MODELING AND SIMULATION

FUNDAMENTALS

MODELING AND SIMULATION

FUNDAMENTALSTheoretical Underpinnings

and Practical Domains

Edited by

John A. SokolowskiCatherine M. Banks

The Virginia Modeling Analysis and Simulation CenterOld Dominion University

Suffolk, VA

A JOHN WILEY & SONS, INC. PUBLICATION

Cover graphic: Whitney A. Sokolowski

Copyright © 2010 by John Wiley & Sons, Inc. All rights reserved.

Published by John Wiley & Sons, Inc., Hoboken, New Jersey.

Published simultaneously in Canada.

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Library of Congress Cataloging-in-Publication Data

Modeling and simulation fundamentals : theoretical underpinnings and practical domains / [edited by] John A. Sokolowski, Catherine M. Banks. p. cm. Includes bibliographical references and index. ISBN 978-0-470-48674-0 (cloth) 1. Mathematical models. 2. Mathematical optimization. 3. Simulation methods. I. Sokolowski, John A., 1953– II. Banks, Catherine M., 1960– QA401.M53945 2010 511'.8–dc22 2009035905

Printed in the United States of America.

10 9 8 7 6 5 4 3 2 1

This book is dedicated to

my mom, in her memory – John A. Sokolowski

my father, who is always in my thoughts – Catherine M. Banks

vii

CONTENTS

Preface xi

Contributors xiii

1 Introduction to Modeling and Simulation 1Catherine M. Banks

M&S / 2M&S Characteristics and Descriptors / 12M&S Categories / 19Conclusion / 22References / 24

2 Statistical Concepts for Discrete Event Simulation 25Roland R. Mielke

Probability / 26Simulation Basics / 35Input Data Modeling / 39Output Data Analysis / 48Conclusion / 56References / 56

3 Discrete-Event Simulation 57Rafael Diaz and Joshua G. Behr

Queuing System Model Components / 60Simulation Methodology / 62DES Example / 65Hand Simulation—Spreadsheet Implementation / 67Arena Simulation / 87Conclusion / 97References / 98

viii CONTENTS

4 Modeling Continuous Systems 99Wesley N. Colley

System Class / 100Modeling and Simulation (M&S) Strategy / 101Modeling Approach / 102Model Examples / 104Simulating Continuous Systems / 110Simulation Implementation / 118Conclusion / 128References / 129

5 Monte Carlo Simulation 131John A. Sokolowski

The Monte Carlo Method / 132Sensitivity Analysis / 142Conclusion / 145References / 145

6 Systems Modeling: Analysis and Operations Research 147Frederic D. McKenzie

System Model Types / 147Modeling Methodologies and Tools / 148Analysis of Modeling and Simulation (M&S) / 165OR Methods / 174Conclusion / 179References / 179Further Readings / 180

7 Visualization 181Yuzhong Shen

Computer Graphics Fundamentals / 182Visualization Software and Tools / 208Case Studies / 217Conclusion / 223References / 224

8 M&S Methodologies: A Systems Approach to the Social Sciences 227Barry G. Silverman, Gnana K. Bharathy, Benjamin Nye, G. Jiyun Kim, Mark Roddy, and Mjumbe Poe

Simulating State and Substate Actors with CountrySim: Synthesizing Theories Across the Social Sciences / 229

CONTENTS ix

The CountrySim Application and Sociocultural Game Results / 255

Conclusions and the Way Forward / 265References / 268

9 Modeling Human Behavior 271Yiannis Papelis and Poornima Madhavan

Behavioral Modeling at the Physical Level / 273Behavioral Modeling at the Tactical and Strategic Level / 274Techniques for Human Behavior Modeling / 277Human Factors / 305Human–Computer Interaction / 308Conclusion / 320References / 321

10 Verifi cation, Validation, and Accreditation 325Mikel D. Petty

Motivation / 326Background Defi nitions / 326VV&A Defi nitions / 330V&V as Comparisons / 332Performing VV&A / 333V&V Methods / 340VV&A Case Studies / 354Conclusion / 365Acknowledgments / 368References / 368

11 An Introduction to Distributed Simulation 373Gabriel A. Wainer and Khaldoon Al-Zoubi

Trends and Challenges of Distributed Simulation / 374A Brief History of Distributed Simulation / 375Synchronization Algorithms for Parallel and Distributed

Simulation / 377Distributed Simulation Middleware / 383Conclusion / 397References / 398

12 Interoperability and Composability 403Andreas Tolk

Defi ning Interoperability and Composability / 405Current Interoperability Standard Solutions / 412

x CONTENTS

Engineering Methods Supporting Interoperation and Composition / 428

Conclusion / 430References / 431Further Readings / 433

Index 435

xi

PREFACE

Modeling and simulation (M & S) has evolved from tool to discipline in less than two decades. With the technology boom of the 1990s came the ability to use models and simulations in nearly every aspect of life. What was once a tool for training the military (war - gaming) is now a capability to better under-stand human behavior, enterprise systems, disease proliferation, and so much more. To equip developers of M & S, the theoretical underpinnings must be understood. To prepare users of M & S, practical domains must be explored. The impetus for this book is to provide students of M & S with a study of the discipline a survey at a high - level overview.

The purpose of the text is to provide a study that includes defi nitions, para-digms, applications, and subdisciplines as a way of orienting students to M & S as a discipline and to its body of knowledge. The text will provide general conceptual framework for further MSIM studies.

To students who will be reading this text, we offer an incisive analysis of the key concepts, body of knowledge, and application of M & S. This text is designed for graduate students with engineering, mathematical, and/or com-puter science undergraduate training for they must have profi ciency with mathematical representations and computer programs.

The text is divided into 12 chapters that build from topic to topic to provide the foundation/theoretical underpinnings to M & S and then progress to applica-tions/practical domains. Chapter 1 , “ Introduction to Modeling and Simulation, ” provides a brief history, terminology, and applications and domains of M & S. Chapter 2 , “ Statistical Concepts for Discrete Event Simulation, ” provides the mathematical background. Chapters 3 to 5 develop a three - part series of M & S paradigms, starting with Chapter 3 , “ Discrete - Event Simulation, ” Chapter 4 , “ Modeling Continuous Systems, ” and Chapter 5 , “ Monte Carlo Simulation. ” Chapters 6 and 7 develop two areas necessary for model development. Chapter 6 , “ Systems Modeling: Analysis and Operations Research, ” reviews model types and research methods, and Chapter 7 , “ Visualization, ” brings into the discussion the importance of graphics.

The next four chapters cover sophisticated methodologies, verifi cation and validation, and advanced simulation techniques: Chapter 8 , “ M & S Methodologies: A Systems Approach to the Social Sciences, ” Chapter 9 ,

xii PREFACE

“ Modeling Human Behavior, ” Chapter 10 , “ Verifi cation, Validation, and Accreditation, ” and Chapter 11 , “ An Introduction to Distributed Simulation. ” The concluding chapter, “ Interoperability and Composability, ” introduces the importance of interoperability for engaging M & S within a number of domains.

While fi gures in the book are not printed in color, some chapters have fi gures that are described using color. The color representations of these fi gures may be downloaded from the following site: ftp://ftp.wiley.com/public/sci_tech_med/modeling_simulation .

J ohn A. S okolowski C atherine M. B anks

xiii

CONTRIBUTORS

Catherine M. Banks, PhD, Virginia Modeling, Analysis, and Simulation Center, Old Dominion University, 1030 University Boulevard, Suffolk, VA 23435; Email: cmbanks@odu.edu

Joshua G. Behr, PhD, Department of Political Science and Geography, Old Dominion University, 5115 Hampton Boulevard, Norfolk, VA 23529; Email: jbehr@odu.edu

Wesley N. Colley, PhD, Senior Research Scientist, Center for Modeling, Simulation, and Analysis, University of Alabama, 301 Sparkman Drive, VBRH D - 15, Huntsville, AL 35899; Email: colleyw@uah.edu

Rafael Diaz, PhD, Virginia Modeling, Analysis, and Simulation Center, Old Dominion University, 1030 University Boulevard, Suffolk, VA 23435; Email: rdiaz@odu.edu

Poornima Madhavan, PhD, Department of Psychology, Old Dominion University, 5115 Hampton Boulevard, Norfolk, VA 23529; Email: pmadhava@odu.edu

Frederic D. McKenzie, PhD, Department of Electrical and Computer Engineering, Old Dominion University, 5115 Hampton Boulevard, Norfolk, VA 23529; Email: rdmckenz@odu.edu

Roland R. Mielke, PhD, Department of Electrical and Computer Engineering, Old Dominion University, 5115 Hampton Boulevard, Norfolk, VA 23529; Email: rmielke@odu.edu

Yiannis Papelis, PhD, Virginia Modeling, Analysis, and Simulation Center, Old Dominion University, 1030 University Boulevard, Suffolk, VA 23435; Email: ypapelis@odu.edu

Mikel D. Petty, PhD, Director, Center for Modeling, Simulation, and Analysis, University of Alabama, 301 Sparkman Drive, VBRH D - 14, Huntsville, AL 35899; Email: pettym@email.uah.edu

xiv CONTRIBUTORS

Yuzhong Shen, PhD, Department of Electrical and Computer Engineering, Old Dominion University, 5115 Hampton Boulevard, Norfolk, VA 23529; Email: yshen@odu.edu

Barry G. Silverman, PhD, Department of Systems Engineering, University of Pennsylvania, Philadelphia, PA 19104; Email: barryg@seas.upenn.edu

John A. Sokolowski, PhD, Virginia Modeling, Analysis, and Simulation Center, Old Dominion University, 1030 University Boulevard, Suffolk, VA 23435; Email: jsokolow@odu.edu

Andreas Tolk, PhD, Department of Engineering Management and Systems Engineering, Old Dominion University, 5115 Hampton Boulevard, Norfolk, VA 23529; Email: atolk@odu.edu

Gabriel A. Wainer, PhD, Department of Systems and Computer Engineering, Carleton University, 1125 Colonel By Drive, 3216 V - Sim, Ottawa, ON, K1S 5B6, Canada; Email: gwainer@sce.carleton.ca

Gnana K. Bharathy, Postdoctoral candidate, University of Pennsylvania, Philadelphia, PA 19104

G. Jiyun Kim, Postdoctoral candidate, University of Pennsylvania, Phila-delphia, PA 19104

Mjumbe Poe, Research staff, University of Pennsylvania, Philadelphia, PA 19104

Mark Roddy, Research staff, University of Pennsylvania, Philadelphia, PA 19104

Khaldoon Al - Zoubi, Graduate Student, Carleton University, Ottawa, ON, K1S 5B6

Benjamin Nye, Graduate Student, University of Pennsylvania, Philadelphia, PA 19104