Simultaneous parallel simulations of continuous time Markov chains at multiple parameter settings

Philip Heidelberger, David M. Nicol

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The authors describe multi-PUCS (parallel uniformized continuous-time simulation), an approach based on uniformization for simultaneously running parallel simulation of CTMCs (continuous time Markov chains) at multiple parameter settings. In multi-PUCs, interprocessor communications messages are shared among the multiple simulations. The efficiency of multi-PUCS relative to another multiple parameter simulation approach, the consecutive strategy, was studied empirically through simulations of a large queuing network on a 16-node Intel iPSC/2. Generally speaking, if the parameter being varied is such that the external uniformization rates are unaffected, then multi-PUCS becomes (relatively) more efficient as the amount of interprocessor communications increases. However, the efficiency gains over the consecutive strategy were fairly modest when combining two parameter settings. Better performance can be achieved when more parameter settings are included. In addition, moderate positive correlation was induced using this approach.

Original languageEnglish (US)
Title of host publicationWinter Simulation Conference Proceedings
PublisherPubl by IEEE
Pages602-607
Number of pages6
ISBN (Print)078030181X
StatePublished - Dec 1 1991
Externally publishedYes
Event1991 Winter Simulation Conference Proceedings - Phoenix, AZ, USA
Duration: Dec 8 1991Dec 11 1991

Publication series

NameWinter Simulation Conference Proceedings
ISSN (Print)0275-0708

Other

Other1991 Winter Simulation Conference Proceedings
CityPhoenix, AZ, USA
Period12/8/9112/11/91

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Safety, Risk, Reliability and Quality
  • Chemical Health and Safety
  • Applied Mathematics

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