Wednesday, May 7, 2014

SIMULATION AND MODELING (SM) DECEMBER 2011 INFORMATION TECHNOLOGY SEMESTER 7

SIMULATION AND MODELING (SM) DECEMBER 2011 INFORMATION TECHNOLOGY SEMESTER 7

Con. 6503-11                            (REVISED COURSE)                               MP-5755

                                                        (3 Hours)                                      [Total Marks: 100]

N.B.: (1) Question No.1 is compulsory. Attempt any four out of the remaining questions.
         (2) Assume suitable data wherever necessary.
         (3) Figures to the right indicate full marks.

Q.1 (a) Define: -System, event, simulation, delay and model. [5 Marks]
       (b) Perform the simulation of the following inventory system, given daily demand  is presented
            by the random numbers 4,3,8,2,5 and the demand probability is given by
            Demand           0    1        2
            Probability     0.2   0.5    0.3
        (c) Explain the properties of a poisson process. [5 Marks]
        (d) Explain covariance and correlation. [5 Marks]

Q.2 (a) Explain the verification process. [10 Marks]
       (b) Distinguish between(Two points of difference each) :- [6 Marks]
             i) Terminating and non-terminating simulations.
            ii) Activity and delay
           iii) Random numbers and random variates.
        (c) Explain the steps in the development of a model of input data. [4 Marks]

Q.3 (a) Describe briefly queueing, inventory and reliability systems. [10 Marks]   
       (b) Test the following random numbers for independence by poker test: [10 Marks]                                         {0.594,0.928,0.515,0.055,0.507,0.351,0.262,0.797,0.788,0.442,0.097,0.798,0.227,
              0.127,0.474,0.825,0.007,0.182,0.929,0.852}

Q.4 (a) Draw the figures for service outcomes after service completion and potential unit actions
             upon arrival and the flow diagrams for unit entering system and service-just-completed flow
             for a queueing system. [5 Marks]
        (b) Compare the event scheduling, process interaction and activity scanning
              approach. [5 Marks]
        (c) Given the following data for utilization and time spent in system for the Able-Baker
             Car-hope problem, calculate the overall point estimators, standard error and 95%
             confidence intervals for the same, given to t0.025.3 = 3.18
                                                     Run r:       1              2                  3              4
                                 Able's utilization Pr : 0.808         0.875          0.708        0.842
                  Average system time Wr(mins): 3.74         4.53             3.84            3.98

Q.5 (a) Give the steady state equations for M/G/1 queue and derive M/M/1 from
             M/G/1. [10 Marks]
       (b) A medical examination is given in three stages by a physician. Each stage is exponentially
            distributed with a mean service time of 20 minutes. Find the probability that the exam will
            take 50 minutes or less. Also determine the expected length of the exam. [5 Marks]
       (c) In stock brokerage, the following twenty time gaps were recorded between customer
             buy and sell orders (in secs) :                                                                                                                        1.95,1.75,1.58,1.42,1.28,1.15,1.04,0.93,0.84,0.75,0.68,0.61,11.98,10.79,9.97,
             14.02,12.62,11.36,10.22,9.20. Assuming exponential distribution is a good model for
             the individual gaps, calculate the lag-1 autocorrelation. [5 Marks]

Q.6 (a) Describe initialization bias in steady-state simulation. [10 Marks]
       (b) Explain the AR(1) time series model along with the algorithm. [10 Marks]
       (c) Why is it necessary to have program and process documentation in simulation
             study? [5 Marks]

Q.7 Write short notes on any four: - [20 Marks]
        (i) CobWeb Model
        (ii) Costs in queueing problems
        (iii) Gap test
         (iv) Charateristics desirable in a simulation software
         (v) Kolmogorov-Smirnov test
         (vi) Network of queues.

Also see Simulation and modeling question papers for May 2012

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