SECOND EDITION SIMULATION MODELING ANALYSIS

1 SECOND EDITION SIMULATION MODELING & ANALYSIS Averill M. LAw W David ~lton ~'!~ MeGRAW HlllINTtRNATIONAL EDITIONS It~11 In<lUS1~" hgln ,ing S o, .. McGraw-Hili Series in Industrial Engineering and Management Science' Consulting Editor James L. Riggs, Department of Industrial Engineering, Oregon State University Barish and Kaplan: Economic ANALYSIS : For Engineering and Managerial Decision Making Blank: Statistical Procedures for Engineering, Management, and Science Cleland Kocaoglu: Engineering Management Denton: Safety Management: Improving Performance Dervitsiotis: Operations Management Gillet: Introduction to Operations Research: A Computer-oriented Algorithmic Approach Hicks: Introduction to Industrial Engineering and Management Science Huchingson: New Horizons for Human Factors in Design Law and Kelton.

2 SIMULATION MODELING and ANALYSIS Leherer: White-Collar Productivity , Love: Inventory Control NiebeJ, Draper and Wysk: Modern Manufacturing Process Engineering Polk: Methods ANALYSIS and Work Measurement Riggs and West: Engineering Economics Taguchi, Eisayed and Hsiang: Quality Engineering in Production Systems Riggs and West: Essentials of Engineering Economics Wu and Coppins: Linear Programming and Extensions SIMULATION MODELING AND ANALYSIS SECOND EDITION Averill M. Law President SIMULATION MODELING and ANALYSIS Company Tucson, Arizona Professor of Decision Sciences Universi~ of Arizona w.

3 David Kelton Associate Professor of Operations and Management Science Curtis L. Carlson School of Management University of Minnesota McGraw HiII, InC. New York St. Louis San Francisco Auckland Bogota Caracas Hamburg Lisbon London Madrid Mexico Milan Montreal New Delhi Paris San Juan Sao Paulo Singapore ;Sydney Tokyo Toronto SIMULATION MODELING AND ANALYSIS International Editions 1991 Exclusive rights by McGraw-Hill Book Co. -Singapore for manufacture and export. This book cannot be re-exported from the country to which it is consigned by McGraw-Hili.. Copyright 1991,198'2 by McGraw-Hili.

4 Inc. All rights reserved. Except as pennitted under the United States Copyright Act of 1976, no part of this pUblication may be reproduced or distributed in any fonn or by any means, or stored in a data base or retrieval system, without the prior written permission oftbe publisher. 890 CWPFC987 1bis book was set in Times Roman. The editors were Eric M. Munson and Matgery Luhrs. The production supervisor was Louise Karam. The cover was -designed by Ed Butler. Library of Congress Cataloging-in-PubUcatJon Data Law. Averill M.. SIMULATION MODELING and ANALYSIS /Averill M. Law, W. David Kelton.

5 - 2nd ed. p. em. - (McGraw-Hill series in industrial engineering and management science) Includes bibliographical references and index. ISBN 0-07-036698-5 1. Digital computer SIMULATION . I. Kelton. W. Dav:id. III. Series .. 1991 003'.3 -dc20 When ordering this title. use ISBN 0-07-100803-9 Printed in Singapore II. Title 90-42969 ABOUT THE AUTHORS Averlll M. Law is President of SIMULATION MODELING and ANALYSIS Company , (Tucson, Arizona), and Professor of Decision Sciences at the University of Arizona. He has been a SIMULATION consultant to such organizations as General Motors, IBM, AT&T, General Electric, 3M, Nabisco, Xerox, Kimberly-Clark, NASA, the Army, the Navy, and the Air Force.

6 He has presented more than 160 SIMULATION seminars in 10 countries .. He is the author (or coauthor) of four books and numerous papers on SIMULATION , manufacturing, operations research, and statistics. His article, "Statistical ANALYSIS of SIMULATION Output Data," was the first invited feature paper on SIMULATION to appear in a major research journal. He won the 1988 Institute of Industrial Engineers' best publication award for his series of papers on the SIMULATION of manufacturing systems. He is the codeveloper of the UniFit II software package for fitting probability distributions to observed data, and he developed a four-hour videotape on SIMULATION with the Society for Manufacturing Engineers.

7 Dr. Law writes a regular column on SIMULATION for Industrial Engineering magazine. He was preViously Associate Professor of Industrial Enginering at the University of Wisconsin. Dr. Law has a in Industrial Engineering and Operations Research from the University of California at Berkeley. W. David Kelton is Associate Professor of Operations and Management Science in the Curtis L. Carlson School of Management at the University of Minnesota, in Minneapolis, where he teaches courses on SIMULATION , stochastic processes, statistics, and computing. He received a in Mathematics from the University of Wisconsin-Madison, an in Mathematics from Ohio University, as well as and degrees in Industrial Engineering from the University of Wisconsin.

8 His research interests include the design and ANALYSIS of SIMULATION experiments, applied stochastic processes, and statistical quality control. He serves as Associate Editor for Operations Research and IIE Transactions, and is SIMULATION Area Editor for the ORSA Journal on Comput-v vi ABOUT THE AUTHORS ing; he is also President of The Institute for Management Sciences College on SIMULATION . In 1987 he served as Program Chair for the Winter SIMULATION Conference, and is General Chair for this conference in 1991. He has consulted with private industry, government, and nonprofit organizations on SIMULATION and related topics.

9 To my wife, Steffi, and children, Heather, Adam, and Brian, for their encouragement and understanding during the writing of this book. Averill M. Law For Christie, Molly, and Anna. W. David Kelton CONTENTS List of Symbols xvii Preface to the SECOND EDITION xix Preface to the First EDITION xxi " Chapter 1 Basic SIMULATION MODELING 1 The Nature of SIMULATION 1 :; Systems, rvIodels, and SIMULATION 3 ./ discrete -Event SIMULATION ' , 7 Time-Advance Mechanisms S Components and 'Organization of a discrete -Event SIMULATION Model 10 J SIMULATION of a Single-Server Queueing System 13 Problem Statement 13 Intuitive Explanation.

10 19 Program Organization and Logic 29 FORTRAN Program 34 Pascal Program 44 C Program 52 SIMULATION Output and Discu ssion 60 Alternative Stopping Rules .. 62 Determining 'the events and Variables 72 SIMULATION of an Inventory System 75 'Problem Statement 75 Program Organization and Logic 77 FORTRAN Program 82 Pascal Program 89 C Program 96 SIMULATION Output arid Discussion 102 Distributed SIMULATION 103 ~ Steps in a Simtilaiion Study 106 Other Types of SIMULATION 109 , ix X CONTENTS Continuous SIMULATION 109 Combined discrete -Continuous SIMULATION 112 Monte Carlo SIMULATION 113 Advantages, Disadvantages, and Pitfalls of SIMULATION 114 Appendix 1A: Fixed-Increment Time Advance 116 Appendix lB.