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MODULE 6. MODEL QUEUING SYSTEM

OVERVIEW:

In this section we will look at a very useful type of simulations called queuing system. We deal
with queuing systems all the time in our daily lives. For examples, when you stand in line to cash
a cheque at the bank, you are dealing with a queuing system. When you submit a ―batch job‖
(such as a compilation) on a mainframe computer, your job must wait in line until the CPU finishes
the jobs scheduled ahead of it. When you make a phone call to reserve an airline ticket and get
a recording that says, Thank you for calling. Your call will be answered by the next available
operator. ―Please wait… you are dealing with a queuing system.

MODULE OBJECTIVES:

After studying this module, you should be able to:

a. Compile and compare the models of queuing systems.

COURSE MATERIALS:

The word queue comes, via French, from the Latin cauda, meaning tail. A queuing system is a
discrete-event model that uses random numbers to represent the arrival and duration of events.
A queuing system is made up of servers and queues of objects to be served on usually a first-in,
first-out structure. The objective of a queuing system is to utilize the servers (the tellers, checkers,
CPU, operators, and so on) as fully as possible while keeping the wait time within a reasonable
limit. These goals usually require a compromise between cost and customer satisfaction.

Key Elements of queuing systems

• Customer – refers to anything that arrives at a facility and requires service, e.g., people,
machines, trucks, emails, packets, frames
• Server – refers to any resource that provides the requested service, e.g., repairpersons,
machines, runways at airport, host, switch, router, disk drive, algorithm.

To put this on a personal level, no one likes to stand in line. If there were one checkout counter
for each customer in a supermarket, the customers would be delighted. The supermarket,
however, would not be in business very long. So a compromise is made: The number of cashiers
is kept within the limits set by the store‘s budget, and the average customer is not kept waiting
too long.

How does a company determine the optimal compromise between the number of servers and the
wait time? One way is by experience; the company tries out different numbers of servers and
sees how things work out. There are two problems with this approach: It takes too long and it is
too expensive. Another way of examining this problem is by using a computer simulation.

The use of queuing allows the systems to queue their customers' requests until free resources
become available. This means that if traffic intensity levels exceed available capacity, customer's

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calls are not lost; customers instead wait until they can be served. This method is used in queuing
customers for the next available operator.

Let us look at how we can solve this problem as a time-driven simulation.

A time-driven simulation is one in which the model is viewed at uniform time intervals, say, every
minute. To simulate the passing of a unit of time (a minute, for example), we increment a clock.
We run the simulation for a predetermined amount of time, say, 100 minutes. (Of course,
simulated time usually passes much more quickly than real time; 100 simulated minutes pass in
a flash on the computer.)
Think of the simulation as a big loop that executes a set of rules for each value of the clock from
1 to 100, in our example. Here are the rules that are processed in the loop body:
• Rule 1. If a customer arrives, he or she gets in line.
• Rule 2. If the teller is free and if there is anyone waiting, the first customer in line leaves
the line and advances to the teller‘s window. The service time is set for that customer.
• Rule 3. If a customer is at the teller‘s window, the time remaining for that customer to be
serviced is decremented.
• Rule 4. If there are customers in line, the additional minute that they have remained in the
queue (their wait time) is recorded.

The output from the simulation is the average wait time. We calculate this value using the following
formula:

Average wait time = total wait time for all customers / number of customers

Given this output, the bank can see whether their customers have an unreasonable wait in a one-
teller system. If so, the bank can repeat the simulation with two tellers.

There are still two unanswered questions:

• How do we know if a customer arrived?
• How do we know when a customer has finished being serviced?
We must provide the simulation with information about the arrival times and the service times.
These are the variables (parameters) in the simulation. We can never predict exactly when a
customer arrives or how long each individual customer takes.

We can, however, make educated guesses, such as a customer arrives about every five minutes
and most customers take about three minutes to service.

• How do we know whether or not a job has arrived in this particular clock unit?
The answer is a function of two factors: the number of minutes between arrivals (five in this case)
and chance. Chance? Queuing models are based on chance? Well, not exactly. Let‘s express the
number of minutes between arrivals another way- as the probability that a job arrives in any given
clock unit. Probabilities range from 0.0 (no chance) to 1.0 (a sure thing). If on the average a new
job arrives every five minutes, then the chance of a customer arriving in any given minute is 0.2
(1 chance in 5). Therefore, the probability of a new customer arriving in a particular minute is 1.0
divided by the number of minutes between arrivals.

• Now what about luck?

In computer terms, luck can be represented by the use of a random-number generator. We
simulate the arrival of a customer by writing a function that generates a random number between
0 and 1 and apply the following rules.

1. If the random number is between 0.0 and the arrival probability, a job has arrived.
2. If the random number is greater than the arrival probability, no job arrived in this clock unit.

By changing the rate of arrival, we simulate what happens with a one-teller system where each
transaction takes about three minutes as more and more cars arrive. We can also have the
duration of service time based on probability. For example, we could simulate a situation where

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60% of the people require three minutes, 30% of the people require five minutes, and 10% of the
people require ten minutes.

It is important at this point to note that simulation doesn‘t give us the answer or even an answer.
Simulation is a technique for trying out ―what if‖ questions. We build the model and run the
simulation many times, trying various combinations of the parameters and observing the average
wait time. What happens if the cars arrive more quickly? What happens if the service time is
reduced by 10%? What happens if we add a second teller?

Queuing Examples:
• waiting to pay in the supermarket
• waiting at the telephone for information
• planes circle before they can land

Queuing questions:
• What is the average waiting time of a customer?
• How many customers are waiting on average?
• How long is the average service time?
• What is the chance that one of the servers has nothing to do?

Parameters of queuing systems

The behaviour of a queuing system is dependent on:
• arrival process (l and distribution of interarrival times)
• service process (m and distribution of service times)
• number of servers
• capacity of the system
• size of the population for the system

Queuing theory

Queuing theory is the study of how systems with limited resources distribute those resources to
elements waiting in line, and how those elements waiting in line respond.

Queuing theory is a mathematical discipline that studies systems intended for servicing a random
flow of requests (the moments at which the requests appear as well as the time for servicing them
is usually random).

Queuing theory is the study of the behaviour of queues (waiting lines) and their elements. Queuing
theory is a tool for studying several performance parameters of computer systems and is
particularly useful in locating the reasons for ―bottlenecks, compromised computer performance
caused by too much data waiting to be acted on at a particular phase.

Examples include the distribution of cars on highways (including traffic jams), data through
computer networks and phone calls through voice networks. In these examples, Queue size and
waiting time can be looked at, or items within queues can be studied and manipulated according
to factors such as priority, size, or time of arrival.

The purpose of methods developed in queuing theory is to organize service reasonably so that a
given quality is ensured. Queuing theory from this standpoint can be considered as part of
operations research.

Queuing Behavior
Queue behaviour is the actions of customers while in a queue waiting for service to begin, for
example:
• Balk: leave when they see that the line is too long
• Renege: leave after being in the line when its moving too slowly
• Jockey: move from one line to a shorter line

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Queuing Discipline
A queuing discipline determines the manner in which the exchange handles calls from customers.
It defines the way they will be served, the order in which they are served, and the way in which
resources are divided among the customers. Here are details of four queuing disciplines:

First in first out

This principle states that customers are served one at a time and that the customer that has been
waiting the longest is served first.
Last in first out
This principle also serves customers one at a time, however the customer with the shortest waiting
time will be served first.
Processor sharing
Customers are served equally. Network capacity is shared between customers and they all
effectively experience the same delay.
Priority
Customers with high priority are served first.

The queuing strategy are:

• FIFO (first in first out)
• LIFO (last in first out = stack)
• SIRO (service in random order)
• SPT (shortest processing time first)
• PR (priority)

Single Server Queue

This is the simplest queuing system as represented in the following figure. The central element of
the system is a server, which provides service to the connected devices or items. Items request
to the system to be served, if the server is idle. Then, it is served immediately, else it joins a
waiting queue. After the task is completed by the server, the item departs.

Multi Server Queue

As the name suggests, the system consists of multiple servers and a common queue for all items.
When any item requests for the server, it is allocated if at-least one server is available. Else the
queue begins to start until the server is free. In this system, we assume that all servers are
identical, i.e. there is no difference which server is chosen for which item.

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6.1. DISCRETE SIMULATION MODELS

The Oxford English Dictionary describes Discrete Simulation as:

“The technique of imitating the behaviour of some situation or system (Economic, Mechanical,
etc) by means of an analogous model situation, or apparatus, either to gain information more
conveniently or to train personnel.”

Discrete simulation models, also known as discrete event simulation (DES) models, are a
powerful tool for analyzing and understanding the behavior of complex systems over time. Instead
of viewing time as a continuous flow, DES models focus on specific, instantaneous points in time
called "events" that cause the state of the system to change.

In some systems the state changes all the time, not just at the time of some discrete events. For
example, the water level in a reservoir with given in and outflows may change all the time. In such
cases “continuous simulation” is more appropriate, although discrete event simulation can serve
as an approximation. When the number of events is finite, we call the simulation “discrete event.”

The nature of the system and the properties we wish to understand can vary. Here are three
examples:

1. A natural scientist may be interested in a system of wolves and sheep, where the number
of wolves changes with a constant birth rate and a death rate that is inversely proportional
to the number of sheep, and the number of sheep changes with a constant birth rate and
a death rate that is directly proportional to the number of wolves. The scientist would like
to know the following: Do the number of wolves and the number of sheep stabilize in the
long run, and if so to what values? Or do they vary cyclically, and if so with what period
and phase?
2. A computer scientist may be interested in a system of jobs that circulate in a network of
servers (e.g., CPU’s and I/O devices). The computer scientist would like to know whether
a particular server is a ‘‘bottleneck’’, i.e., in the long run, is that server always busy while
the other servers are mostly idle.
3. A classical system example is a queuing system with a single server. Here, customers
arrive with certain service requirements, get served in some order, say first-comefirst-
served, and depart when their service is completed. Note that a customer who arrives
when the server is busy has to wait (in a queue). For this system, we would like to
determine the average waiting time for customers, the average number of customers in
the system, the fraction of time the server is busy, etc.

Simulations may be performed manually. Most often, however, the system model is written either
as a computer program as some kind of input into simulator software. The Figure 1 below shows
the key stages in using Discrete Event Simulation. It can be noted that this bears a strong
resemblance to other simulation techniques and other analysis program development
methodologies.

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Key Principles
Although, discrete event simulation could conceivably be carried out by hand it can be
computationally intensive, therefore will invariably involve computers and software. The software
could be a high level programming language such as Pascal, C++ or any specialized simulation
language. The five key features found in the discrete simulation model are:

1. System: a collection of entities (people, parts, messages, machines, servers, etc.) that
act and interact together toward some end.
2. Entities: objects that compose a simulation model. Elements that go through model.
3. Attributes: Data values that characterize entities.
4. Resources. Elements demanded by entities (machines, personnel)
5. State of a system: Collection of variables and their values necessary to describe the
system.

There are also three approaches to describing the discrete simulation, see the Figure 2.
1. Event: This approach describes an instantaneous change, usually from a stop event to a
start event. This is the most common one used, easy to understand and efficient and is
acceptable to implement.
2. Activities: Represents duration. Essentially groups a number of events in order to
describe an activity carried out by an entity e.g. a machine loading. This approach is easy
to understand and to implement but is not efficient.
3. Process: This approach groups activities to describe the life cycle of an entity e.g. a
machine. This is less common and more difficult to plan and implement, but is generally
thought to be the most efficient.

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1.2. MODEL TIME, SIMULATION EXPERIMENT CONTROL

Model Time

Model time refers to the virtual, simulated time within a simulation model. It's the timeline
according to which events occur and the system evolves within the computer program. It is distinct
from real-world time or the computer's clock.
Here's a more detailed look at model time:
• Units: Model time is measured in units that are relevant to the system being modeled.
These could be seconds, minutes, hours, days, weeks, etc. The choice of units depends
on the timescale of the activities in the real-world system. For example, a call center might
use seconds, while a supply chain model might use days.
• Progression:
o Discrete Event Simulation: Model time jumps from one event to the next. The
clock advances to the time of the next scheduled event, and the system's state
remains constant between events.
o Continuous Simulation: Model time typically advances in small, equal time steps.
At each step, the model calculates the changes in the system's state based on the
underlying differential equations.
• Start and Stop Times: A simulation experiment has a defined start time (usually time
zero) and a stop condition. The stop condition can be a specific model time, a duration of
simulated time, or a particular state reached by the system.
• Virtual vs. Real Time: Simulation software can sometimes run in "real-time" mode, where
an attempt is made to map model time to actual clock time (e.g., 1 simulated hour per real
second). However, for long simulations or complex models, simulations usually run in
"virtual time" mode, progressing as fast as the computer allows without any direct mapping
to real-world speed.
• Synchronization: Model time is crucial for synchronizing the various components and
activities within the simulation model. All time-dependent processes and events are
scheduled and executed according to the model's internal clock.

Simulation Experiment Control

Simulation experiment control encompasses the methods and parameters used to design, run,
and analyze simulation experiments effectively. It involves making decisions about various
aspects of the simulation process to obtain meaningful and reliable results.

Key aspects of simulation experiment control include:

• Defining the Objective: Clearly stating the purpose of the simulation experiment. What
questions are you trying to answer or what performance measures are you trying to
estimate?
• Setting Parameters: Determining the values of the input parameters and variables of the
simulation model that will be used in the experiment. This includes factors like arrival rates,
service times, machine capacities, etc.
• Experimental Design: Choosing a structured approach for conducting the simulation
runs. This might involve:
o Factorial Designs: Systematically varying multiple input factors at different levels
to assess their individual and combined effects on the output.
o Sensitivity Analysis: Examining how changes in input parameters affect the
simulation results.
o Optimization Techniques: Using simulation to find the best values for decision
variables to optimize a specific performance measure.
• Run Length and Number of Replications: Deciding how long each simulation run should
be and how many independent replications of the simulation should be performed. This is
crucial for obtaining statistically significant results, especially in stochastic simulations
where randomness is involved.

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• Warm-up Period: For simulations of systems that reach a steady state, a warm-up period
might be needed at the beginning of each run to eliminate the influence of initial conditions
on the results. Data collected during the warm-up period is typically discarded.
• Stopping Conditions: Defining when the simulation experiment should be terminated.
This could be based on achieving a certain level of precision in the results, reaching a
specific number of replications, or exceeding a computational budget.
• Output Analysis: Selecting appropriate statistical techniques to analyze the simulation
output data. This includes calculating descriptive statistics (mean, standard deviation),
constructing confidence intervals, performing hypothesis tests, and building metamodels
(approximations of the simulation model's input-output relationship).
• Variance Reduction Techniques: Employing methods to reduce the variability in the
simulation output, thereby increasing the efficiency of the experiment (e.g., common
random numbers, antithetic variates).
• Verification and Validation: Ensuring that the simulation model behaves as intended
(verification) and that it accurately represents the real-world system being modeled
(validation). Experiment control plays a role in designing experiments to test the model's
validity.
• Documentation: Thoroughly documenting all aspects of the simulation experiment,
including the model, parameters, experimental design, and analysis methods, to ensure
reproducibility and understanding of the results.

1.3. CONTINUOUS SYSTEM MODELING

A continuous system is one in which important activities of the system completes smoothly without
any delay, i.e. no queue of events, no sorting of time simulation, etc. When a continuous system
is modelled mathematically, its variables representing the attributes are controlled by continuous
functions.

Continuous Simulation is a type of simulation in which state variables change continuously with
respect to time. Following is the graphical representation to its behaviour.

Key aspect of Continuous system modeling

• State Variables: These are the attributes that describe the condition of the system at any
given time. In continuous systems, these variables are typically real numbers and change
smoothly. Examples include the temperature of a room, the speed of a car, the level of
liquid in a tank, or the concentration of a chemical in a reactor.
• Differential Equations: The heart of continuous system modeling lies in the use of
differential equations (both ordinary and partial) to describe the rates of change of the
state variables. These equations express how the current state of the system and external
influences determine the future rate of change of the state.
o Ordinary Differential Equations (ODEs): Used when the state variables change
with respect to a single independent variable, typically time. For example, modeling
the population growth of a species over time.
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o Partial Differential Equations (PDEs): Used when the state variables depend on
more than one independent variable, such as time and spatial dimensions. For
example, modeling heat diffusion in a solid object.
• Continuous Functions: The relationships between state variables and their rates of
change are defined by continuous mathematical functions. This ensures the smooth
evolution of the system's state.
• Initial Conditions: To obtain a specific solution for a continuous system model (i.e., to
simulate its behavior), you need to specify the initial values of all the state variables at the
starting time.

How Continuous System Modeling Works:

1. Identify State Variables: Determine the key quantities that describe the system's state.
2. Formulate Differential Equations: Develop mathematical equations that describe how
the rates of change of the state variables depend on their current values, time, and any
external inputs. This step often involves applying physical laws, chemical principles, or
other domain-specific knowledge.
3. Specify Initial Conditions: Define the values of all state variables at the beginning of the
simulation.
4. Solve the Equations: Since analytical solutions to differential equations are not always
possible (especially for complex, nonlinear systems), numerical methods are often
employed to approximate the system's behavior over time. This involves discretizing time
into small steps and using algorithms to estimate the state variables at each subsequent
time point.

Applications of Continuous System Modeling:

Continuous system modeling is used extensively in various fields:

1. Physics and Engineering: Modeling motion of objects (mechanics), electrical circuits,

heat transfer, fluid dynamics, control systems, and chemical reactions.
2. Biology and Ecology: Simulating population dynamics, disease spread, and
physiological processes.
3. Environmental Science: Modeling climate change, pollution dispersion, and ecosystem
dynamics.
4. Economics and Finance: Developing macroeconomic models and financial forecasting
tools.
5. Aerospace: Simulating aircraft flight dynamics and spacecraft trajectories.

Advantages of Continuous System Modeling:

1. Accurate Representation of Smoothly Changing Systems: Well-suited for systems

where changes occur continuously.
2. Mathematical Framework: Provides a rigorous mathematical foundation for analysis and
prediction.
3. Understanding System Dynamics: Helps in understanding the underlying mechanisms
and behaviors of complex systems.
4. Prediction and Forecasting: Enables prediction of future system states under different
conditions.

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1.4. OVERVIEW OF NUMERICAL METHODS USED FOR CONTINUOUS SIMULATION

Numerical methods are techniques used to approximate solutions for mathematical problems.
Continuous simulation deals with systems whose state variables change continuously over time
and are often modeled using differential equations. Since analytical solutions to these equations
are not always feasible, numerical methods are essential for approximating the system's behavior
over time.

Common numerical methods used for continuous simulation:

1. Euler’s Method. It is the first-order numerical method for approximating the solution of an
ordinary differential equation (ODE) with a given initial value. It's the most basic explicit
method for numerical integration of ODEs and a fundamental building block for
understanding more complex methods.
2. Runge-Kutta (RK) Methods. They are a family of implicit and explicit iterative methods
for approximating the solutions of ordinary differential equations (ODEs). They are widely
used in numerical analysis due to their good balance between accuracy and computational
cost. RK methods improve upon basic methods like Euler's method by using information
about the slope (the derivative) at multiple points within each time step to obtain a more
accurate estimate of the solution at the next time point.
3. Linear Multistep Methods. A class of numerical methods used for approximating the
solution of ordinary differential equations (ODEs). Unlike single-step methods like Euler's
or Runge-Kutta methods that only use information from the previous time point to calculate
the next, linear multistep methods utilize information from several previous time points to
estimate the solution at the current step. This approach aims to achieve higher order
accuracy and potentially better efficiency.
4. Predictor-Corrector Methods. A class of numerical methods for solving ordinary
differential equations (ODEs). These methods work in two steps:

a. Predictor Step: An explicit method is used to predict an initial estimate of the

solution at the next time step. Explicit methods directly calculate the new value
based on known values at previous time steps. Examples of predictors include
Euler's method or an Adams-Bashforth method.
b. Corrector Step: An implicit method is then used to refine the predicted value.
Implicit methods define the new value as a solution to an equation that depends
on the new value itself, as well as previous values. This often requires solving a
(possibly nonlinear) equation. Examples of correctors include the trapezoidal rule
or an Adams-Moulton method. The predicted value from the first step is often used
as an initial guess for solving the implicit equation in the corrector step.

Numerical Method Advantages Disadvantages

Simple to understand and Low accuracy (first-order).
implement. Can be unstable, especially
Euler's Method
Computationally inexpensive for large step sizes or stiff
per step. systems.
Higher accuracy than Euler's More complex to implement
method (various orders than Euler's method.
Runge-Kutta (RK) Methods available). Higher-order RK methods
RK4 offers a good balance of can be computationally
accuracy and efficiency. expensive.
Can achieve higher order
Require a starting method.
accuracy.
Can have limited stability
Once started,
Linear Multistep Methods regions.
computationally efficient per
More complex to change step
step (one function
size.
evaluation).

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Require solving a (possibly

Generally better stability nonlinear) equation at each
properties, suitable for stiff step (more computationally
Linear Multistep Methods ODEs. expensive).
Can achieve high order Require a starting method.
accuracy. More complex to change step
size.
Can achieve improved
accuracy compared to the More complex to implement.
predictor alone. Require multiple function
Predictor-Corrector
Implicit correctors can offer evaluations per step.
Methods
better stability. Starting issues (rely on other
Can provide error estimates methods initially).
for adaptive step size control.

Considerations When Choosing a Numerical Method:

• Accuracy Requirements: How precise does the simulation need to be? Higher-order
methods generally provide better accuracy.
• Stability: Some methods are more stable than others, especially when dealing with stiff
systems (systems with widely varying time scales).
• Computational Cost: More accurate and stable methods often require more
computational resources.
• Step Size: The size of the time step (h) significantly affects the accuracy and stability of
the numerical solution. Smaller step sizes generally lead to better accuracy but require
more computation.
• Type of Differential Equation: The properties of the ODE (e.g., stiffness, linearity) can
influence the choice of the most suitable numerical method.

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THE COUNTRY’S 1st POLYTECHNICU