Experimental Evaluation of A Parallel Spectral Method for Run Length Control in Steady-State Simulation

Kimmo E. E. Raatikainen: Experimental Evaluation of A Parallel Spectral Method for Run Length Control in Steady-State Simulation. Report C-1994-55, Department of Computer Science, University of Helsinki, November 1994. 27 pages. <http://www.cs.helsinki.fi/TR/C-1994/55>

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Abstract

Distributed and parallel simulation has been a popular research topic in recent years. The research has primarily concentrated on correctness and speedup of distributed simulation. The statistical output analysis that is an essential part of simulating stochastic systems has attained only small attention. Parallel simulation is often mentioned as an attractive alternative for steady-state simulations. However, empirical results are not widely reported. We describe an implementation of an method that combines independent simultaneous replications and the spectral method. We also present experimental results are based on 12 simulation models executed in a network of Sun SPARCstations.

Index Terms

Categories and Subject Descriptors:
I.6.6 [Simulation and Modeling]: Simulation Output Analysis - sequential estimation
I.6.8 [Simulation and Modeling]: Types of Simulation - parallel

General Terms: Algorithms, Experimentation, Performance

Additional Key Words and Phrases: Parallel simulation, Run length control