We apply various variance reduction techniques to the estimation of Asian averages and options and propose an easy-to-use quasi-Monte Carlo method that can provide significant variance reductions with minimal increases in computational time. We have also extended these techniques to estimate higher moments of the Asians. We then use these estimated moments to efficiently implement Gram--Charlier based estimators for probability density functions of Asian averages and options. Finally, we investigate a ranking and selection application that uses post hoc analysis to determine how the circumstances of procedure termination affect the probability of correct selection.

Multi-core design for CPU is the recent trend and we believe the trend will continue in near future. Researchers and industry architects utilize simulation to evaluate their designs and gain a certain level of confidence before manufacturing the actual products. Due to the fact that modern multi-core systems are complex, traditional sequential simulation can hit the bottlenecks in terms of execution time. To handle the complexity, Parallel Discrete Event Simulation (PDES) programs are employed. PDES program with well-designed partitioning schemes, synchronization algorithm and other optimizations can take advantage of the parallel hardware and achieve scalability for the simulation of multi-core systems. The objective of this dissertation is to design, develop, test and evaluate a variety of technologies to improve the performance and efficiency of parallel simulation of multi-core systems. The technologies include a general guide for partitioning schemes, an efficient front-end for timing-directed simulation, and a new conservative synchronization algorithm.

There is considerable pressure on the U.K. clothing industry to remain competitive in the face of foreign competition. Market forces and the trend of decreasing contract sizes have produced perceived problems with current methods of production which, coupled with the inertia to radical change, justify research. Computer simulation is an established production management tool but its potential in clothing manufacture could not be inferred. Concentrating on progressive bundle systems as the dominant method of production, this research considers the capacity of simulation in this context. Factory-based studies identified factors affecting system performance which allowed a conceptual model with high face validity to be defined. The requirement to handle complex supervisory control strategies led to the identification of visual interactive simulation as an experimental route. A computerised model, with an appropriate user interface and reporting facilities, was developed in the ~Siman si@ulat~£~~Dguage __ This was supported by animated graphics which played a substantial role in the attainment of face validity. Replication was considered to be essential for sound estimates of system performance to be obtained from this stochastic model but, as interactive control works against replication, steps were taken to reduce compromise. Software development facilitated an experimental technique that employed interaction to develop a control strategy, which then became embedded in the model for replication. By providing control consistency between replications, a more reliable assessment of system sensitivity to stochastic variability was possible. Pilot runs and single factor analysis enabled the effect of controllable factors on system performance to be quantified. Supervisory control was found to have a major effect on system performance so that the need for consistency in interaction was amplified. Considering alternative experimental methods and the practical use of the model, application areas for simulation in the absence of real time data capture were identified and demonstrated. Each application offered significant advantage over currently available planning methods and the use of simulation was supported. Information from the model can be gained about the design and control of progressive bundle lines at the pre-production phase, and the output of performance indicators can be useful in assessing real production lines. The evidence presented by this research illustrates that animated simulation can provide insight that is otherwise unobtainable.

International Telemetering Conference Proceedings / October 30-November 02, 1989 / Town & Country Hotel & Convention Center, San Diego, California / Verifying the quality of a PCM (or PAM) telemetry system is an important concern before any launch. A frame simulator generated test is definitely inchoate to exercise the link’s real world disturbances response behavior. It should be completed with tests involving some disturbances measurements.

International Telemetering Conference Proceedings / October 29-November 02, 1990 / Riviera Hotel and Convention Center, Las Vegas, Nevada / The Packet Telemetry Ground Station which receives telemetry data from the Space Station must be able to receive and process various data types including high-rate video, audio, instrumentation, electronic mail, telecommand, and engineering. The Packet Telemetry Ground Station must also be flexible to accommodate changing missions and payloads. Computer simulations of the Packet Telemetry Ground Station provide information about device specifications required to achieve an acceptable level of performance under changing telemetry data traffic configurations. This paper describes a computer simulation model for a Packet Telemetry Ground Station Architecture which was tested using ten different traffic components randomly transmitting data. The Packet Telemetry Ground Station Simulation status and utilization plots are discussed in terms of interpreting the simulation results.

International Telemetering Conference Proceedings / October 23-26, 2000 / Town & Country Hotel and Conference Center, San Diego, California / Global Positioning System (GPS) sensors have the potential to provide precise position, velocity, and timing information in high dynamic applications. Missile flight-testing is one such application where accurate relative positions are important. GPS instrumentation can provide the high accuracy while offering both significant cost savings and improved confidence in the test results when compared to existing methods. To date, the use of GPS in missile flight-testing has been limited due to a lack of demonstrated GPS receiver tracking capability in high dynamics. This paper evaluates several currently available GPS receivers for both their tracking capability and their measurement accuracy in high dynamic environments.

International Telemetering Conference Proceedings / October 17-20, 1994 / Town & Country Hotel and Conference Center, San Diego, California / With the increased concerns for reducing cost and improving reliability in today's telemetry systems, many users are employing simulation and automation to guarantee reliable telemetry systems operation. Pre-Mission simulation of the telemetry system will reduce the cost associated with a loss of mission data. In order to guarantee the integrity of the receive system, the user must be able to simulate several conditions of the transmitted signal. These include Doppler shift and dynamic fade simulation. Additionally, the simulator should be capable of transmitting industry standard PCM data streams to allow pre-mission bit error rate testing of the receive system. Furthermore, the simulator should provide sufficient output power to allow use as a boresite transmitter to check all aspects of the receive link. Finally, the simulator must be able to operate at several frequency bands and modulation modes to keep cost to a minimum.

International Telemetering Conference Proceedings / October 17-20, 1994 / Town & Country Hotel and Conference Center, San Diego, California / In space applications, telemetry systems are traditionally used to provide a front end for processing Control Center data. Control Center operations dictate the content and processing requirements of the telemetry data to enable the control center personnel to make proper decisions concerning the operation of their space vehicle. Unfortunately many anomalous operational scenarios do not arise during control center checkout procedures which are designed to test the functionality of the Control Center equipment. However, an interactive telemetry simulation, which involves producing telemetry data using real-world formats and data rates, can create many of the situations control center personnel may encounter. A host computer is used to drive a telemetry system which in turn produces simulated vehicle data. As a result, a telemetry simulation can not only verify the functionality of the Control Center hardware and software, but also validate Control Center procedures and train Control Center personnel in the process.

International Telemetering Conference Proceedings / October 22-25, 2001 / Riviera Hotel and Convention Center, Las Vegas, Nevada / Software and techniques are described for testing the Advanced Data Acquisition and Processing System (ADAPS), the primary flight test telemetry system used at Edwards AFB, California. The software described acts as an additional simulation capability and moves the simulation definition process into a realm where data is formed by means of a high-order language. The potential for creation of more sophisticated simulated test data is thus enabled. Extension of the techniques described in this paper to applications other than testing is discussed.

Healthcare problems are complex; they exhibit both detail and dynamic complexity. It has been argued that Discrete Event Simulation (DES), with its ability to capture detail, is ideal for problems exhibiting this type of complexity. On the other hand, System Dynamics (SD) with its focus on feedback and nonlinear relationships lends itself naturally to comprehend dynamic complexity. Although these modelling paradigms provide valuable insights, neither of them are proficient in capturing both detail and dynamic complexity to the same extent. It has been argued in literature that a hybrid approach, wherein SD and DES are integrated symbiotically, will provide more realistic picture of complex systems with fewer assumptions and less complexity. In spite of wide recognition of healthcare as a complex multi- dimensional system, there has not been any reported study which utilises hybrid simulation. This could be attributed to the fact that due to fundamental differences, the mixing of methodologies is quite challenging. In order to overcome these challenges a generic theoretical framework for hybrid simulation is required. However, there is presently no such generic framework which provides guidance about integration of SD and DES to form hybrid models. This research has attempted to provide such a framework for hybrid simulation which can be utilised in healthcare domain. On the basis of knowledge induced from literature, three requirements for the generic framework have been established. It is argued that the framework for hybrid simulation should be able to provide answers to Why (why hybrid simulation is required), What (what information is exchanged between SD and DES models) and How (how SD and DES models are going to interact with each other over the time to exchange information) within the context of implementation of hybrid simulation to different problem scenarios. In order to meet these requirements, a three-phase generic framework for hybrid simulation has been proposed. Each phase of the framework is mapped to an established requirement and provides guidelines for addressing that requirement. The proposed framework is then evaluated theoretically based on its ability to meet these requirements by using multiple cases, and accordingly modified. It is further evaluated empirically with a single case study comprising of Accident and Emergency department of a London district general hospital. The purpose of this empirical evaluation is to identify the limitations of the framework with regard to the implementation of hybrid models. It is realised during implementation that the modified framework has certain limitations pertaining to the exchange of information between SD and DES models. These limitations are reflected upon and addressed in the final framework. The main contribution of this thesis is the generic framework for hybrid simulation which has been applied within healthcare context. Through an extensive review of existing literature in hybrid simulation, the thesis has also contributed to knowledge in multi-method approaches. A further contribution is that this research has attempted to quantify the impact of intangible benefits of information systems into tangible business process improvements. It is expected that this work will encourage those engaged in simulation (e.g., researchers, practitioners, decision makers) to realise the potential of cross-fertilisation of the two simulation paradigms.