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

DOI10.1515/MCMA.1998.4.1.1MaRDI QIDQ4392294zbMATH OpenOpenAlexFDO

Authors K. Entacher, Andreas Uhl, Stefan Wegenkittl

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

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Cited in

(8)

• Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems
• Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
• Long range correlations in linear congruential generators
• Testing random number generators by numerical modeling of an exactly solvable problem
• Parallel use of multiplicative congruential random number generators
• Efficient lattice assessment for LCG and GLP parameter searches
• A non-hybrid method for the PDF equations of turbulent flows on unstructured grids
• On the CRAY-System Random Number Generator

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