Concept

Deterministic simulation

Résumé
In mathematical modeling, deterministic simulations contain no random variables and no degree of randomness, and consist mostly of equations, for example difference equations. These simulations have known inputs and they result in a unique set of outputs. Contrast stochastic (probability) simulation, which includes random variables. Deterministic simulation models are usually designed to capture some underlying mechanism or natural process. They are different from statistical models (for example linear regression) whose aim is to empirically estimate the relationships between variables. The deterministic model is viewed as a useful approximation of reality that is easier to build and interpret than a stochastic model. However, such models can be extremely complicated with large numbers of inputs and outputs, and therefore are often noninvertible; a fixed single set of outputs can be generated by multiple sets of inputs. Thus taking reliable account of parameter and model uncertainty is crucial, perhaps even more so than for standard statistical models, yet this is an area that has received little attention from statisticians. Deterministic simulations in scientific research are used in various studies about population fields, climate development, and pollution, engineering, chemistry and policy-making. Deterministic simulations have received attention in statistical literature under the general topic of computer experiments. Computer experiments simulate complex system which requires a number of inputs. Use of a stochastic system is much cheaper but also inaccurate and simplifying. It is necessary to translate models into computer recognizable formats. The modeler must decide if whether to program the model in a simulation language such as GPSS/H or to use special purpose simulation software: Arena – discrete event simulator has also academic version CSIM – CSIM is a re-usable general purpose discrete-event simulation environment for modeling complex systems of interacting elements.
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