模拟连续时间马尔可夫链的并行算法

D. Nicol, P. Heidelberger
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引用次数: 8

摘要

我们以前已经证明了均匀化的数学技术可以作为连续时间马尔可夫链并行模拟的同步基础。本文回顾了基本方法,比较了基于统一的四种不同方法,并根据问题特征评价了它们的优缺点。这些方法在使用乐观主义、逻辑聚合、通信管理和适应性方面各不相同。Touchstone Delta多处理器,使用多达256个处理器。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Parallel algorithms for simulating continuous time Markov chains
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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