Simulation and the Monte Carlo Method
Simulation and the Monte Carlo Method
Parallel and Distributed Computation: Numerical Methods
Parallel and Distributed Computation: Numerical Methods
Relaxed Monte Carlo Linear Solver
ICCS '01 Proceedings of the International Conference on Computational Sciences-Part I
PLFG: A Highly Scalable Parallel Pseudo-random Number Generator for Monte Carlo Simulations
HPCN Europe 2000 Proceedings of the 8th International Conference on High-Performance Computing and Networking
Efficient Monte Carlo Linear Solver with Chain Reduction and Optimization Using PLFG
HPCN Europe 2001 Proceedings of the 9th International Conference on High-Performance Computing and Networking
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The problem of solving systems of linear algebraic equations by parallel Monte Carlo numerical methods is considered. A parallel Monte Carlo method with relaxation parameter and dispersion reduction using antithetic variates is presented. This is a report of a research in progress, showing the effectiveness of this algorithm. Theoretical justification of this algorithm and numerical experiments are presented. The algorithms were implemented on a cluster of workstations using MPI.