DERIVATIVE ESTIMATES PARALLEL SIMULATION ALGORITHM BASED ON PERFORMANCE POTENTIALS THEORY

摘要

An efficient derivative estimates parallel simulation algorithm is presented based on the new Performance Potentials theory (Cao and Chen, 1997). Two main ideas are introduced: First, a new processor-partitioning pattern, Screwy Partitioning, which can make complete load balance on a time-costing simulation part; Second, modified Common Random Number, which can remove the large amount of broadcasting cost of sample path data at the price of only adding a very little workload. The simulation experiments on an SPMD parallel computer show that this algorithm can achieve near linear speedup.