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- W2726382912 abstract "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." @default.
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- W2726382912 date "1999-07-01" @default.
- W2726382912 modified "2023-09-27" @default.
- W2726382912 title "Derivative estimates parallel simulation algorithm based on performance potentials theory" @default.
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- W2726382912 doi "https://doi.org/10.1016/s1474-6670(17)56811-1" @default.
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