Modelling, Simulation and Optimisation

Professor: Andrea Emilio Rizzoli
Assistant: Nihat Engin Toklu

Course type: Lecture
Value in ECTS: 6
Bibliographic references available on the University Library website

Academic year 2012/2013 - Spring semester

Objectives
Modelling, simulation and optimisation are fundamental to solving problems in a number of fields of science, technology and life. Students will learn to design, implement, simulate, and optimise a model of dynamic system. Simulation, the exploration of the dynamic behaviour of the model in time and space, is discussed for both continuous and discrete-event systems. Simulating a model allows the evaluation of indicators of the performance of the modelled system, improving our understanding of its behaviour and dynamic complexity. Optimisation techniques allow to explore the space of the system trajectories generated by simulation in order to find the best way of managing the system under study.

Contents
The system dynamics approach to modelling: causal-loop diagrams and stocks and flows. Introduction to systems: definition and properties, linear systems, equilibria and stability. Simulation of continuous systems, validation and sensitivity. Control and optimisation of continuous systems. Notes on stochastic modelling: Markov chains and queuing networks. Discrete event systems: principles of their simulation, input and output data analysis, experimental design and the response surface methodology; optimisation via simulation; verification validation and testing.

Teaching mode
Each week is devoted to a specific topic. The theory lectures are complemented by practical exercises to provide the students with a better understanding of the tools and techniques which have been presented. A Modelling, SImulation and Optimisation Lab is associated with this course where in depth analysis and hands-on experiments of the topics discussed in the course will be performed.

References
Business Dynamics – Systems Thinking and Modeling for a Complex World, John D Sterman, McGraw-Hill, 2000. ISBN: 007238915X
Introduction to Dynamic Systems, David G. Luenberger, John Wiley & Sons, 1979. ISBN: 0471025941
Simulation Modeling and Analysis 3rd Edition, Averill M. Law and W. David Kelton, McGraw-Hill, 2000. ISBN 0-07-116537-1
Simulation with ARENA – 4th Edition, W. David Kelton and Randall P. Sadowski and David T. Sturrock, McGraw-Hill International Edition 2007. ISBN 0-07-1106855
Continuous Systems Simulation, Francois E. Cellier and Ernesto Kofman, Springer 2006. ISBN 0-387-26102-8