Parallel algorithms for simulating continuous time Markov chains

Authors:
David M. Nicol;Philip Heidelberger
Affiliations:
-;-
Venue:
PADS '93 Proceedings of the seventh workshop on Parallel and distributed simulation
Year:
1993

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Abstract

We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains. This paper reviews the basic method and compares four different methods based on uniformization, evaluating their strengths and weaknesses as a function of problem characteristics. The methods vary in their use of optimism, logical aggregation, communication management, and adaptivity. Touchstone Delta multiprocessor, using up to 256 processors.