WSC 2005

WSC 2005 Final Abstracts

Titans of Simulation Track

Monday 12:30:00 PM 1:30:00 PM
Titan Talk: Jack P.C. Kleijnen

Chair: James Wilson (NC State University)

Forty Years of Statistical Design and Analysis of Simulation Experiments
Jack P. C. Kleijnen (Tilburg University)

In this talk, I look back on several books and nearly 200 articles that I wrote in the past forty years-focusing on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Though I focus on DASE for discrete-event simulation (which includes queueing and inventory simulations), I also discuss DASE for deterministic simulation (applied in engineering, physics, etc.). I present both classic and modern statistical designs. Classic designs (for example, fractional factorials) assume only a few factors, with a few values per factor. The resulting input/output (I/O) data of the simulation experiment are analyzed through low-order polynomials, which are linear regression models. Modern designs allow many more factors, possible with many values per factor. These designs include space filling designs, such as Latin Hypercube Sampling (LHS). The I/O data resulting from these modern designs may be analyzed through Kriging models. However, both classic and modern designs should be preceded by screening designs (for example, Sequential Bifurcation, SB), aimed at finding the really important factors among the many factors at the start of the simulation study. SB and other group-screening designs use second-order polynomial regression models. The goals of DASE may be validation, sensitivity analysis, optimization, and risk analysis of the underlying simulation model. I have applied these designs in various scientific disciples-such as operations research, management science, industrial engineering, economics, nuclear engineering, computer science, and information systems.

Tuesday 12:30:00 PM 1:30:00 PM
Titan Talk: C. Dennis Pegden

Chair: Deborah Sadowski (Rockwell Software)

Future Directions in Simulation
Denis Pegden (none)

Simulation has become a widely accepted technology for the design and analysis of complex systems. It allows decision makers to evaluate proposed designs and see the impact of change before systems are built or modified. Although the benefits of simulation are widely accepted, there are many cases where simulation is not used where it could yield substantial benefits. Despite the tremendous progress that has been made in the tools and science of simulation, it remains a challenging technology to successfully apply. This talk will review the key developments over the past five decades that have improved the practice of simulation. It will also examine the tools of the future that promise to greatly expand the use of simulation