Monte Carlo Simulation Service Virtualization

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Solution Overview

Problem

Conventional Monte Carlo simulations require cross-functional knowledge of computer science, statistics, and data sources, and impose significant computational performance requirements, making them inaccessible to non-technical users and inefficient for large empirical datasets.

Innovation Solution

A Monte Carlo simulation service that leverages virtualization technologies to create and manage reproducible simulation pipelines, allowing users to configure and deploy simulations without specialized knowledge or resources, using a provider network for data ingestion, simulation, and results analysis, and monitoring inputs and outputs for updates.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Measurement precision

If conventional Monte Carlo simulations are used, then computational accuracy is improved, but device complexity and ease of operation deteriorate due to requiring cross-functional knowledge

Engineering Contradiction:
Improvecomputational accuracyVSAvoidease of operation
Core Design Contradiction:
Measurement precisionVSEase of operation

Solution Approach 1:

The patent introduces an intermediary service layer (Monte Carlo simulation service) that mediates between the user and the complex simulation infrastructure. This service handles template management, compute resource coordination, and result aggregation, allowing users to perform accurate Monte Carlo simulations without needing to understand the underlying computational complexity or statistical methods.

Inventive Principle:
Principle #24Intermediary (Mediator)

2Measurement precision

If conventional Monte Carlo simulations are used, then computational accuracy is improved, but device complexity worsens due to requiring specialized knowledge

Engineering Contradiction:
Improvecomputational accuracyVSAvoiddevice complexity
Core Design Contradiction:
Measurement precisionVSDevice complexity

Solution Approach 1:

The patent extracts the complex infrastructure management, template configuration, and computational resource coordination from the user's responsibility and places it into the simulation service. Users only need to specify high-level parameters, while the service handles the complex details of template management, compute node selection, and simulation execution.

Inventive Principle:
Principle #2Taking out (Extraction)

3Measurement precision

If conventional Monte Carlo simulations are used, then measurement precision is improved, but loss of time worsens due to significant computational performance requirements

Engineering Contradiction:
Improvemeasurement precisionVSAvoidloss of time
Core Design Contradiction:
Measurement precisionVSLoss of time

Solution Approach 1:

The patent implements preliminary action by pre-configuring simulation templates with all necessary parameters, data source connections, and computational settings. Templates are prepared in advance and stored for reuse, eliminating the need to reconfigure simulations each time they are executed. This allows users to quickly launch new simulations by simply selecting and parameterizing existing templates.

Inventive Principle:
Principle #10Preliminary action

4Productivity

If virtualization technologies are used to share computing resources, then productivity is improved, but device complexity worsens

Engineering Contradiction:
ImproveproductivityVSAvoiddevice complexity
Core Design Contradiction:
ProductivityVSDevice complexity

Solution Approach 1:

The patent implements universality by creating a multi-functional simulation service that handles template management, compute resource allocation, simulation execution, and result aggregation through a single unified interface. The service can accommodate multiple simulation types and configurations while presenting a consistent, simplified interface to users, thereby improving productivity without exposing users to the underlying complexity.

Inventive Principle:
Principle #6Universality (Multi-functionality)

Data Source

PatentUS11226885B1Monte Carlo simulation monitoring and optimization
Publication Date: 2022.01.18 AMAZON TECH INC
  • US11226885B1 patent drawing
  • US11226885B1 patent drawing
  • US11226885B1 patent drawing

AI summary

Techniques for monitoring and optimizing Monte Carlo simulations within a provider network are described. A metric representing a similarity between a first data distribution associated with a Monte Carlo simulation template and a second data distribution associated with a data source is generated and evaluated against a condition based on a threshold. A new Monte Carlo simulation template is generated based on the Monte Carlo simulation template. A Monte Carlo simulation is run based on the new Monte Carlo simulation template using a plurality of virtual machines (VMs).