Title :
Don´t trust parallel Monte Carlo!
Author_Institution :
Dept. of Math., Salzburg Univ., Austria
Abstract :
Parallel Monte Carlo simulation requires reliable RNGs. For sequential machines, good generators exist. It is not at all trivial to find high quality RNGs for parallel machines. We present a review of the main concepts to produce random numbers on parallel processors and further, we illustrate some phenomena that occur with parallelization
Keywords :
Monte Carlo methods; digital simulation; parallel algorithms; parallel machines; random number generation; software reliability; high quality RNGs; parallel Monte Carlo simulation; parallel machines; parallel processors; parallelization; random number generators; reliable RNGs; sequential machines; Analytical models; Computational modeling; Mathematics; Monte Carlo methods; Parallel machines; Random number generation; Random variables; Software packages; Stochastic processes; Testing;
Conference_Titel :
Parallel and Distributed Simulation, 1998. PADS 98. Proceedings. Twelfth Workshop on
Conference_Location :
Banff, Alta.
Print_ISBN :
0-8186-8457-7
DOI :
10.1109/PADS.1998.685273
