Author: Evon M. O. Abu-Taieh
Publisher: Intechopen
ISBN: 178985363X
Category : Computers
Languages : en
Pages : 83
Book Description
The influx of data in the world today needs analysis that no one method can handle. Some reports estimated the influx of data would reach 163 zitabytes by 2025, hence the need for simulation and modeling theory and practice. Simulation and modeling tools and techniques are most important in this day and age. While simulation carries the needed work, tools for visualizing the results help in the decision-making process. Simulation ranges from a simple queue to molecular dynamics, including seismic reliability analysis, structural integrity assessment, games, reliability engineering, and system safety. This book will introduce practitioners, researchers, and novice users to simulation and modeling, and to the world of imagination.
Simulation Modelling Practice and Theory
Author: Evon M. O. Abu-Taieh
Publisher: Intechopen
ISBN: 178985363X
Category : Computers
Languages : en
Pages : 83
Book Description
The influx of data in the world today needs analysis that no one method can handle. Some reports estimated the influx of data would reach 163 zitabytes by 2025, hence the need for simulation and modeling theory and practice. Simulation and modeling tools and techniques are most important in this day and age. While simulation carries the needed work, tools for visualizing the results help in the decision-making process. Simulation ranges from a simple queue to molecular dynamics, including seismic reliability analysis, structural integrity assessment, games, reliability engineering, and system safety. This book will introduce practitioners, researchers, and novice users to simulation and modeling, and to the world of imagination.
Publisher: Intechopen
ISBN: 178985363X
Category : Computers
Languages : en
Pages : 83
Book Description
The influx of data in the world today needs analysis that no one method can handle. Some reports estimated the influx of data would reach 163 zitabytes by 2025, hence the need for simulation and modeling theory and practice. Simulation and modeling tools and techniques are most important in this day and age. While simulation carries the needed work, tools for visualizing the results help in the decision-making process. Simulation ranges from a simple queue to molecular dynamics, including seismic reliability analysis, structural integrity assessment, games, reliability engineering, and system safety. This book will introduce practitioners, researchers, and novice users to simulation and modeling, and to the world of imagination.
Smart Modeling and Simulation for Complex Systems
Author: Quan Bai
Publisher: Springer
ISBN: 443155209X
Category : Technology & Engineering
Languages : en
Pages : 147
Book Description
This book aims to provide a description of these new Artificial Intelligence technologies and approaches to the modeling and simulation of complex systems, as well as an overview of the latest scientific efforts in this field such as the platforms and/or the software tools for smart modeling and simulating complex systems. These tasks are difficult to accomplish using traditional computational approaches due to the complex relationships of components and distributed features of resources, as well as the dynamic work environments. In order to effectively model the complex systems, intelligent technologies such as multi-agent systems and smart grids are employed to model and simulate the complex systems in the areas of ecosystem, social and economic organization, web-based grid service, transportation systems, power systems and evacuation systems.
Publisher: Springer
ISBN: 443155209X
Category : Technology & Engineering
Languages : en
Pages : 147
Book Description
This book aims to provide a description of these new Artificial Intelligence technologies and approaches to the modeling and simulation of complex systems, as well as an overview of the latest scientific efforts in this field such as the platforms and/or the software tools for smart modeling and simulating complex systems. These tasks are difficult to accomplish using traditional computational approaches due to the complex relationships of components and distributed features of resources, as well as the dynamic work environments. In order to effectively model the complex systems, intelligent technologies such as multi-agent systems and smart grids are employed to model and simulate the complex systems in the areas of ecosystem, social and economic organization, web-based grid service, transportation systems, power systems and evacuation systems.
Simulation Modeling and Arena
Author: Manuel D. Rossetti
Publisher: John Wiley & Sons
ISBN: 111885814X
Category : Mathematics
Languages : en
Pages : 746
Book Description
Emphasizes a hands-on approach to learning statistical analysis and model building through the use of comprehensive examples, problems sets, and software applications With a unique blend of theory and applications, Simulation Modeling and Arena®, Second Edition integrates coverage of statistical analysis and model building to emphasize the importance of both topics in simulation. Featuring introductory coverage on how simulation works and why it matters, the Second Edition expands coverage on static simulation and the applications of spreadsheets to perform simulation. The new edition also introduces the use of the open source statistical package, R, for both performing statistical testing and fitting distributions. In addition, the models are presented in a clear and precise pseudo-code form, which aids in understanding and model communication. Simulation Modeling and Arena, Second Edition also features: Updated coverage of necessary statistical modeling concepts such as confidence interval construction, hypothesis testing, and parameter estimation Additional examples of the simulation clock within discrete event simulation modeling involving the mechanics of time advancement by hand simulation A guide to the Arena Run Controller, which features a debugging scenario New homework problems that cover a wider range of engineering applications in transportation, logistics, healthcare, and computer science A related website with an Instructor’s Solutions Manual, PowerPoint® slides, test bank questions, and data sets for each chapter Simulation Modeling and Arena, Second Edition is an ideal textbook for upper-undergraduate and graduate courses in modeling and simulation within statistics, mathematics, industrial and civil engineering, construction management, business, computer science, and other departments where simulation is practiced. The book is also an excellent reference for professionals interested in mathematical modeling, simulation, and Arena.
Publisher: John Wiley & Sons
ISBN: 111885814X
Category : Mathematics
Languages : en
Pages : 746
Book Description
Emphasizes a hands-on approach to learning statistical analysis and model building through the use of comprehensive examples, problems sets, and software applications With a unique blend of theory and applications, Simulation Modeling and Arena®, Second Edition integrates coverage of statistical analysis and model building to emphasize the importance of both topics in simulation. Featuring introductory coverage on how simulation works and why it matters, the Second Edition expands coverage on static simulation and the applications of spreadsheets to perform simulation. The new edition also introduces the use of the open source statistical package, R, for both performing statistical testing and fitting distributions. In addition, the models are presented in a clear and precise pseudo-code form, which aids in understanding and model communication. Simulation Modeling and Arena, Second Edition also features: Updated coverage of necessary statistical modeling concepts such as confidence interval construction, hypothesis testing, and parameter estimation Additional examples of the simulation clock within discrete event simulation modeling involving the mechanics of time advancement by hand simulation A guide to the Arena Run Controller, which features a debugging scenario New homework problems that cover a wider range of engineering applications in transportation, logistics, healthcare, and computer science A related website with an Instructor’s Solutions Manual, PowerPoint® slides, test bank questions, and data sets for each chapter Simulation Modeling and Arena, Second Edition is an ideal textbook for upper-undergraduate and graduate courses in modeling and simulation within statistics, mathematics, industrial and civil engineering, construction management, business, computer science, and other departments where simulation is practiced. The book is also an excellent reference for professionals interested in mathematical modeling, simulation, and Arena.
Process Modeling and Simulation for Chemical Engineers
Author: Simant R. Upreti
Publisher: John Wiley & Sons
ISBN: 1118914686
Category : Technology & Engineering
Languages : en
Pages : 362
Book Description
This book provides a rigorous treatment of the fundamental concepts and techniques involved in process modeling and simulation. The book allows the reader to: (i) Get a solid grasp of “under-the-hood” mathematical results (ii) Develop models of sophisticated processes (iii) Transform models to different geometries and domains as appropriate (iv) Utilize various model simplification techniques (v) Learn simple and effective computational methods for model simulation (vi) Intensify the effectiveness of their research Modeling and Simulation for Chemical Engineers: Theory and Practice begins with an introduction to the terminology of process modeling and simulation. Chapters 2 and 3 cover fundamental and constitutive relations, while Chapter 4 on model formulation builds on these relations. Chapters 5 and 6 introduce the advanced techniques of model transformation and simplification. Chapter 7 deals with model simulation, and the final chapter reviews important mathematical concepts. Presented in a methodical, systematic way, this book is suitable as a self-study guide or as a graduate reference, and includes examples, schematics and diagrams to enrich understanding. End of chapter problems with solutions and computer software available online at www.wiley.com/go/upreti/pms_for_chemical_engineers are designed to further stimulate readers to apply the newly learned concepts.
Publisher: John Wiley & Sons
ISBN: 1118914686
Category : Technology & Engineering
Languages : en
Pages : 362
Book Description
This book provides a rigorous treatment of the fundamental concepts and techniques involved in process modeling and simulation. The book allows the reader to: (i) Get a solid grasp of “under-the-hood” mathematical results (ii) Develop models of sophisticated processes (iii) Transform models to different geometries and domains as appropriate (iv) Utilize various model simplification techniques (v) Learn simple and effective computational methods for model simulation (vi) Intensify the effectiveness of their research Modeling and Simulation for Chemical Engineers: Theory and Practice begins with an introduction to the terminology of process modeling and simulation. Chapters 2 and 3 cover fundamental and constitutive relations, while Chapter 4 on model formulation builds on these relations. Chapters 5 and 6 introduce the advanced techniques of model transformation and simplification. Chapter 7 deals with model simulation, and the final chapter reviews important mathematical concepts. Presented in a methodical, systematic way, this book is suitable as a self-study guide or as a graduate reference, and includes examples, schematics and diagrams to enrich understanding. End of chapter problems with solutions and computer software available online at www.wiley.com/go/upreti/pms_for_chemical_engineers are designed to further stimulate readers to apply the newly learned concepts.
Simulation Modeling and Analysis with Expertfit Software
Author: Averill Law
Publisher: McGraw-Hill Science/Engineering/Math
ISBN: 9780073294414
Category : Technology & Engineering
Languages : en
Pages : 792
Book Description
Since the publication of the first edition in 1982, the goal of Simulation Modeling and Analysis has always been to provide a comprehensive, state-of-the-art, and technically correct treatment of all important aspects of a simulation study. The book strives to make this material understandable by the use of intuition and numerous figures, examples, and problems. It is equally well suited for use in university courses, simulation practice, and self study. The book is widely regarded as the “bible” of simulation and now has more than 100,000 copies in print. The book can serve as the primary text for a variety of courses; for example: • A first course in simulation at the junior, senior, or beginning-graduate-student level in engineering, manufacturing, business, or computer science (Chaps. 1 through 4, and parts of Chaps. 5 through 9). At the end of such a course, the students will be prepared to carry out complete and effective simulation studies, and to take advanced simulation courses. • A second course in simulation for graduate students in any of the above disciplines (most of Chaps. 5 through 12). After completing this course, the student should be familiar with the more advanced methodological issues involved in a simulation study, and should be prepared to understand and conduct simulation research. • An introduction to simulation as part of a general course in operations research or management science (part of Chaps. 1, 3, 5, 6, and 9).
Publisher: McGraw-Hill Science/Engineering/Math
ISBN: 9780073294414
Category : Technology & Engineering
Languages : en
Pages : 792
Book Description
Since the publication of the first edition in 1982, the goal of Simulation Modeling and Analysis has always been to provide a comprehensive, state-of-the-art, and technically correct treatment of all important aspects of a simulation study. The book strives to make this material understandable by the use of intuition and numerous figures, examples, and problems. It is equally well suited for use in university courses, simulation practice, and self study. The book is widely regarded as the “bible” of simulation and now has more than 100,000 copies in print. The book can serve as the primary text for a variety of courses; for example: • A first course in simulation at the junior, senior, or beginning-graduate-student level in engineering, manufacturing, business, or computer science (Chaps. 1 through 4, and parts of Chaps. 5 through 9). At the end of such a course, the students will be prepared to carry out complete and effective simulation studies, and to take advanced simulation courses. • A second course in simulation for graduate students in any of the above disciplines (most of Chaps. 5 through 12). After completing this course, the student should be familiar with the more advanced methodological issues involved in a simulation study, and should be prepared to understand and conduct simulation research. • An introduction to simulation as part of a general course in operations research or management science (part of Chaps. 1, 3, 5, 6, and 9).
AnyLogic 7 in Three Days
Author: Ilya Grigoryev
Publisher:
ISBN: 9781508933748
Category : Business
Languages : en
Pages : 0
Book Description
THE NEW EDITION OF THE BOOK, COMPLETELY UP-TO-DATE (FOR ANYLOGIC 8.3.2) IS AVAILABLE HERE: https://www.amazon.com/AnyLogic-Three-Days-Simulation-Modeling-ebook/dp/B07FYP8Y3C
Publisher:
ISBN: 9781508933748
Category : Business
Languages : en
Pages : 0
Book Description
THE NEW EDITION OF THE BOOK, COMPLETELY UP-TO-DATE (FOR ANYLOGIC 8.3.2) IS AVAILABLE HERE: https://www.amazon.com/AnyLogic-Three-Days-Simulation-Modeling-ebook/dp/B07FYP8Y3C
Simulation Modeling and Analysis with ARENA
Author: Tayfur Altiok
Publisher: Elsevier
ISBN: 0080548954
Category : Technology & Engineering
Languages : en
Pages : 462
Book Description
Simulation Modeling and Analysis with Arena is a highly readable textbook which treats the essentials of the Monte Carlo discrete-event simulation methodology, and does so in the context of a popular Arena simulation environment. It treats simulation modeling as an in-vitro laboratory that facilitates the understanding of complex systems and experimentation with what-if scenarios in order to estimate their performance metrics. The book contains chapters on the simulation modeling methodology and the underpinnings of discrete-event systems, as well as the relevant underlying probability, statistics, stochastic processes, input analysis, model validation and output analysis. All simulation-related concepts are illustrated in numerous Arena examples, encompassing production lines, manufacturing and inventory systems, transportation systems, and computer information systems in networked settings. - Introduces the concept of discrete event Monte Carlo simulation, the most commonly used methodology for modeling and analysis of complex systems - Covers essential workings of the popular animated simulation language, ARENA, including set-up, design parameters, input data, and output analysis, along with a wide variety of sample model applications from production lines to transportation systems - Reviews elements of statistics, probability, and stochastic processes relevant to simulation modeling
Publisher: Elsevier
ISBN: 0080548954
Category : Technology & Engineering
Languages : en
Pages : 462
Book Description
Simulation Modeling and Analysis with Arena is a highly readable textbook which treats the essentials of the Monte Carlo discrete-event simulation methodology, and does so in the context of a popular Arena simulation environment. It treats simulation modeling as an in-vitro laboratory that facilitates the understanding of complex systems and experimentation with what-if scenarios in order to estimate their performance metrics. The book contains chapters on the simulation modeling methodology and the underpinnings of discrete-event systems, as well as the relevant underlying probability, statistics, stochastic processes, input analysis, model validation and output analysis. All simulation-related concepts are illustrated in numerous Arena examples, encompassing production lines, manufacturing and inventory systems, transportation systems, and computer information systems in networked settings. - Introduces the concept of discrete event Monte Carlo simulation, the most commonly used methodology for modeling and analysis of complex systems - Covers essential workings of the popular animated simulation language, ARENA, including set-up, design parameters, input data, and output analysis, along with a wide variety of sample model applications from production lines to transportation systems - Reviews elements of statistics, probability, and stochastic processes relevant to simulation modeling
Healthcare Simulation Education
Author: Debra Nestel
Publisher: John Wiley & Sons
ISBN: 1119061644
Category : Medical
Languages : en
Pages : 248
Book Description
Written by a leading team from the Australian Society for Simulation in Healthcare (ASSH), Simulation Australasia, Healthcare Simulation Education is a new resource for a rapidly expanding professional healthcare simulation community. Designed as a core reference for educators who use simulation as an educational method, it outlines theory, evidence and research relevant to healthcare simulation. Containing examples of innovations from around the world, the book offers opportunities to make clear connections between the underlying rationale for the use of simulation, and what this looks like in practice. Healthcare Simulation Education: Helps readers gain a systematic understanding of theory and application of simulation Facilitates access to high quality resources to support healthcare simulation education and research Edited by a leading team from the Australian Society for Simulation in Healthcare (ASSH), the leading body for healthcare simulation in Australia Contains information on educational theory, the elements of simulation practice and contemporary issues in simulation An important text in healthcare literature and practice, Healthcare Simulation Education provides a unique cross-disciplinary overview of an innovative subject area, and is ideal for medical, nursing and allied health educators, policy makers and researchers.
Publisher: John Wiley & Sons
ISBN: 1119061644
Category : Medical
Languages : en
Pages : 248
Book Description
Written by a leading team from the Australian Society for Simulation in Healthcare (ASSH), Simulation Australasia, Healthcare Simulation Education is a new resource for a rapidly expanding professional healthcare simulation community. Designed as a core reference for educators who use simulation as an educational method, it outlines theory, evidence and research relevant to healthcare simulation. Containing examples of innovations from around the world, the book offers opportunities to make clear connections between the underlying rationale for the use of simulation, and what this looks like in practice. Healthcare Simulation Education: Helps readers gain a systematic understanding of theory and application of simulation Facilitates access to high quality resources to support healthcare simulation education and research Edited by a leading team from the Australian Society for Simulation in Healthcare (ASSH), the leading body for healthcare simulation in Australia Contains information on educational theory, the elements of simulation practice and contemporary issues in simulation An important text in healthcare literature and practice, Healthcare Simulation Education provides a unique cross-disciplinary overview of an innovative subject area, and is ideal for medical, nursing and allied health educators, policy makers and researchers.
Simulation and Similarity
Author: Michael Weisberg
Publisher: OUP USA
ISBN: 0199933669
Category : Science
Languages : en
Pages : 211
Book Description
This book is an account of modeling and idealization in modern scientific practice, focusing on concrete, mathematical, and computational models. The main topics of this book are the nature of models, the practice of modeling, and the nature of the relationship between models and real-world phenomena. In order to elucidate the model/world relationship, Weisberg develops a novel account of similarity called weighted feature matching.
Publisher: OUP USA
ISBN: 0199933669
Category : Science
Languages : en
Pages : 211
Book Description
This book is an account of modeling and idealization in modern scientific practice, focusing on concrete, mathematical, and computational models. The main topics of this book are the nature of models, the practice of modeling, and the nature of the relationship between models and real-world phenomena. In order to elucidate the model/world relationship, Weisberg develops a novel account of similarity called weighted feature matching.
Financial Modelling
Author: Joerg Kienitz
Publisher: John Wiley & Sons
ISBN: 0470744898
Category : Business & Economics
Languages : en
Pages : 736
Book Description
Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.
Publisher: John Wiley & Sons
ISBN: 0470744898
Category : Business & Economics
Languages : en
Pages : 736
Book Description
Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.