Section 3.3: Discrete-Event Simulation Examples

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Section 33: Discrete-Event Simulation Examples Discrete-Event Simulation: A First Course c 2006 Pearson Ed, Inc 0-13-142917-5 Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 1/ 17

SSQ with Immediate Feedback If the service a job receives is incomplete or unsatisfactory, the job feeds back service node arrival queue server departure feedback Completion of service and departure now have different meanings Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 2/ 17

Model Considerations When feedback occurs the job joins the queue consistent with the queue discipline The decision to depart or feed back is random with feedback probability β λ ν β 1 β λ is the arrival rate ν is the service rate Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 3/ 17

Model Considerations Feedback is independent of past history In theory, a job may feed back arbitrarily many times Typically β is close to 00 GetFeedback Method int GetFeedback(double beta) /* 00 <= beta < 10 */ { SelectStream(2); if (Random() < beta) return (1); /* feedback occurs */ else return (0); /* no feedback */ } Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 4/ 17

Statistical Considerations Index i = 1, 2, 3, counts jobs that enter the service node fed-back jobs are not recounted Using this indexing, all job-averaged statistics remain valid We must update delay times, wait times, and service times for each feed back Jobs from outside the system are merged with jobs from the feedback process The steady-state request-for-service rate is larger than λ by the positive additive factor β xν Note that s increases with feedback but 1/ν is the average service time per request Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 5/ 17

Algorithm and Data Structure Considerations Example 331 job index 1 2 3 4 5 6 7 8 9 arrival/ feedback 1 3 4 7 10 13 14 15 19 24 26 30 service 9 3 2 4 7 5 6 3 4 6 3 7 completion 10 13 15 19 26 31 37 40 44 50 53 60 At the computational level, some algorithm and data structure is necessary Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 6/ 17

Example 332 Program ssq2 was modified to incorporate immediate feedback Interarrivals = Exponential(20) Service times = Uniform(10, 20) x 10 09 08 07 06 05 β 000 005 010 015 020 025 q 100 80 60 40 20 00 β 000 005 010 015 020 025 It appears saturation is achieved as β 025 Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 7/ 17

Flow Balance and Saturation Jobs flow into the service node at the average rate of λ To remain flow balanced jobs must flow out of the service node at the same average rate The average rate at which jobs flow out of the service node is x(1 β)ν Flow balance is achieved when λ = x(1 β)ν Saturation occurs when x = 1 or as β 1 λ/ν = 025 Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 8/ 17

Simple Inventory System with Delivery Lag Delivery lag or lead time occurs when orders are not delivered immediately Lag is assumed to be random and independent of order size Without lag, inventory jumps occur only at inventory review times l(t) 80 S 40 s 0-20 -40 t 0 2 4 6 8 10 12 Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 9/ 17

SIS with Lag With delivery lag, inventory jumps occur at arbitrary times l(t) 80 S 40 s 0-20 -40 t 0 2 4 6 8 10 12 The last order is assumed to have no lag We assume that orders are delivered before the next inventory review With this assumption, there is no change to the specification model Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 10/ 17

Statistical Considerations If l i 1 s the equations for l + i and l i remain correct When delivery lag occurs the time-averaged holding and shortage intervals must be modified The delivery lag for interval i is 0 < δ i < 1 i 1 i 1 + δ i i S s 0 l(t) S di l i 1 t S δ id i l i 1 δ id i lag, δ i Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 11/ 17

Consistency Checks It is fundamentally important to verify extended models with the parent model Set system parameters to special values Set β = 0 for the SSQ with feedback Verify that all statistics agree with parent Using the library rngs facilitates this kind of comparison It is a good practice to check for intuitive small-perturbation consistency Use a small, but non-zero β and check that appropriate statistics are slightly larger Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 12/ 17

Example 333 For the SIS with delivery lag, δ i = 00 iff no order during i th interval, 0 < δ i < 10 otherwise The SIS is lag-free iff δ i = 00 for all i If (S,s) are fixed then, even with small delivery lags: ō, d, and ū are the same regardless of delivery lag Compared to the lag-free system, l + will decrease Compared to the lag-free system, l will increase or remain unchanged Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 13/ 17

Example 334 Delivery lags are independent Uniform(00, 10) random variates dependent cost, $ 2800 2600 2400 2200 2000 1800 1600 with a delivery lag no delivery lag S = 80 0 5 10 15 20 25 30 35 40 45 50 55 60 Inventory parameter, s Delivery lag causes l + to decrease and l to increase or remain the same C hold = $25 and C short = $700 cause shift up and to the left Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 14/ 17

Single-Server Machine Shop The machine shop model is closed because there are a finite number of machines in the system operational machines queue server Assume repair times are Uniform(10, 20) random variates There are M machines that fail after an Exponential(1000) random variate Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 15/ 17

Program ssms Program ssms simulates a single-server machine shop The library rngs is used to uncouple the random processes The failure process is defined by the array failures A O(M) search is used to find the next failure Alternate data structures can be used to increase computational efficiency Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 16/ 17

Example 335 The time-averaged number of working machines is M l M l 80 70 60 50 40 30 20 10 0 0 10 20 30 40 50 60 70 80 90 100 Number of Machines M For small values of M the time-averaged number of operational machines is essentially M For large values of M this value is essentially constant at approximately 67 Discrete-Event Simulation: A First Course Section 33: Discrete-Event Simulation Examples 17/ 17