Solution to the indexing problem of frequency domain simulation experiments

Abstract

A frequency domain simulation experiment is one in which selected system parameters are oscillated sinusoidally to induce oscillations in one or more system statistics of interest. A spectral (Fourier) analysis of these induced oscillations is then performed. To perform this spectral analysis, all oscillation frequencies must be referenced to a common, independent variable - an oscillation index. In a discrete-event simulation, the global simulation clock is the most natural choice for the oscillation index. However, past efforts to reference all frequencies to the simulation clock generally yielded unsatisfactory results. The reason for these unsatisfactory results is explained in this paper and a new methodology which uses the simulation clock as the oscillation index is presented. Techniques for implementing this new methodology are demonstrated by performing a frequency domain simulation experiment for a network of queues.