Page 204 - DCAP601_SIMULATION_AND_MODELING

Simulation and Modelling

Notes 11.4 Summary

 When a new project is formed, one simulation experiment, called Simulation, is
automatically created. You can create your own experiments and set up any simulation
settings you like.
 To design a stochastic simulation experiment, it is caring to have an estimate of the
simulation run lengths required to achieve desired statistical precision.
 In mathematics, more purposely in the theory of Monte Carlo methods, variance reduction
is a procedure used to increase the precision of the estimates that can be obtained for a
given number of iterations.

11.5 Keywords

Fixed Seed (Reproducible Simulation Runs): The seed value of the random number generator is
fixed (specify it in the Seed value field).
Random Seed (Unique Simulation Runs): The seed value of the random number generator is
random.

Relative Accuracy: The desired relative value accuracy for solving equations with methods that
change the integration step.
Time Accuracy: The desired time accuracy for finding change events (switch points) when solving
equations.

11.6 Self Assessment

Fill in the blanks:

1. Specifying the fixed seed value, you initialize the model ……………….. with the same
value for each model run, thus the model runs are reproducible.
2. The desired relative value ……………….. for solving equations with methods that change
the integration step.
3. The greater update rate you specify, the ……………….. presentation will appear.
4. Simulation experiments are like ……………….. trips.
5. The ……………….. queue model is relatively complicated, so that an exact analysis is
evidently not possible with current methodology.
6. Common random numbers, antithetic variates, ……………….., importance sampling and
stratified sampling.

7. Stochastic models require a random seed value for the ……………….. number generator.
8. In random seed value of the random number generator is ………………..
9. The default random number generator is an instance of the Java class Random, which is a
………………..

10. The initialization of the default ……………….. occurs during the initialization of the
experiment and then before each simulation run.
11. ……………….. is a process of smoothing the drawing of points or lines that would otherwise
appear jagged.
12. If the ……………….. frame management is turned on, specify here the ratio between
simulation speed and presentation smoothness.

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