A perspective of batching methods in a simulation environment of multiple replications in parallel

Authors:
Edjair Mota;Adam Wolisz;Krzysztof Pawlikowski
Affiliations:
University of Amazonas, Brazil;Technical University of Berlin, Germany;University of Canterbury, Christchurch, New Zealand
Venue:
Proceedings of the 32nd conference on Winter simulation
Year:
2000

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Abstract

Discrete event simulation is frequently time-consuming either because modern dynamic systems, such as telecommunication networks, are becoming increasingly complex and/or a great number of observations is required to yield reasonably accurate results. An interesting approach to reduce the time duration of simulation is that of concurrently running multiple replications in parallel (MRIP) on a number of processors connected via networking and averaging the results adequately. We present the results of our research on the suitability of batch-means-based procedures in such distributed stochastic simulation.