Rare events are events that are expected to occur infrequently or, more technically, those that have low probabilities (say, order of 10 3 or less) of occurring according to a probability model. In the context of uncertainty quantification, the rare events often correspond to failure of systems designed for high reliability, meaning that the system performance fails to meet some design or opera...

for n large. The approximation (1.1) asserts that the “easy problem instances” arise when α is either close to 0 or 1, and that the “hardest problem instances” arise when α ≈ 1/2. This (perhaps surprising) conclusion arises because (1.1) is describing the absolute error associated with the computation. But in rare-event simulation, we are concerned with relative error, not absolute error (i.e. ...

Discrete event simulation as a method for performance evaluation has become an indispensable tool in many fields, e.g., teletraffic engineering. New communication networks and services pose extreme requirements regarding the quality of service, e.g., cell loss probabilities in ATM1 networks in the order of 10 . Straightforward simulation for this type of rare event leads to simulation run times...

In simulating applications for execution on specific computing systems, the simulation performance figures must be known in a short period of time. One basic approach to the problem of reducing the required simulation time is the exploitation of parallelism. However, in parallelizing the simulation new problems arise. Due to the distributed generation of events causality errors can occur, as a ...

Discrete-event simulation represents modeling, simulating, and analyzing systems utilizing the computational and mathematical techniques, while creating a model construct of a conceptual framework that describes a system. The system is father simulates by performing experiment(s) using computer implementation of the model and analyzed to draw conclusions from output that assist in decision maki...

Parallel discrete-event simulation (PDES), simply referred to as parallel simulation, is concerned with the execution of discrete-event simulation on parallel computers. PDES has been recognized as a challenging research field bridging between modeling and simulation, and high-performance computing. By exploiting the potential parallelism in a simulation model, PDES can overcome the limitations...