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Massively time-parallel, approximate simulation of loss queueing systems

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Abstract

A time-parallel simulation obtains parallelism by partitioning the time domain of the simulation. An approximate time-parallel simulation algorithm named GG1K is developed for acyclic networks of loss FCFSG/G/1/K queues. The GG1K algorithm requires two phases. In the first phase, a similar system (i.e. aG/G/1/∞ queue) is simulated using the GLM algorithm. Then the resultant trajectory is transformed into an approximateG/G/1/K trajectory in the second phase. The closeness of the approximation is investigated theoretically and experimentally. Our results show that the approximation is highly accurate except whenK is very small (e.g. 5) in certain models. The algorithm exploits unbounded parallelism and can achieve near-linear speedup when the number of arrivals simulated is sufficiently large.

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Wang, J.J., Abrams, M. Massively time-parallel, approximate simulation of loss queueing systems. Ann Oper Res 53, 553–575 (1994). https://doi.org/10.1007/BF02136843

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