Results 1 - 10 of 375

Efficient exact stochastic simulation of chemical systems with many species and many channels

by Michael A. Gibson, Jehoshua Bruck - 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 ..."
Abstract - Cited by 427 (5 self) - Add to MetaCart
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 Large-Scale Loss Networks

by Mark Prindiville, Sanguthevar Rajasekaran, Keith W. Ross, Mark Prindiville, Sanguthevar Rajasekaran, Keith W. Ross, Mark Prindiville, Sanguthevar Rajasekaran, Keith W. Ross , 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 large-scale telephone networks. In a simulation based upon a standard ..."
Abstract - Cited by 2 (2 self) - Add to MetaCart
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 large-scale telephone networks. In a simulation based upon a

Conservative Synchronization of Large-Scale Network Simulations

by Alfred Park, Richard M. Fujimoto, Kalyan S. Perumalla - Proceedings of the Workshop on Parallel and Distributed Simulation (PADS), ACM/IEEE/SCS , 2004
"... Parallel discrete event simulation techniques have enabled the realization of large-scale 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 ..."
Abstract - Cited by 12 (3 self) - Add to MetaCart
Parallel discrete event simulation techniques have enabled the realization of large-scale 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

by Mark Broadie - 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 ..."
Abstract - Cited by 123 (1 self) - Add to MetaCart
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 large-scale discrete-event simulation on the Cell Broadband Engine

by Qi Liu, Gabriel Wainer, Ligang Lu, Michael Perrone - Proceedings of HPCS 2010 , 2010
"... This paper presents a computing technique for efficient parallel simulation of large-scale discrete-event 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 ..."
Abstract - Cited by 7 (4 self) - Add to MetaCart
This paper presents a computing technique for efficient parallel simulation of large-scale discrete-event 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 large-scale highly congested systems. Simulation: Transactions of the Society for Modeling and Simulation International

by Lee W. Schruben, Theresa M. Roeder , 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 job-tracing simulation previously in use. The authors summarize the methodologies used and conclude that the differences in execution speeds a ..."
Abstract - Cited by 5 (3 self) - Add to MetaCart
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 resource-driven model is insensitive to system

APPLICATIONS Fast Simulations of Large-Scale Highly Congested Systems

by Lee W. Schruben, Theresa M. Roeder
"... Focusing on resource cycles, the authors developed a semiconductor wafer factory (fab) simulation that executed more than an order of magnitude faster than a job-tracing 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 resource-driven model is insensitive to system

Large Scale Microscopic Evacuation Simulation

by Marcel Rieser, Kai Nagel
"... Summary. The evacuation of whole cities or even regions is an important prob-lem, 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 large-scale ..."
Abstract - Cited by 2 (0 self) - Add to MetaCart
Summary. The evacuation of whole cities or even regions is an important prob-lem, 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 large-scale

Heterogenous Simulation -- mixing discrete-event model with dataflow

by W.-T. Chang, S. Ha, E. A. Lee , 1996
"... This paper relates to system-level 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 ..."
Abstract - Cited by 19 (4 self) - Add to MetaCart
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 discrete-event models, with their notion of time that usually defines a total order of events. A

Tackling the Memory Balancing Problem for Large-Scale Network Simulation

by Hyojeong Kim, Kihong Park
"... A key obstacle to large-scale network simulation over PC clusters is the memory balancing problem where a memory-overloaded machine can slow down an entire sim-ulation 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 per-node peak memory not being synchronized—and (ii) trade-off with CPU balanc-ing whose cost metric depends on total—as opposed to maximum—number of messages processed over time. We investigate memory balancing for large-scale network sim-ulation
Results 1 - 10 of 375