Abstract:
Questions of effective parallel realization for some algorithms of the Monte Carlo method are discussed. Parallel modification of the generator of basic pseudorandom numbers uniformly distributed in the unit interval is described. The technique of distributed computing in the personal computer network with the use of the MONC program system worked out by the authors is described.
Presented by the member of Editorial Board:A. I. Kibzun
Citation:
M. A. Marchenko, G. A. Mikhailov, “Distributed computing by the Monte Carlo method”, Avtomat. i Telemekh., 2007, no. 5, 157–170; Autom. Remote Control, 68:5 (2007), 888–900
\Bibitem{MarMik07}
\by M.~A.~Marchenko, G.~A.~Mikhailov
\paper Distributed computing by the Monte Carlo method
\jour Avtomat. i Telemekh.
\yr 2007
\issue 5
\pages 157--170
\mathnet{http://mi.mathnet.ru/at992}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2333038}
\zmath{https://zbmath.org/?q=an:1151.68421}
\transl
\jour Autom. Remote Control
\yr 2007
\vol 68
\issue 5
\pages 888--900
\crossref{https://doi.org/10.1134/S0005117907050141}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34249891870}
Linking options:
https://www.mathnet.ru/eng/at992
https://www.mathnet.ru/eng/at/y2007/i5/p157
This publication is cited in the following 15 articles:
Lotova G.Z., Lukinov V.L., Marchenko M.A., Mikhailov G.A., Smirnov D.D., “Numerical-Statistical Study of the Prognostic Efficiency of the Seir Model”, Russ. J. Numer. Anal. Math. Model, 36:6 (2021), 337–345
Burmistrov A., Korotchenko M., “Double Randomization Method For Estimating the Moments of Solution to Vehicular Traffic Problems With Random Parameters”, Russ. J. Numer. Anal. Math. Model, 35:3 (2020), 143–152
Vu Minh Phap, Doan Van Binh, Nguyen Hoai Nam, A. V. Edelev, M. A. Marchenko, V.A. Stennikov, N.I. Voropai, S.V. Alekseenko, S.P. Filippov, N.A. Yusifbeyli, B. Sereter, P. Changwei, F.-J. Lin, M. Negnevitsky, C. Rehtanz, J.-Y. Yoon, “Analysis of Economic-Technical Potential of Renewable Power Sources for the Establishment of National Renewable Energy Center in Ninh Thuan Province, Vietnam”, E3S Web Conf., 209 (2020), 06022
Lotova G.Z., “Monte Carlo Algorithms For Calculation of Diffusive Characteristics of An Electron Avalanche in Gases”, Russ. J. Numer. Anal. Math. Model, 31:6 (2016), 369–377
S. S. Artemiev, A. A. Ivanov, D. D. Smirnov, “New frequency characteristics of the numerical solution to stochastic differential equations”, Num. Anal. Appl., 8:1 (2015), 13–22
S. S. Artemiev, A. A. Ivanov, “Analysis of the effect of random noise on the strange attractors of Monte Carlo on a supercomputer”, Num. Anal. Appl., 8:2 (2015), 101–112
G. A. Mikhailov, “About efficient algorithms of numerically-statistical simulation”, Num. Anal. Appl., 7:2 (2014), 147–158
Lotova G.Z., Marchenko M.A., Mikhailov G.A., Rogazinskii S.V., Ukhinov S.A., Shklyaev V.A., “Numerical Statistical Modelling Algorithms For Electron Avalanches in Gases”, Russ. J. Numer. Anal. Math. Model, 29:4 (2014), 251–263
Rogasinsky S.V., Marchenko M.A., “Stochastic Simulation of Electron Avalanches on Supercomputers”, Proceedings of the 29Th International Symposium on Rarefied Gas Dynamics, AIP Conference Proceedings, 1628, ed. Fan J., Amer Inst Physics, 2014, 1116–1123
M. A. Marchenko, “Effektivnoe ispolzovanie mnogoyadernykh soprotsessorov pri superkompyuternom statisticheskom modelirovanii elektronnykh lavin”, Vestn. YuUrGU. Ser. Vych. matem. inform., 2:4 (2013), 80–93
Glinsky B., Rodionov A., Marchenko M., Podkorytov D., Weins D., “Scaling the Distributed Stochastic Simulation to Exaflop Supercomputers”, 2012 IEEE 14th International Conference on High Performance Computing and Communications & 2012 IEEE 9th International Conference on Embedded Software and Systems (Hpcc-Icess), eds. Min G., Lefevre L., Hu J., Liu L., Yang L., Seelam S., IEEE Computer Soc, 2012, 1131–1136
Marchenko M.A., “Biblioteka parmonc dlya resheniya «bolshikh» zadach po metodu monte-karlo”, Vestnik nizhegorodskogo universiteta im. N.I. Lobachevskogo, 2012, 392–397
Program library parmonc for solving «large» problems by the monte carlo method
B. M. Glinskii, A. S. Rodionov, M. A. Marchenko, D. I. Podkorytov, D. V. Vins, “Agentno-orientirovannyi podkhod k imitatsionnomu modelirovaniyu superEVM ekzaflopsnoi proizvoditelnosti v prilozhenii k raspredelennomu statisticheskomu modelirovaniyu”, Vestn. YuUrGU. Ser. Matem. modelirovanie i programmirovanie, 2012, no. 12, 93–106
Marchenko M., “Parmonc - a Software Library for Massively Parallel Stochastic Simulation”, Parallel Computing Technologies, Lecture Notes in Computer Science, 6873, ed. Malyshkin V., Springer-Verlag Berlin, 2011, 302–316