Is there any way that the arduino board can send out its unique device serial number for identification? I mean not polled by control computer but by arduino itself.
One of the reason is for security purpose. For example, Arduino board communicates with other device with its ID attached to every message it sends out. Or broadcast itself to others to identify itself.
Your sketch would have to do that. Send it out over which interface? What format? What's to say anything is listening?
I'm with crossroads here.
But as you mention "broadcast" and "communicate with other devices" it sound you are thinking about something network like. In that case the network layer can be used. For instance for Ethernet that would be the mac address. With other protocols there must be something similar.