Exploiting Multi-core Architectures in Clusters for Enhancing the Performance of the Parallel Bootstrap Simulation Algorithm

The solution of Markovian models is usually non-trivial to be performed using iterative methods, so it is well-fitted to simulation approaches and high performance implementations. The Bootstrap simulation method is a novel simulation technique of Markovian models that brings a considerable improvement in the results accuracy, notwithstanding its higher computation cost when compared to other simulation alternatives. In this paper, we present three parallel implementations of the Bootstrap simulation algorithm, exploiting a multi-core SMP cluster. We discuss some practical implementation issues about processing and communication demands, as well as present an analysis of speedup and efficiency considering different models´ sizes and simulation trajectory lengths. Finally, future works point out some improvements to achieve even better results in terms of accuracy.