Discrete Event Systems Theory for Fast Stochastic Simulation via Tree Expansion

Abstract

Paratemporal methods based on tree expansion have proven to be effective in efficiently generating the trajectories of stochastic systems. However, combinatorial explosion of branching arising from multiple choice points presents a major hurdle that must be overcome to implement such techniques. In this paper, we tackle this scalability problem by developing a systems theory-based framework covering both conventional and proposed tree expansion algorithms for speeding up discrete event system stochastic simulations while preserving the desired accuracy. An example is discussed to illustrate the tree expansion framework in which a discrete event system specification (DEVS) Markov stochastic model takes the form of a tree isomorphic to a free monoid over the branching alphabet. We derive the computation times for baseline, non-merging, and merging tree expansion algorithms to compute the distribution of output values at any given depth. The results show the remarkable reduction from exponential to polynomial dependence on depth effectuated by node merging. We relate these results to the similarly reduced computation time of binomial coefficients underlying Pascal’s triangle. Finally, we discuss the application of tree expansion to estimating temporal distributions in stochastic simulations involving serial and parallel compositions with potential real-world use cases.