Stochastic Analysis of a Queue Length Model Using a Graphics Processing Unit

0381577 - ÚTIA 2013 RIV CZ eng J - Journal Article
Přikryl, Jan - Kocijan, J.
Stochastic Analysis of a Queue Length Model Using a Graphics Processing Unit.
Transactions on Transport Sciences. Roč. 5, č. 2 (2012), s. 55-62. ISSN 1802-971X
R&D Projects: GA MŠMT(CZ) MEB091015
Institutional support: RVO:67985556
Keywords : graphics processing unit * GPU * Monte Carlo simulation * computer simulation * modeling
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2012/AS/prikryl-stochastic analysis of a queue length model using a graphics processing unit.pdf

Mathematical modeling is an inevitable part of system analysis and design in science and engineering. When a parametric mathematical description is used, the issue of the parameter estimation accuracy arises. Models with uncertain parameter values can be evaluated using various methods and computer simulation is among the most popular in the engineering community. Nevertheless, an exhaustive numerical analysis of models with numerous uncertain parameters requires a substantial computational effort. The purpose of this paper is to show how the computation can be accelerated using a parallel configuration of graphics processing units (GPU). The assessment of the computational speedup is illustrated with a case study. The case study is a simulation of Highway Capacity Manual 2000 Queue Model with selected uncertain parameters. The computational results show that the parallel computation solution is efficient for larger amount of samples when the initial and communication overhead of parallel computation becomes a sufficiently small part of the whole process.
Permanent Link: http://hdl.handle.net/11104/0212013