Statistical considerations in simulation on a network of microcomputers

Statistical considerations in simulating complex systems on a hierarchical network of low-cost microcomputers are discussed. Network configurations, allocation of computer tasks to nodes of the network, and assignment of simulation trials are examined. The binary tree and its X-tree variant are found to be especially attractive network configurations in simulation applications with simulation tasks assigned to nodes according to a model-frame/experiment-frame/output-frame trichotomy. Procedures for performing designed simulation experiments, including factor screening experiments, and for conducting variance reduction through manipulation of random number streams are presented.