Monotonicity and efficient computation of bounds with time parallel simulation

  • Authors:
  • Jean-Michel Fourneau;Franck Quessette

  • Affiliations:
  • PRiSM, Université de Versailles-Saint-Quentin, CNRS UMR 8144, France;PRiSM, Université de Versailles-Saint-Quentin, CNRS UMR 8144, France

  • Venue:
  • EPEW'11 Proceedings of the 8th European conference on Computer Performance Engineering
  • Year:
  • 2011

Quantified Score

Hi-index 0.00

Visualization

Abstract

We adapt Nicol's approach for the time parallel simulation with fix-up computations. We use the concept of monotonicity of a model related to the initial state of the simulation to derive bounds of the sample-paths. We prove several algorithms with fix-up computations which minimises the number of runs before we get a consistent sample-path. We obtain proved upper or lower bounds of the sample-path of the simulation and bounds of some estimates as well.