Title :
Distribution of Random Streams in Stochastic Models in the Age of Multi-Core and Manycore Processors
Author_Institution :
ISIMA/LIMOS, Blaise Pascal Univ., Aubiere, France
Abstract :
Stochastic Modeling & Simulation require very good random sources which have now been available for more than a decade. However the parallelization of random streams remains delicate for many practitioners. Recent experience shows that a misuse of pseudo-random number parallelization techniques is not infrequent in various simulation domains. This talk will present the state of the art in the distribution of pseudo-random numbers and will also discuss the use of such techniques for hybrid computing with GP-GPUs.
Keywords :
computer graphic equipment; coprocessors; multiprocessing systems; parallel processing; random number generation; stochastic processes; GP-GPU; hybrid computing; multicore processor; pseudorandom number parallelization technique; random stream parallelization; stochastic model; Computational modeling; Generators; High performance computing; Mathematical model; Program processors; Stochastic processes;
Conference_Titel :
Principles of Advanced and Distributed Simulation (PADS), 2011 IEEE Workshop on
Conference_Location :
Nice
Print_ISBN :
978-1-4577-1363-7
Electronic_ISBN :
1087-4097
DOI :
10.1109/PADS.2011.5936759