Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case.

DOI10.1515/mcma.1998.4.1.1zbMath0907.65005OpenAlexW2061183271MaRDI QIDQ4392294

Karl Entacher, Stefan Wegenkittl, Andreas Uhl

Publication date: 18 February 1999

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1998.4.1.1

zbMATH Keywords

parallel computationMonte Carlo integrationspectral testlinear congruential generatorsleap frog methodparallel generation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Random number generation in numerical analysis (65C10) Numerical quadrature and cubature formulas (65D32) Pseudo-random numbers; Monte Carlo methods (11K45)

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Efficient lattice assessment for LCG and GLP parameter searches ⋮ A non-hybrid method for the PDF equations of turbulent flows on unstructured grids ⋮ Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems ⋮ On the CRAY-System Random Number Generator ⋮ Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique

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