Parallel algorithms for simulating continuous time Markov chains | Zendy

David M. Nicol | Zendy; Philip Heidelberger | Zendy

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Parallel algorithms for simulating continuous time Markov chains

Author(s) -

David M. Nicol,

Philip Heidelberger

Publication year - 1993

Publication title -

nasa technical reports server (nasa)

Language(s) - English

Resource type - Conference proceedings

ISSN - 0163-6103

ISBN - 1-56555-055-2

DOI - 10.1145/158459.158461

Subject(s) - uniformization (probability theory) , computer science , multiprocessing , markov chain , synchronization (alternating current) , algorithm , parallel computing , strengths and weaknesses , markov process , theoretical computer science , markov model , markov property , mathematics , machine learning , channel (broadcasting) , statistics , computer network , philosophy , epistemology

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.

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