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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2004 Volume 7, Number 1, Pages 43–55 (Mi sjvm143)

This article is cited in 9 papers

The program package MONC for distributed computations by Monte Carlo method

M. A. Marchenko

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: In this paper, the technique of distributed computations for Monte Carlo methods within personal computers using the program system MONC is considered. The following items are discussed: parallel modification of congruential pseudorandom numbers generator; functional capabilities of the MONC; demands for the user's program to execute using the MONC; the estimate of computational costs of distributed computations using the MONC. Advantages of the MONC are shown when solving diffusion problems.

Key words: parallel computations, Monte Carlo method, pseudorandom number generators, computing system.

UDC: 519.245:519.676

Received: 24.03.2003
Revised: 18.04.2003



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