDF Slides)

11. Verification and Validation (PDF Slides)

12. Output Data Analysis (PDF Slides)

13. Variance Reduction Techniques and Monte-Carlo Simulation (PDF Slides)

14. Projects Presentation

Seminars (Laboratories)

1. Simulation Examples based on Excel (Banks)

2. Experiments with classical probability distributions (MATLAB, MATLAB Statistics Toolbox) LAB Assignment

3. Random numbers and variates generation I. LAB Assignment

4. Random numbers and variates generation II. LAB Assignment

5. Introduction to Simulink and SimEvents

6. Examples – Simulation of a single queue system and a calling centre

7. Examples – Monte Carlo Methods

References

1. J. Banks, J. S. Carson II, Barry L. Nelson, David M. Nicol, Discrete-Event System Simulation, 4^th edition, Prentice Hall, 2005

2. Averill M. Law, Simulation Modeling & Analysis, 4^th edition, McGraw-Hill, 2007

3. Sheldon Ross, Simulation, 4^th edition, Elsevier 2006

4. J. Banks (ed.), Handbook of Simulation, Wiley and Sons, 1998

Remarks. Lectures and laboratories will be not necessarily in this order.