Use of the Stochastic Collocation Method in Discrete Event Simulations

Document Type

Conference Paper

Publication Date


Publication Title

Proceedings of the 50th Computer Simulation Conference


19 (1-11)

Conference Name

SummerSim '18: 2018 Summer Simulation Multiconference, July 9-12, 2018, Bordeaux, France


Stochastic discrete event models commonly use continuous probability distributions to represent model parameters such as entity arrival rates or processing times. Models employing such distributions require a combination of extended run lengths and a large number of replications to achieve an accurate estimation of model outputs. This paper suggests the use of the stochastic collocation method as an alternative to probability distributions in stochastic discrete event models. We evaluate the ability of a model using the stochastic collocation method for input parameters to obtain an accurate estimate of model outputs. Run lengths and numbers of replications are then used to assess the effectiveness and efficiency of using the stochastic collocation method in discrete event simulation.


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Original Publication Citation

Diouf, F., & Seck, M. (2018, July 9-12). Use of the stochastic collocation method in discrete event simulations [Conference Paper]. SummerSim '18: 2018 Summer Simulation Multiconference, Bordeaux, France.