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Parallel Pseudorandom Number Generator for Large-Scale Monte Carlo Simulations

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Parallel Computing Technologies (PaCT 2007)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 4671))

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Abstract

A parallel random number generator is given to perform large-scale distributed Monte Carlo simulations. The generator’s quality was verified using statistically rigorous tests. Also special problems with known solutions were used for the testing. The description of program system MONC for large-scale distributed Monte Carlo simulations is also given.

The work was supported by RFBR grants No. 06-01-00586 and No. 06-01-00046, President grant No. 4774.2006.1 of ”Leading scientific schools” program, INTAS grant No. 05-109-5267 and SB RAS Lavrientiev’s grant.

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References

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Authors and Affiliations

  1. Institute of Computational Mathematics and Mathematical Geophysics SB RAS, Prospekt Lavrentieva 6, 630090, Novosibirsk, Russia

    Mikhail Marchenko

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  1. Mikhail Marchenko
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Victor Malyshkin

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© 2007 Springer-Verlag Berlin Heidelberg

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Marchenko, M. (2007). Parallel Pseudorandom Number Generator for Large-Scale Monte Carlo Simulations. In: Malyshkin, V. (eds) Parallel Computing Technologies. PaCT 2007. Lecture Notes in Computer Science, vol 4671. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-73940-1_28

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  • DOI: https://doi.org/10.1007/978-3-540-73940-1_28

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-73939-5

  • Online ISBN: 978-3-540-73940-1

  • eBook Packages: Computer ScienceComputer Science (R0)

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