Optimistic Parallel Simulation of Continuous Time Markov Chains Using Uniformization

Abstract

In an earlier paper we described how uniformization can be used as the basis of a conservative parallel simulation algorithm for simulating a continuous time Markov chain (CTMC). The fundamental notion is that uniformization permits the calculation (in advance of actually running the simulation) of instants where processors will synchronize, achieving much lower synchronization overhead than is usually attributed to conservative methods. In this paper we extend the idea further, showing how to use uniformization in the context of an optimistic parallel simulation to reduce the frequency of state-saving, schedule intelligently, and eliminate the Global Virtual Time (GVT) calculation. We demonstrate the efficiency of the method by implementation on a 16-processor Intel iPSC/2 and on 256 processors of the Intel Touchstone Delta. © 1993 Academic Press, Inc.