bina nusantara simulasi probability peretemuan 24 (off clas) mata kuliah: k0194-pemodelan matematika...

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Bina Nusantara Learning Outcomes Mahasiswa akan dapat menjelaskan definisi, pengertian tentang simulasi Deterministik dan probabilistic, simulasi Monte Carlo dan contoh penerapannya dalam berbagai bidang aplikasi..

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Page 1: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

Bina Nusantara

Learning Outcomes

• Mahasiswa akan dapat menjelaskan definisi, pengertian tentang simulasi Deterministik dan probabilistic, simulasi Monte Carlo dan contoh penerapannya dalam berbagai bidang aplikasi..

Page 2: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

Bina Nusantara

Outline Materi:

• Pengertian • Simulasi Deterministik• Simulasi Probabilistik/Monte Carlo

Page 3: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Simulation Models

DeterministicModel elements behave according to

established physical laws

Stochastic/ProbabilisticBehavior of model elements is affected by

uncertainty

Page 4: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Discrete Event Simulation(DES)

A stochastic modeling methodology in which the evolution of the simulated system

takes place through a sequence of changes of its state induced by the occurrence of

key events which may be subject to statistical variability

Page 5: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Successful Applications of DES

• Production Analysis• Operations Management• Project Management• Shop Floor Organization • Scheduling/Planning• Business Process

Improvement• Customer Relations• Inventory Control

• Supply Chain Management

• Purchasing and Sales• Outsourcing Strategy• Logistics• Health Care• Finance and Insurance• Risk Assessment• Military Strategy

Page 6: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Discrete Event Simulation: Key Elements

System and EnvironmentEntities, Attributes and Activities

Events and their ProbabilitiesTime, Counter and State Variables

Page 7: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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System and Environment

• System: Portion of the Universe selected for Study

• Environment: Anything else not contained inside the System

Page 8: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Example: Production System

• Entities = Widgets, Machines, Workers• Attributes = Types, Speed, Capacity,

Failure and Repair Rates, Skill Level and Attitude

• Activities = Casting, Forging, Machining, Welding, Moving, Monitoring

• Events = Breakdown, Arrival• State Variables = WIP, Busy, Idle

Page 9: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Example: Inventory System

• Entities = Warehouse, Handling Systems• Attributes = Design, Capacity• Activities = Withdrawing, Storing• Events = New Order Arrival, Order Fulfillment• State Variables = Inventory level,

Backlogged Demands

Page 10: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Example: Banking System

• Entities = Customers• Attributes = Account balances• Activities = Withdrawals, Deposits• Events = Arrival, Departure• State Variables = Number of customers in

systems, Number of busy tellers

Page 11: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Example: Mass Transportation System

• Entities = Riders• Attributes = Destination, Origination• Activities = Riding• Events = Boarding, Getting Off• State Variables = Number of riders in

system, Number of riders at each stop

Page 12: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Events and their Probabilities

• Events: Occurrences or Happenings which cause a Change in the State of the System

• Deterministic vs Stochastic: Events can be fully Deterministic or subjected to Stochastic Uncertainty

Page 13: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Modeling Uncertainty

• Uncertainty is represented in DES in terms of the probability distribution functions of the variables involved

• Replicated runs are used to obtain statistically representative samples

Page 14: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Steps in a DES Study

Problem Formulation;Objectives

Model Conceptualization;

Data Gathering;

Model Translation

Verification;Validation

Production RunsDocument;Report

Implement

Page 15: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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DES Software

• Simscript/ModSim• ProModel• Witness• Arena• FlexSim

• Automod• Simul8• Micro Saint Sharp• OO-SML• Supply Chain Builder

Page 16: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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DES: Elementary Examples

• Queueing Systems• Inventory Systems

• Machine Repair Systems• Insurance Systems

Page 17: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Queueing Systems

• Customer Arrival Rate ()• Service Rate ()• Waiting Time of Customers in the System

(W= for steady-state MM1 queue)

• Number of Customers in the System

(L = for steady state MM1 queue)

Page 18: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Inventory Systems

• New Order Arrival Rate • Stored Product Unit Sale Price (p)• Cost of Storing a Unit of Product (h)• Cost of Restocking a Unit of Product (c)• Time Delay in replenishing Stock (L)• Maximum Inventory Size (S)• Minimum Inventory Size (s)

Page 19: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Machine Repair Systems

• Minimum Number of Operational Machines (n)

• Number of Spare Machines Ready to Work (s)

• Number of Machines Waiting for Repair (w)

• Failure Rate of Machines • Repair Rate of Machines (b)

Page 20: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

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Insurance Systems

• Arrival Rate of New Insurance Claims ()• Amount of Individual Claim (C)• Number of Policyholders (n)• Signup Rate of New Customers • Amount Paid by Policyholders (p)• Length of Duration of Insurance Policy

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DES: Advanced Examples -Students at Rensselaer(see http://www.rh.edu/~ernesto/C_F2002/DES)

• Jet Engine Component Repair • Fitness Center• Jet Engine Assembly• Doctor’s Office• Jobshop Simulation• Baseball Strategy

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Conclusion

• Simulation Modeling is Techology designed to assist Decision Makers

• Discrete Event Simulation is the Computer based Representation of Systems in terms of the Changes in their States produced by Stochastic Events

• DES is mature and ready for application in many diverse fields

Page 23: Bina Nusantara Simulasi Probability Peretemuan 24 (Off Clas) Mata kuliah: K0194-Pemodelan Matematika Terapan Tahun: 2008

Bina Nusantara