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    Theory of Modeling

    and Simulation

    Integrating Discrete Event

    and Continuous Complex

    Dynamic Systems

    Second dition

    BERN RD P. ZEIGLER

    Electrical and Computer Engineering Department

    Un iversity of Arizo na

    Tucson, A rizona

    HERBERT

    PR EHOFER

    Institute of Systems Science

    Johannes Kepler University

    Linz, Austria

    T A G G O N K I M

    Department of Electrical Engineering

    Korea Advanced Insti tute of Science an d Technology

    Taejon, Korea

    C DEM IC PRESS

    Harco urt Science and Technology Co mpa ny

    San Diego San Francisco New York Boston

    London Sydney Tokyo

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    Contents

    I Preface to First Ed ition xvii

    ' Preface to Sec ond Edition xix

    Acknowledgments xxi

    Part I: Basics 1

    Chapter Introduction to Systems M ode ling Concepts 3

    1.1 System s Specification Fo rm alism s 3

    1.1.1 Relation to Object Or ien tatio n 5

    1.1.2 Evo lution of System s Fo rma lisms 6

    1.1.3 Co m bining Co ntinu ou s and Discrete Form alisms 7

    1.1.4 Qu an tized System s 8

    1.1.5 Ex ten sio ns of DEVS 9

    1.2 Levels of Sy stem Kn ow ledge 11

    1.3 Intro du ction to the Hierarchy

    of System s Specifications 13

    1.4 Th e Specification Levels Informally Pre sen ted 14

    1.4.1 Ob serv ation Fra m e 14

    1.4.2 I/O Behav ior an d I/O Fu nc tion 16

    1.4.3 State Tra nsitio n System Specification 17

    1.4.4 Cou pled C om po ne nt System Specification 18

    1.5 System Specification M orp hism s:

    Basic Co ncep ts 18

    1.6 Su m m ary 21

    1.7 So urc es 22

    Definitions, Acronym s, Abbrev iations 23

    Chapter 2 Framework for Mo deling and Simulation 25

    2.1 The Entities of the Fram ewo rk 25

    2.1.1 So urce System 25

    2.1.2 Expe rimental Fram e 27

    2.1.3 M od el . 29

    2.1.4 Sim ulator 30

    2.2 Primary Relations Am ong Entities 30

    2.2.1 M ode ling Relation: Validity 30

    2.2.2 Sim ulation Relation: Sim ulator Co rrectn ess 32

    2.3 Other Im po rtan t Relationships 32

    2.3.1 ModelingAsValid Sim plification 32

    2.3.2 Experim ental Fram e: Mo del Relationships 33

    2.4 Tim e 34

    2.5 Sum mary 35

    2.6 Sou rces 36

    V I I

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    VIII

    CONTENTS

    Chapter3 Mode l ing Formalisms and Their Simulators 37

    3.1 Introdu ction 37

    3.2 Discrete Time M odels an d Their Sim ulators 37

    3.2.1 Discrete Time Sim ulation 39

    3.2.2 Cellular A uto m ata 40

    3.2.3 Cellular A uto m ato n Sim ulation Algorithms 43

    3.2.4 Discrete Event A ppro ach

    to Cellular Au tom aton Simu lation 44

    3.2.5 Switching Au tom ata/Se que ntial M achines 45

    3.2.6 Linear Discrete Tim e Ne twork s

    an d Their State Behavior 47

    3.3 Differential Eq uatio n M odels an d Their Sim ulators 49

    3.3.1 Co ntinu ou s System Simu lation 50

    3.3.2 Feed back in Co ntinu ous Systems 55

    3.3.3 Ele m enta ry Linear System s 56

    3.3.4 N on line ar Osc illators: Limit Cycles

    an d Chao tic Behaviors 61

    3.3.5 Co ntinu ous System Simu lation Languages

    an d Systems 64

    3.4 Discrete Event M odels an d Their Sim ulators 66

    3.4.1 In trod uc tion 66

    3.4.2 Disc rete Event Cellular A uto m ata 67

    3.4.3 Disc rete Event W orldViews 70

    3.5 Sum m ary 72

    3.6 So urces 73

    Chapter 4 Introdu ction to Discrete Event System Specifications (DEVS) 75

    4.1 Introd uctio n 75

    4.2 ClassicDEVSSystem Specification 75

    4.2.1 DEVS Exam ples 77

    4.2.2 ClassicDEVSW ith Ports 84

    4.2.3 Classic

    DEVS

    Cou pled Mo dels 85

    4.3 ParallelDEVSSystem Specification 89

    4.3.1 Pro ces sor W ith Buffer 90

    4.3.2 Parallel

    DEVS

    Coupled Models 91

    4.4 Hierarc hical M odels 93

    4.5 Object-Oriented Im plem enta tion s ofDEVS:An Introdu ction 93

    4.5.1 Structural Inh eritan ce 94

    4.6 Su mm ary 96

    4.7 Sou rces 96

    Chapter

    5 Hierarchy of System Spec ifications 99

    5.1 Tim e Base 99

    5.2 Seg m ents an d Trajectories 100

    5.2.1 Piecewise Co ntin uo us Seg m ents 102

    5.2.2 Piecewise Co ns tan t Seg m ents 103

    5.2.3 Even t Seg me nts 103

    5.2.4 Se qu en ce s 104

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    CONTENTS X I

    9.6 Sim ula tor for DEVS DESS 222

    9.6.1 Th e DEV DESS-Simulator an d-C oo rdin ato r 223

    9.6.2 Integ rating Different M odeling Fo rm alism s 226

    9.7 - So urces 227

    AppendixA:Th e System SpecifiedBya DEV DESS 229

    Appendix

    B:

    Th e System Specified By a Mu ltiforma lism

    System-Closure Un der C oupl ing

    of Ne two rks of DEV DESS 231

    Chapter 10 DEVS-Based Extended Formalisms 233

    10.1 Stochastic Systems: Co nven tional Ap proach to Un certainty 233

    10.2 DSDEVS (Dy nam ic Str uc ture DEVS) 235

    10.2.1 DSDEVS Closure U nd er Co upling 237

    10.2.2 Exam ple: Ad aptive Processing Arc hitectures 237

    10.3 SymbolicDEVS 240

    10.3.1 Symbolic

    DEVS

    Cou pled Models 241

    10.3.2 E xam ple: Perfo rm anc e E valuation

    of Basic A rchitectures 241

    10.4 FuzzyDEVS 244

    10.4.1 B asic Fu zzyDEVSFormalism 247

    10.4.2 Embedding FuzzyDEVSinDEVS 250

    10.4.3 Example: FuzzyDEVSM ode l for Boiler System 251

    10.5 Real-TimeDEVS(RT-DEVS) 252

    10.5.1 Fo rm al Specification of Real-Tim e

    DEVS

    Mo dels 252

    10.5.2 Ex ecu tion of RT-DEVS M ode ls 253

    10.5.3 Ex am ple of RT-DEVS: Elevator C on trol 254

    10.5.4 Rea l-Time Sim ula tion an d RT-DEVS 257

    10.6 Su m m ary 259

    10.7 Sou rces 259

    Chapter 11 Parallel and Distributed Discrete Event Sim ulation 261

    11.1 Prob lem Ch aracte rization of Parallel

    Discrete Eve nt Sim ulation 262

    11.2 Co nservative Parallel D iscrete Event Sim ulation 264

    11.2.1 Conservative ParallelDEVSSim ulator 268

    11.3 Op timistic Parallel Discre te Event Sim ulation 273

    11.3.1 Tim e-Wa rpDEVSSimulator 275

    11.3.2 Riskfree OptimisticDEVSSim ulator 281

    11.4 ParallelDEVSSim ulator 284

    11.5 Su m m ary 287

    11.6 So urce s 287

    Part III System M orph isms : A bstra ction , Rep rese ntation ,

    Approximat ion 293

    Chapter 12 Hierarchy of System Morphisms 295

    12.1 The I/O Fram e M orphism 297

    12.2 The I/O Relation Observation M orph ism 297

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    Xii CONTENTS

    12.3 The I/O Func tion M orphism 298

    12.3.1 IOFO System Morp hism Im plies

    IORO System M orp hism 300

    12.4 The I/O System M orph ism 301

    12.4.1 I /O System M orph ism Im plies IOFO

    and IORO Mo rphism 302

    12.4.2 Th e Lattice of Partitio ns

    an d the Redu ced Version of a System 305

    12.5 System M orp his m for Iteratively Specified System s 308

    12.5.1 Iterative Specification M orp hism

    Imp lies I/O System M orphism 309

    12.5.2 Spec ialization of M orp hism s

    for Iteratively Specified System s 310

    12.6 The Structured System M orphism 311

    12.7 M ulticom pon ent System M orph ism 314

    12.8 The Netw ork of Systems M orph ism 317

    12.9 Ho m om orphism and Cascade Deco mp osi t ions 320

    12.10 Ch aracte rization of Realizable I/O Relations an d Fu nctio ns 324

    12.10.1 C ano nica l Rea lization 326

    12.11 Su m m ary 327

    12.12 So urc es 327

    Chapter 13 Abs traction: Constructing M od el Families 329

    13.1 Sco pe/Re solution /Interaction Produ ct 329

    13.1.1 Co m plexity 330

    13.1.2 Size/Resolution

    Trade Off:

    Simplification M etho ds 332

    13.1.3 How Objectives and Experimental

    Fram e De term ine Abstraction Possibili ties 334

    13.2 Integ rated Fam ilies of Mo dels 335

    13.2.1 Inte grate d M odel Fam ily Exam ple: Spac e Travel 335

    13.2.2 Spa ce Travel Base M odel ^336^

    13.3 Aggregation: H om og ene ity/C ou plin g Indifference Principles 339

    13.3.1 Coupling Co nditions Im pose d by Anon ymity 342

    13.3.2 Constructing Lumped Models Based

    on Identity-Era sing Agg regation 344

    13.3.3 All-To-One Co uplin g 348

    13.3.4 Exam ple of Agg regation Mode l C on struc tion:

    Space Travel 349

    13.3.5 Constructing Aggregations Through State

    an d Block Refinem ent 351

    13.3.6 Tim e Scale Rela tions 353

    13.3.7 Un iversality/App licability of Ide ntity-Erasing

    Aggregations 353

    13.4 Ab stractions for Event-Based Co ntrol 354

    13.4.1 Boundary-BasedDEVS 354

    13.4.2 DEVSA bstraction: Space Travel Exam ple 357

    13.5 Param eter M orphism s 358

    13.5.1 Linear Systems Pa ram eter M orph ism s 359

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    x iv

    CONTENTS

    Chapter 16 DEVS Rep resentation of Systems 411

    16.1 DEVS Bus Rev isited /.. 411

    16.1.1 Approaches toDEVSR epresentat ion

    of Co ntinuo us Systems 412

    16.2 DEVS Re pres enta tion Using Co nven tional A ppro ach 414

    16.2.1 DTSS Sim ulatio n of a DESS Inte gra tor 415

    16.2.2 Sim ulation of Co upled S ystems byDTSS 416

    16.2.3 Discretized S imu lation of Co upled DESS

    w ith Arb itrarily Small Error 418

    16.2.4 DEVS Representation of

    DESS

    via

    DTSS

    Sim ulation 419

    16.3 Qu antization: An Alternative Ap proach

    forDEVSRep resentation 419

    16.3.1 Qu antized Systems 421

    16.3.2 Exactly Qu antiza ble System s 422

    16.3.3 Quantized Integrator: Approximation ofDESS 424

    16.3.4 Coup led Systems with Qu antized Co m po nen ts 425

    16.3.5 Quantized Simulation of Coupled Systems

    w ith Arbitrarily Sm all Error 427

    16.3.6 Qu antized Sim ulation of Co upled DESS

    w ith Arbitrarily Sm all Error 429

    16.3.7DEVSRep resentation of Quan tized Systems 430

    16.3.8DEVSRep resentation of Qua ntized Integrato r 431

    16.3.9 DEVS Sim ulation of Co upled Qu antize d Systems 432

    16.3.10 Quantization-BasedDEVSSim ulation of DESS 433

    16.4 Sim ulation Study of Qu antiz ation 434

    16.4.1 Som e Indicative Sim ulation Results 434

    16.4.2 Comparing Quantized DEVS

    with Pure DTSS Sim ulation of DESS 437

    16.4.3 Insight from Sec ond -Ord er Linear Oscillator 439

    16.5 Co njectures for Fu rthe r Rese arch 441

    16.6 Su m m ary 443

    16.7 Sou rces 444

    16.8 Prob lem s 445

    Appendix

    1

    Closed Loop DTSS Sim ulation 447

    Appendix2 Uniformly Segm entable Inp ut Sets 449

    ' - A pp end ix3 Exact Simulation byDEVS 451

    Appendix4 Closed Loop Qua ntized Simulation 452

    Part IV System Design and Modeling and

    , Simulation Environments 455

    Chapter 17 DEVS-Based Design M eth od olo gy 457

    17.1 M ethodo logy Overview 457

    17.2 DEVS De finition La ngu age 459

    17.2.1 Atomic

    DEVS

    De finition 460

    17.2.2 The CoupledDEVSDe finition 462

    17.2.3 Exam ple: Gene rator-Buffer-Processor M odel 463

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    CONTENTS XV

    17.3 Exe cution of

    DEVS

    Definition 466

    17.4 Logical An alysis: M ode l Verification 468

    17.4.1 Asse rtional Specification of Te m po ral Logic 468

    17.4.2TLSpecification Lang uage 473

    17.5 M odel Verification by Lang uage Ac cep tance Check ing 475

    17.6 Perfo rma nce Evaluation 477

    17.7 Im ple m en tatio n: DEVS Mo del Execu tion 477

    17.8 Su m m ary 479

    17.9 So urce s 479

    Chapter 18 System Entity Stru ctur e/M od el Base Fram ewo rk 481

    18.1 Mo del Base M an ag em en t by System Entity Structure 481

    18.2 System Entity Struc ture 482 '

    18.3 System Entity Stru ctu re/M od el Base (SES/MB) Fram ew ork 485

    18.4 Exam ple: Design of a Tra nsa ction Proce ssing System 486

    18.4.1 System Entity Stru cture 487

    18.4.2 M od el Base 487

    18.4.3 Prun ing an d Mo del Synthesis 487

    18.4.4 Perform ance Eva luation 488

    18.5 Autom atic Prun ing of anSES 490

    18.6 Su m m ary 491

    18.7 So urce s 492

    Chapter 19 Collaboration and th e Future 495

    19.1 AnArc hitecture forM S 495

    19.2 How Does Collaboration Sup portM S? 497

    19.2.1 M odel Co nstru ction 497

    19.2.2 M odel Co m po sition 497

    19.2.3 SupportingM Swith Collaboration Env ironm ents 497

    19.3 Sum ma ry 499

    19.4 So urce s 499

    Index 501