Coordination of Coupled Black Box Simulations in the Construction of Metamodels

CentER Discussion Paper No. 2003-02

Posted: 29 Apr 2004

See all articles by Edwin van Dam

Edwin van Dam

Tilburg University - Department of Econometrics & Operations Research

Dick den Hertog

Tilburg University - Department of Econometrics & Operations Research

Peter Stehouwer

Centre for Quantitative Methods

Bart Husslage

Tilburg University - Department of Econometrics & Operations Research

Erwin Stinstra

Centre for Quantitative Methods

Date Written: January 2003

Abstract

This paper introduces methods to coordinate black box simulations in the construction of metamodels for situations in which we have to deal with coupled black boxes. We define three coordination methods: parallel simulation, sequential simulation and sequential modeling. To compare these three methods we focus on five aspects: throughput time, flexibility, simulated product designs, coordination complexity and the use of prior information. Special attention is given to the throughput time aspect. For this aspect we derive mathematical formulas and we give relations between the throughput times of the three coordination methods. At the end of this paper we summarize the results and give recommendations on the choice of a suitable coordination method.

Keywords: Design optimization, coupling, coordination, simulation, black box, metamodel

JEL Classification: C00

Suggested Citation

van Dam, Edwin and den Hertog, Dick and Stehouwer, Peter and Husslage, Bart and Stinstra, Erwin, Coordination of Coupled Black Box Simulations in the Construction of Metamodels (January 2003). CentER Discussion Paper No. 2003-02. Available at SSRN: https://ssrn.com/abstract=475841

Edwin Van Dam (Contact Author)

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

Dick Den Hertog

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

Peter Stehouwer

Centre for Quantitative Methods ( email )

5600 AK Eindhoven
Netherlands

Bart Husslage

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

Erwin Stinstra

Centre for Quantitative Methods ( email )

5600 AK Eindhoven
Netherlands

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