A fast simulation method, called the parallel batch means method, is presented and analyzed in this paper. Contrary to the conventional parallel simulation methods, it assumes a large grain-size parallelism and thus it is less dependent on the speed o...
A fast simulation method, called the parallel batch means method, is presented and analyzed in this paper. Contrary to the conventional parallel simulation methods, it assumes a large grain-size parallelism and thus it is less dependent on the speed of communications between the computers. The method is based on the theory of batch means, which is a well-known simulation output analysis technique. The method achieves a linear speedup characteristic and an experimental simulation using the method shows that it produces even accurate simulation results with great saving in simulation time. As inexpensive computers are increasingly available nowadays, the method will be indispensable for fast and accurate computer simulation.