Monotonicity and Efficient Computation of Bounds with Time Parallel Simulation

  • Jean-Michel Fourneau
  • Franck Quessette
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6977)


We adapt Nicol’s approach for the time parallel simulation with fix-up computations. We use the concept of monotonicity of a model related to the initial state of the simulation to derive bounds of the sample-paths. We prove several algorithms with fix-up computations which minimises the number of runs before we get a consistent sample-path. We obtain proved upper or lower bounds of the sample-path of the simulation and bounds of some estimates as well.


Input Sequence Output Sequence Stochastic Matrix Parallel Simulation Master Process 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Jean-Michel Fourneau
    • 1
  • Franck Quessette
    • 1
  1. 1.PRiSM, Université de Versailles-Saint-Quentin, CNRS UMR 8144France

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