skip to main content
10.1145/256562.256639acmconferencesArticle/Chapter ViewAbstractPublication PageswscConference Proceedingsconference-collections
Article
Free Access

A framework for rare event simulation of stochastic Petri nets using “RESTART”

Authors Info & Claims
Published:08 November 1996Publication History

ABSTRACT

For the performability evaluation of complex systems simulation remains often the only feasible method. Unfortunately, simulation experiments tend to be very time consuming if rare events have to be considered. This paper describes an algorithmic approach for fast simulation of rare events applied in a Petri net modeling environment. The technique is based on the RESTART method, which is applicable for rare events in a wide range of simulation models, and has the potential to reduce the simulation overhead extremely. The paper presents selection and refinement techniques for the most important input parameters of RESTART. The techniques allow an efficient execution of RESTART simulations especially in a flexible evaluation tool. The results show run length reductions up to six orders of magnitude.

References

  1. Bayes, A.J. 1972. A Minimum Variance Samp}Ling Technique for Simulation Models, Journal of the ACM 19: 734-741. Google ScholarGoogle ScholarDigital LibraryDigital Library
  2. Blondia, C. 1992. Performance Evaluation on an M/I- Stage in an ATM Switching Element. Performance Evaluation 15(1): 1-20. Google ScholarGoogle ScholarDigital LibraryDigital Library
  3. Buchholz, P. and P. Kemper 1995. Numerical Analysis of Stochastic Marked Graph Nets. In Proc of the Sixt Int. Workshop on Petri Nets and Performance Models, Durham, North Carolina, USA, IEEE Press: 32-41. Google ScholarGoogle ScholarDigital LibraryDigital Library
  4. Ciardo, G. and K. S. Trivedi 1993. A Decomposition Approach for Stochastic Reward Net Models. Performance Evaluation 18(1): 37-59. Google ScholarGoogle ScholarDigital LibraryDigital Library
  5. Ciardo, G., R. German, and C. Lindemann 1994. A Characterization of the Stochastic Process Underlying a Stochastic Petri Net. Trans. on Softw. Eng., 20(7): 506- 515. Google ScholarGoogle ScholarDigital LibraryDigital Library
  6. German, R., C. Kelling, A. Zimmermann and G. Hommel 1995. TimeNET- A Toolkit for Evaluating Non-Markovian Stochastic Petri Nets. Performance Evaluation 24 (1995): 69-87. Google ScholarGoogle ScholarDigital LibraryDigital Library
  7. Heidelberger, P.1995. Fast Simulation of Rare Events in Queueing and Reliability Models. A CM Transactions on Modeling and Computer Simulation, 5(1): 43--85. Google ScholarGoogle ScholarDigital LibraryDigital Library
  8. Hopmans, A.C.M. and J.P.C. Kleijnen 1979. Importance Sampling in Systems Simulation: A Practical Failure. In Mathematics and Computing in Simulation XXI. North- Holland: 209-220.Google ScholarGoogle ScholarCross RefCross Ref
  9. Kelling, C. 1995(a). TimeNET-Sim - a Parallel Simulator for Stochastic Petri Nets. In Proc. of the 28th Annual Simulation Symposium, Phoenix, AZ, USA, IEEE Press: 250-258. Google ScholarGoogle ScholarDigital LibraryDigital Library
  10. Kelling, C. 1995(b). Rare Event Simulation with REST- ART in a Petri Net Modeling Environment. In Proc of the 1995 European Simulation Symposium, Erlangen, Germany. SCS: 370-374.Google ScholarGoogle Scholar
  11. Lucantoni, D. 1993. The BMAP/G/1-Queue: A Tutorial. In Models and Techniques for the Performance Evaluation of Computer and Communications Systems. L. Donatiello and R. Nelson. Berlin, Springer Verlag: 330- 358. Google ScholarGoogle ScholarDigital LibraryDigital Library
  12. Obal, W. D. and W. H. Sanders 1994. Importance Sampiing Simulation in UltraSAN. Simulation 62(2): 98- 111.Google ScholarGoogle ScholarCross RefCross Ref
  13. Vill6n-Altamirano, M. and j. Vill6n-Altamirano 1991. RESTART: A Method for Accelerating Rare Event Simulations. In Queueing Performance and Control in ATM (ITC-13). J. W. Cohen and C. D. Pack, Elsevier Science Publishers B. V. (North-Holland): 71-76.Google ScholarGoogle Scholar
  14. Vill6n-Altamirano, M. and J. Vill6n-Altamirano 1994. Enhancement of the Accelerated Simulation Method RESTART by Considering Multiple Thresholds. In ITC-14. J. Labetoulle and J. W. Roberts, Elsevier Science Publishers B. V. (North-Holland): 797-810.Google ScholarGoogle Scholar
  15. Wilson, J.R. 1984. Variance Reduction Techniques for Digital Simulation. American Journal on Mathematics in Managment Science, 4(3, 4): 277-312.Google ScholarGoogle Scholar
  16. Ziegler, P. and H. Szczerbicka 1995. A Structure Based Decomposition Approach for GSPN. In Proc of the Sixt Int. Workshop on Petri Nets and Performance Models, Durham, North Carolina, USA, IEEE Press: 261-270. Google ScholarGoogle ScholarDigital LibraryDigital Library

Recommendations

Comments

Login options

Check if you have access through your login credentials or your institution to get full access on this article.

Sign in
  • Published in

    cover image ACM Conferences
    WSC '96: Proceedings of the 28th conference on Winter simulation
    November 1996
    1527 pages
    ISBN:0780333837

    Publisher

    IEEE Computer Society

    United States

    Publication History

    • Published: 8 November 1996

    Permissions

    Request permissions about this article.

    Request Permissions

    Check for updates

    Qualifiers

    • Article

    Acceptance Rates

    WSC '96 Paper Acceptance Rate128of187submissions,68%Overall Acceptance Rate3,413of5,075submissions,67%

PDF Format

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader