Patent ID: 8065132
Filing Date: 2011-11-22
Classification: G06F

Abstract:
1. A computer-implemented method for executing stochastic simulations, comprising: receiving, using one or more data processors, a number of design points for a stochastic model to be simulated, wherein each design point varies one or more parameters of the stochastic model, wherein the stochastic model includes a plurality of stochastic model components, and wherein a stochastic model component uses a stream of numbers as an input; receiving, using the one or more data processors, a number of replicates to be performed for each design point; associating, using the one or more data processors, a random number stream with each stochastic model component; associating, using the one or more data processors, a substream of the random number stream with each of the replicates; executing, using the one or more data processors, the number of replicates for each design point, wherein each execution is associated with a replicate number, wherein a stochastic model component receives an associated substream based upon the replicate number, and wherein a particular substream is received by a particular stochastic model component for a particular replicate number of multiple design points; determining, using the one or more data processors, a design point-replicate metric for each replicate of each design point by monitoring performance of the executions; storing the design point-replicate metrics; receiving additional design points or additional replicates to be executed; and reexecuting the number of replicates for each design point, wherein when a prior design point-replicate metric has been previously stored for a particular design point-replicate, that design point-replicate is skipped during reexecuting.