Experiments with Initial Transient Deletion for Parallel Replicated Steady-State Simulations
Abstract
A simple and effective way to exploit parallel processors in discrete event simulations is to run multiple independent replications, in parallel, on multiple processors and to average the results at the end of the runs. We call this the method of parallel replications. This paper is concerned with using the method of parallel replications for estimating steady-state performance measures. We report on the results of queueing estimators that can be formed using this method. The theoretical asymptotic properties of these estimators were determined in Glynn and Heidelberger (1989a and 1989b). Both the theory and the experimental results reported here strongly indicate that a nonstandard (in the context of steady-state simulation), yet easy to apply, estimator procedure is required on highly parallel machines. This nonstandard estimator is a ratio estimator. The experiments also show that use of the ratio estimator is advantageous even on machines with only a moderate degree of parallelism. (kr)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1990
- Accession Number
- ADA227879
Entities
People
- Peter W. Glynn
- Philip Heidelberger
Organizations
- Stanford University