Parallel Monte Carlo Trials

Publication Year:
1992
Usage 126
Downloads 102
Abstract Views 24
Repository URL:
https://surface.syr.edu/eecs_techreports/171
Author(s):
Hansen, Per Brinch
Tags:
Multicomputer algorithms; Monte Carlo trials; Simulated annealing; Primality testing; Computing Surface; Computer Sciences
report description
The best results of Monte Carlo methods are generally obtained by performing the same computation many times with different random numbers. We develop a generic algorithm for parallel execution of Monte Carlo trials on a multicomputer. The generic algorithm has been adapted for simulated annealing and primality testing by simple substitutions of data types and procedures. The performance of the parallel algorithms was measured on a Computing Surface.