Using distributed memory parallel computers and GPU clusters for multidimensional Monte Carlo integration

SummaryThe aim of this paper is to show that the multidimensional Monte Carlo integration can be efficiently implemented on various distributed memory parallel computers and clusters of multicore nodes using recently developed parallel versions of linear congruential generator and lagged Fibonacci g...

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Bibliographic Details
Published in:	Concurrency and computation Vol. 27; no. 4; pp. 923 - 936
Main Authors:	Szakowski, Dominik, Stpiczyski, Przemysaw
Format:	Journal Article
Language:	English
Published:	Blackwell Publishing Ltd 25.03.2015
Subjects:	Clusters Computation Computer simulation Distributed memory distributed memory parallel computers efficiency Generators GPU clusters GPU clusters, efficiency Graphics processing units lagged Fibonacci generator linear congruential generator Monte Carlo methods multidimensional integration Parallel computers parallelized pseudorandom number generators scalability Servers
ISSN:	1532-0626, 1532-0634
Online Access:	Get full text
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