Massively parallel SIMD simulation of Markovian DEDS: Event and time synchronous methods
Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10) Parallel numerical computation (65Y05) Stochastic systems in control theory (general) (93E03)
The basic time and event synchronous algorithms are introduced. The event efficiency of the time synchronous method is investigated. The front-end event rate of each method is estimated experimentally. The paper contains examples. In contrast to most parallel simulation approaches the authors simulate distinct parametric variants at each processor.
- Parallel simulation of DEDS via event synchronization
- Massively parallel and distributed simulation of a class of discrete event systems
- Efficient simultaneous simulation of Markov chains
- Asynchronous algorithms for the parallel simulation of event-driven dynamical systems
- A comparative study of parallel algorithms for simulating continuous time Markov chains
- Parallel simulation and optimization of discrete event systems
- A fixed point approach to parallel discrete event simulation
- Parallel discrete event simulation with SIMULA
- Parallel discrete-event simulation applications
- Discrete Event Simulations and Parallel Processing: Statistical Properties
- Generating Markov-Chain Transitions Quickly: I
- scientific article; zbMATH DE number 3815002 (Why is no real title available?)
- scientific article; zbMATH DE number 194538 (Why is no real title available?)
- Massively parallel and distributed simulation of a class of discrete event systems
- Observable augmented systems for sensitivity analysis of Markov and semi-Markov processes
- On the efficient generation of discrete event sample paths under different system parameter values
- On-line sensitivity analysis of Markov chains
- Optimization via simulation: A review
- Ordinal optimization of DEDS
- Some Guidelines and Guarantees for Common Random Numbers
- Using a standard clock technique for efficient simulation
- Parallel simulation of DEDS via event synchronization
- Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains
- A comparative study of parallel algorithms for simulating continuous time Markov chains
- Massively parallel and distributed simulation of a class of discrete event systems
- Asynchronous algorithms for the parallel simulation of event-driven dynamical systems
- scientific article; zbMATH DE number 1424441 (Why is no real title available?)
- Exposing inter-process information for efficient PDEs of spatial stochastic systems on multicores
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