Design and Analysis of Simulation Experiments

Design and Analysis of Simulation Experiments
Author: Jack P.C. Kleijnen
Publisher: Springer
Total Pages: 334
Release: 2015-07-01
Genre: Business & Economics
ISBN: 3319180878

This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Altogether, this new edition has approximately 50% new material not in the original book. More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels. The latter two chapters reflect how active the research has been in these areas. The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses. Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter. From Reviews of the First Edition: “Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.” (William E. BILES, JASA, June 2009, Vol. 104, No. 486)

The Design and Analysis of Computer Experiments

The Design and Analysis of Computer Experiments
Author: Thomas J. Santner
Publisher: Springer
Total Pages: 446
Release: 2019-01-08
Genre: Mathematics
ISBN: 1493988476

This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the publication of the first edition, there have been many methodological advances and software developments to implement these new methodologies. The computer experiments literature has emphasized the construction of algorithms for various data analysis tasks (design construction, prediction, sensitivity analysis, calibration among others), and the development of web-based repositories of designs for immediate application. While it is written at a level that is accessible to readers with Masters-level training in Statistics, the book is written in sufficient detail to be useful for practitioners and researchers. New to this revised and expanded edition: • An expanded presentation of basic material on computer experiments and Gaussian processes with additional simulations and examples • A new comparison of plug-in prediction methodologies for real-valued simulator output • An enlarged discussion of space-filling designs including Latin Hypercube designs (LHDs), near-orthogonal designs, and nonrectangular regions • A chapter length description of process-based designs for optimization, to improve good overall fit, quantile estimation, and Pareto optimization • A new chapter describing graphical and numerical sensitivity analysis tools • Substantial new material on calibration-based prediction and inference for calibration parameters • Lists of software that can be used to fit models discussed in the book to aid practitioners

Current Issues in Computer Simulation

Current Issues in Computer Simulation
Author: Nabil R. Adam
Publisher: Academic Press
Total Pages: 313
Release: 2014-05-09
Genre: Reference
ISBN: 1483258033

Current Issues in Computer Simulation is a collection of papers dealing with computer simulation languages, statistical aspects of simulation, linkage with optimization and analytical models, as well as theory and application of simulation methodology. Some papers explain the General Purpose Simulation System (GPSS), a programming package incorporating a language to simulate discrete systems; and the SIMSCRIPT, a general-purpose simulation language using English commands, for example, FORTRAN. Another simulation language is the General Activity Simulation Program (GASP), providing for an organizational structure to build models to simulate the dynamic performance of systems on a digital computer. Other papers discuss simulation models of real systems, including corporate simulation models, multistage consumer choice process, determination of maximum occupancy for hospital facilities, and the juvenile court system. Many computer simulations are statistical sampling experiments performed on a model of the system under investigation. Other papers discuss some of the variables involved in the statistical design and analysis of simulation experiments such as variance reduction techniques, generation of random variates, and experimental layout. For example, one application simulates inventory systems when many items are stocked in various locations. The collection is suitable for programmers, computer engineers, businessmen, hospital administrators, schools officials, and depositories of huge volumes of information or data.

Design and Modeling for Computer Experiments

Design and Modeling for Computer Experiments
Author: Kai-Tai Fang
Publisher: CRC Press
Total Pages: 304
Release: 2005-10-14
Genre: Mathematics
ISBN: 1420034898

Computer simulations based on mathematical models have become ubiquitous across the engineering disciplines and throughout the physical sciences. Successful use of a simulation model, however, requires careful interrogation of the model through systematic computer experiments. While specific theoretical/mathematical examinations of computer experim

Design and Analysis of Simulation Experiments

Design and Analysis of Simulation Experiments
Author: Jack P.C. Kleijnen
Publisher: Springer Science & Business Media
Total Pages: 229
Release: 2007-11-15
Genre: Mathematics
ISBN: 0387718133

Simulation is a widely used methodology in all Applied Science disciplines. This textbook focuses on this crucial phase in the overall process of applying simulation, and includes the best of both classic and modern methods of simulation experimentation. This book will be the standard reference book on the topic for both researchers and sophisticated practitioners, and it will be used as a textbook in courses or seminars focusing on this topic.

Computer Simulation and Data Analysis in Molecular Biology and Biophysics

Computer Simulation and Data Analysis in Molecular Biology and Biophysics
Author: Victor Bloomfield
Publisher: Springer Science & Business Media
Total Pages: 325
Release: 2009-06-05
Genre: Science
ISBN: 1441900837

This book provides an introduction to two important aspects of modern bioch- istry, molecular biology, and biophysics: computer simulation and data analysis. My aim is to introduce the tools that will enable students to learn and use some f- damental methods to construct quantitative models of biological mechanisms, both deterministicandwithsomeelementsofrandomness;tolearnhowconceptsofpr- ability can help to understand important features of DNA sequences; and to apply a useful set of statistical methods to analysis of experimental data. The availability of very capable but inexpensive personal computers and software makes it possible to do such work at a much higher level, but in a much easier way, than ever before. TheExecutiveSummaryofthein?uential2003reportfromtheNationalAcademy of Sciences, “BIO 2010: Transforming Undergraduate Education for Future - search Biologists” [12], begins The interplay of the recombinant DNA, instrumentation, and digital revolutions has p- foundly transformed biological research. The con?uence of these three innovations has led to important discoveries, such as the mapping of the human genome. How biologists design, perform, and analyze experiments is changing swiftly. Biological concepts and models are becoming more quantitative, and biological research has become critically dependent on concepts and methods drawn from other scienti?c disciplines. The connections between the biological sciences and the physical sciences, mathematics, and computer science are rapidly becoming deeper and more extensive.

Simulation in Computer Network Design and Modeling: Use and Analysis

Simulation in Computer Network Design and Modeling: Use and Analysis
Author: Al-Bahadili, Hussein
Publisher: IGI Global
Total Pages: 582
Release: 2012-02-29
Genre: Computers
ISBN: 1466601922

"This book reviews methodologies in computer network simulation and modeling, illustrates the benefits of simulation in computer networks design, modeling, and analysis, and identifies the main issues that face efficient and effective computer network simulation"--Provided by publisher.

Statistics, Testing, and Defense Acquisition

Statistics, Testing, and Defense Acquisition
Author: National Research Council
Publisher: National Academies Press
Total Pages: 240
Release: 1998-05-08
Genre: Technology & Engineering
ISBN: 0309174198

For every weapons system being developed, the U.S. Department of Defense (DOD) must make a critical decision: Should the system go forward to full-scale production? The answer to that question may involve not only tens of billions of dollars but also the nation's security and military capabilities. In the milestone process used by DOD to answer the basic acquisition question, one component near the end of the process is operational testing, to determine if a system meets the requirements for effectiveness and suitability in realistic battlefield settings. Problems discovered at this stage can cause significant production delays and can necessitate costly system redesign. This book examines the milestone process, as well as the DOD's entire approach to testing and evaluating defense systems. It brings to the topic of defense acquisition the application of scientific statistical principles and practices.

Design and Analysis of Experiments

Design and Analysis of Experiments
Author: Douglas C. Montgomery
Publisher: Wiley
Total Pages: 0
Release: 2005
Genre: Experimental design
ISBN: 9780471661597

This bestselling professional reference has helped over 100,000 engineers and scientists with the success of their experiments. The new edition includes more software examples taken from the three most dominant programs in the field: Minitab, JMP, and SAS. Additional material has also been added in several chapters, including new developments in robust design and factorial designs. New examples and exercises are also presented to illustrate the use of designed experiments in service and transactional organizations. Engineers will be able to apply this information to improve the quality and efficiency of working systems.

Foundations and Methods of Stochastic Simulation

Foundations and Methods of Stochastic Simulation
Author: Barry Nelson
Publisher: Springer Science & Business Media
Total Pages: 285
Release: 2013-01-31
Genre: Business & Economics
ISBN: 146146160X

This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice. The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also provided.​