Fast Approximation to Discrete-Event Simulation of Markovian Queueing Networks.

Simulation of queueing networks is generally carried out by discrete-event simulation (DES), in which the simulation time is driven by the occurrence of the next event. However, for large-scale queueing networks, especially when the network is very busy, keeping track of all events is computationally inefficient. Moreover, as the traditional DES is inherently sequential, it is difficult to harness the capability of parallel computing. In this paper, we propose a parallel fast simulation approximation framework for large-scale Markovian queueing networks, where the simulation horizon is discretized into small time intervals and the system state is updated according to the events happening in each time interval. The computational complexity analysis demonstrates that our method is more efficient for large-scale networks compared with traditional DES. We also show its relative error converges to zero. The experimental results show that our framework can be much faster than the state-of-the-art DES tools.