Framework for simulations of complex-adaptive systems

Patent metadata

Field	Value
Publication number	US-9874859-B1
Application number	US-201514617544-A
Country	US
Kind code	B1
Filing date	Feb 9, 2015
Priority date	Feb 9, 2015
Publication date	Jan 23, 2018
Grant date	Jan 23, 2018

Abstract

An initial data state is obtained for an adaptive system. A simulation is started for the adaptive system on an electronic computing device. A first trial is run of the simulation of the adaptive system until a first stop point is reached. When the first stop point is reached, one or more recursive simulations are run from the first stop point. After the one or more recursive simulations have been run, an optimized set of modified data states for the adaptive system at the first stop point is automatically determined. Using the optimized set of modified data states, the run of the first trial of the simulation is continued from the first stop point until either additional stop points are reached or the first trial of the simulation is completed. An additional set of optimized modified data states is determined for at least one of the additional stop points.

First claim

What is claimed is:

1. An electronic computing device comprising:
a processing unit; and
system memory, the system memory including instructions which, when executed by the processing unit, cause the electronic computing device to:
obtain an initial data state for an adaptive system;
use the initial data state to start a simulation for the adaptive system;
run a first trial of the simulation of the adaptive system until a first stop point of a plurality of stop points is reached;
when the first stop point is reached, run one or more recursive simulations from the first stop point;
after the one or more recursive simulations have been run, automatically determine an optimized set of modified data states for the adaptive system at the first stop point;
using the optimized set of modified data states, continue to run the first trial of the simulation from the first stop point until either additional stop points are reached or the first trial of the simulation is completed; and
determine an additional set of optimized modified data states for at least one additional stop point of the plurality of stop points.

2. The electronic computing device of claim 1 , wherein after the first trial of the simulation is completed, further comprising:
run one or more additional simulation trials; and
after the one or more additional simulation trials have been run, determine an optimization for the adaptive system based on the simulation trials that were run.

3. The electronic computing device of claim 1 , wherein obtain an initial data state for the adaptive system comprises:
obtain a configuration file for use in the simulation;
determine one or more library files for use in the simulation;
determine one or more initial parameters for the simulation; and
parse the configuration file.

4. The electronic computing device of claim 3 , wherein determine one or more initial parameters for the simulation includes determining a number of simulation trials to run.

5. The electronic computing device of claim 1 , wherein the first trial of the simulation includes one or more time steps, each time step including one or more simulation objects.

6. The electronic computing device of claim 5 , further comprising: after each of the one or more time steps, store a copy of a state of the simulation.

7. The electronic computing device of claim 6 , wherein a copy of the state of the simulation comprises properties and links of all objects at the time step in which the copy of the state of the simulation is made.

8. The electronic computing device of claim 6 , wherein each recursive simulation occurs on an exact copy of the state of the simulation at the stop point from which the recursive simulation occurs.

9. The electronic computing device of claim 1 , wherein the one or more recursive simulations are run without requiring operational knowledge of the complex adaptive system.

10. The electronic computing device of claim 1 , wherein each recursive simulation is based on a choice of parameters at each stop point.

11. The electronic computing device of claim 1 , wherein each recursive simulation is run either until the recursive simulation reaches a next stop point or a predetermined time/step limit is reached.

12. The electronic computing device of claim 1 , wherein run one or more recursive simulations comprises:
start a first recursive simulation from the first stop point;
run the first recursive simulation until a second stop point or a predetermined time/step limit is reached;
store one or more results from the first recursive simulation;
restore a state corresponding to the first stop point;
start another recursive simulation from the first stop point;
run the another recursive simulation until a third stop point or the predetermined time/state limit is reached;
store one or more results from the another recursive simulation;
restore a state corresponding to the first stop point; and
continue to start and run additional recursive simulations, stopping at stop points or when the predetermined time/step limit is reached until a predetermined limit for a number of recursive simulations is reached.

13. The electronic computing device of claim 1 , wherein the adaptive system is comprised of one or more objects having properties that change value based on rules contained within the objects.

14. An electronic computing device comprising:
a processing unit; and
system memory, the system memory including instructions which, when executed by the processing unit, cause the electronic computing device to:
obtain an initial data state for a simulation of a stable value bond fund, the simulation comprising one or more simulation paths;
use the initial data state to start the simulation for the stable value bond fund;
run a first path of a simulation of the stable value bond fund until a first stop point is reached;
when the first stop point is reached, run one or more recursive simulations from the first stop point;
after the one or more recursive simulations have been run, automatically determine an optimized set of modified data states for the stable value bond fund at the first stop point; and
using the optimized set of modified data states, continue to run the first path of the simulation from the first stop point until either additional stop points are reached or the first path simulation is completed.

15. The electronic computing device of claim 14 , wherein after the first path of the simulation is completed, further comprising:
run one or more additional simulation paths; and
after the one or more additional simulation paths have been run, automatically determine an optimization for the stable value bond fund based on the simulation paths that were run.

16. The electronic computing device of claim 14 , wherein the first path of the simulation includes one or more time steps, each time step including one or more simulation objects.

17. The electronic computing device of claim 16 , wherein when the first path of the simulation advances from one time step to a next sequential time step, storing properties of each of the one or more simulation objects at the one time step before advancing to the next sequential time step.

18. The electronic computing device of claim 16 , wherein at each time step, one or more of the simulation objects self-maps to a new value based on rules within the one or more of the simulation objects.

19. The electronic computing device of claim 14 , wherein
automatically determine an optimized set of modified data states for the stable value bond fund at the point in the first path of the simulation at which the first stop point is reached comprises:
automatically evaluate outcomes of the one or more recursive simulations and determine a set of data states for the recursive simulation that produced a best outcome of the one or more recursive simulations.

20. A non-transitory computer-readable data storage memory comprising instructions that, when executed by a processing unit of an electronic computing device, cause the processing unit to:
obtain an initial data state for an adaptive system;
use the initial data state to start a simulation for the adaptive system;
run a trial of the simulation of the adaptive system until a first stop point is reached;
when the first stop point is reached, run a plurality of recursive simulations from the first stop point, each recursive simulation representing an imaginary branch of the simulation of the adaptive system and including one or mo

Assignees

• Wells Fargo Bank Na

Inventors

• Perzichilli Marco Paul

Classifications

• G06F30/20

  Design optimisation, verification or simulation (optimisation, verification or simulation of circuit designs G06F30/30) · CPC title

• G05B13/04 Primary

  involving the use of models or simulators · CPC title

• G05B17/02

  electric · CPC title

• G06F17/5009

  Physics · mapped topic