Parallel pseudorandom number generator for large-scale monte carlo simulations

Authors:
Mikhail Marchenko
Affiliations:
Institute of Computational Mathematics and Mathematical Geophysics SB RAS, Novosibirsk, Russia
Venue:
PaCT'07 Proceedings of the 9th international conference on Parallel Computing Technologies
Year:
2007

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Abstract

A parallel random number generator is given to perform large-scale distributed Monte Carlo simulations. The generator's quality was verified using statistically rigorous tests. Also special problems with known solutions were used for the testing. The description of program system MONC for large-scale distributed Monte Carlo simulations is also given.