Informing SP about session invalidated in IDP

I was trying to use SAML through SSO,my question is when a session becomes invalid in IDP, how does IDP notifies this to SP, if I have multiple copy of SP sitting in geographically distributed region sitting behind a load balancer,how the message reaches a particular SP as the DNS name for all will be same.

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Thanks & Regards
Phalguni Mukherjee