Simulation Basic
Computer Simulation
Industrial Engineering Department
Petra Christian University
Types of Simulation
• Static VS Dynamic
• Stochastic VS Deterministic
• Discrete event VS Continuous
Static VS Dynamic
Static simulation :
Not based on time
Random sample to generate statistical
outcome
Dynamic simulation:
Include the passage of time
State changes as they occur over time
Stochastic VS Deterministic
Stochastic / Probabilistic simulation:
One or more input variables
Produce output that is random
Deterministic simulation:
No random input
All future states are determined
Random Behavior
Probability distribution
Predicting random variable values
Need type of distribution & parameters
Random variate = a value from a distribution
Can be discrete or continuous
Generating Random Numbers
Random behavior
Random number generator
Sequence of numbers repeatedly
Pass statistical test for randomness
Note: figure 3.3
Linear Congruential Generators (LCG)
Recursive formula for integers Z1, Z2, Z3, …
Zi = (aZi-1+c)mod(m)
Where:
a : multiplier
c : incrementnon-negative integers
m : modulus
Z0 : seed / starting value
Zi bounden by 0≤ Zi ≥m-1
Linear Congruential Generators (LCG)
Maximum cycle length m
Type of LCG:
1. Mixed Congruential Generators (c>0)
2. Multiplicative Congruential Generators (c=0)