Pseudo-random trees in Monte Carlo

  • Authors:
  • Paul Frederickson;Robert Hiromoto;Thomas L. Jordan;Burton Smith;Tony Warnock

  • Affiliations:
  • -;-;-;-;-

  • Venue:
  • Parallel Computing
  • Year:
  • 1984

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Abstract

We present the concept of a pseudo-random tree, and generalize the Lehmer pseudo-random number generator as an efficient implementation of the concept. Pseudo-random trees can be used to give reproducibility, as well as speed, in Monte Carlo computations on parallel computers with either the SIMD architecture of the current generation of supercomputer or the MIMD architecture characteristic of the next generation. Monte Carlo simulations based on pseudo-random trees are free of certain pitfalls, even for sequential computers, which can make them considerably more useful.