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375
Efficient exact stochastic simulation of chemical systems with many species and many channels
 J. Phys. Chem. A
, 2000
"... There are two fundamental ways to view coupled systems of chemical equations: as continuous, represented by differential equations whose variables are concentrations, or as discrete, represented by stochastic processes whose variables are numbers of molecules. Although the former is by far more comm ..."
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Cited by 427 (5 self)
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simulation methods to simulate trajectories of discrete, stochastic systems, (methods that are rigorously equivalent to the Master Equation approach) but these do not scale well to systems with many reaction pathways. This paper presents the Next Reaction Method, an exact algorithm to simulate coupled
Efficient Simulation of LargeScale Loss Networks
, 1991
"... Recently Rajasekaran and Ross [1] presented an algorithm that takes an expected 0(1) time to generate a nonuniform discrete random variate. In this paper we discuss how this algorithm can be employed in the efficient simulation of largescale telephone networks. In a simulation based upon a standard ..."
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Cited by 2 (2 self)
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Recently Rajasekaran and Ross [1] presented an algorithm that takes an expected 0(1) time to generate a nonuniform discrete random variate. In this paper we discuss how this algorithm can be employed in the efficient simulation of largescale telephone networks. In a simulation based upon a
Conservative Synchronization of LargeScale Network Simulations
 Proceedings of the Workshop on Parallel and Distributed Simulation (PADS), ACM/IEEE/SCS
, 2004
"... Parallel discrete event simulation techniques have enabled the realization of largescale models of communication networks containing millions of end hosts and routers. However, the performance of these parallel simulators could be severely degraded if proper synchronization algorithms are not utili ..."
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Cited by 12 (3 self)
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Parallel discrete event simulation techniques have enabled the realization of largescale models of communication networks containing millions of end hosts and routers. However, the performance of these parallel simulators could be severely degraded if proper synchronization algorithms
Exact Simulation of Stochastic Volatility and other
 Affine Jump Diffusion Processes, Working Paper
, 2004
"... The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulating security prices under these models. However, discretization introduces bias into the simulation results and a large nu ..."
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Cited by 123 (1 self)
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The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulating security prices under these models. However, discretization introduces bias into the simulation results and a large
Novel performance optimization of largescale discreteevent simulation on the Cell Broadband Engine
 Proceedings of HPCS 2010
, 2010
"... This paper presents a computing technique for efficient parallel simulation of largescale discreteevent models on the IBM Cell Broadband Engine (CBE), which has one Power Processor Element (PPE) and eight Synergistic Processing Elements (SPE). Based on the generalpurpose Discrete Event System Spec ..."
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Cited by 7 (4 self)
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This paper presents a computing technique for efficient parallel simulation of largescale discreteevent models on the IBM Cell Broadband Engine (CBE), which has one Power Processor Element (PPE) and eight Synergistic Processing Elements (SPE). Based on the generalpurpose Discrete Event System
Fast simulations of largescale highly congested systems. Simulation: Transactions of the Society for Modeling and Simulation International
, 2003
"... Focusing on resource cycles, the authors developed a semiconductor wafer factory (fab) simulation that executed more than an order of magnitude faster than a jobtracing simulation previously in use. The authors summarize the methodologies used and conclude that the differences in execution speeds a ..."
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Cited by 5 (3 self)
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are due to the fundamental differences in using an event graph paradigm to model the discrete event system dynamics instead of the more popular process flow paradigm that is used by almost all commercial simulation packages. However, the execution speed of a resourcedriven model is insensitive to system
APPLICATIONS Fast Simulations of LargeScale Highly Congested Systems
"... Focusing on resource cycles, the authors developed a semiconductor wafer factory (fab) simulation that executed more than an order of magnitude faster than a jobtracing simulation previously in use. The authors summarize the methodologies used and conclude that the differences in execution speeds a ..."
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are due to the fundamental differences in using an event graph paradigm to model the discrete event system dynamics instead of the more popular process flow paradigm that is used by almost all commercial simulation packages. However, the execution speed of a resourcedriven model is insensitive to system
Large Scale Microscopic Evacuation Simulation
"... Summary. The evacuation of whole cities or even regions is an important problem, as demonstrated by recent events such as evacuation of Houston in the case of Hurricane Rita or the evacuation of coastal cities in the case of Tsunamis. A robust and flexible simulation framework for such largescale ..."
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Cited by 2 (0 self)
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Summary. The evacuation of whole cities or even regions is an important problem, as demonstrated by recent events such as evacuation of Houston in the case of Hurricane Rita or the evacuation of coastal cities in the case of Tsunamis. A robust and flexible simulation framework for such largescale
Heterogenous Simulation  mixing discreteevent model with dataflow
, 1996
"... This paper relates to systemlevel design of signal processing systems, which are often heterogeneous in implementation technologies and design styles. The heterogeneous approach, by combining small, specialized models of computation, achieves generality and also lends itself to automatic synthesis ..."
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Cited by 19 (4 self)
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be precisely described and unambiguously differentiated, and their interactions can be understood. In this paper, we will focus on the interaction between dataflow models, which have partially ordered events, and discreteevent models, with their notion of time that usually defines a total order of events. A
Tackling the Memory Balancing Problem for LargeScale Network Simulation
"... A key obstacle to largescale network simulation over PC clusters is the memory balancing problem where a memoryoverloaded machine can slow down an entire simulation due to disk I/O overhead. Memory balancing is complicated by (i) the difficulty of estimating the peak memory consumption of a group ..."
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group of nodes during network partitioning—a consequence of pernode peak memory not being synchronized—and (ii) tradeoff with CPU balancing whose cost metric depends on total—as opposed to maximum—number of messages processed over time. We investigate memory balancing for largescale network simulation
Results 1  10
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375