Monte Carlo on parallel and vector computers
Two hardware developments have speeded up computing during the last 20 years apart from making all circuits faster: vector and parallel computing. We summarize here the essentials; more details are given in our textbook [cf. \textit{D. Stauffer}, \textit{F. W. Hehl}, \textit{N. Itô}, \textit{V. Winkelmann} and \textit{J. G. Zabolitzky}, Computer simulation and computer algebra, 3rd edition (Springer, Berlin-Heidelberg (1993)]. Actually, most vector computers today are also parallel computers, but for the purposes of teaching and programming these two aspects can be separated here. For the entire collection see [Zbl 0884.00047].
- scientific article; zbMATH DE number 1843488
- scientific article; zbMATH DE number 1834569
- The hybrid Monte Carlo algorithm on parallel computers
- scientific article; zbMATH DE number 2087123
- Implementation of a Monte Carlo code on a parallel computer system
- Design and Analysis of Parallel Monte Carlo Algorithms
- Computational Science – ICCS 2005
- scientific article; zbMATH DE number 766199
- On the parallel implementation of quasi-Monte Carlo algorithms
- Monte Carlo algorithms: Performance analysis for some computer architectures
- Vector Monte Carlo algorithms with finite computational cost
- On Monte Carlo methods in distributed memory systems
- Parallel computing of a quasi-Monte Carlo algorithm for valuing derivatives
- scientific article; zbMATH DE number 4160064 (Why is no real title available?)
- scientific article; zbMATH DE number 51702 (Why is no real title available?)
- Vector Computers, Monte Carlo Simulation and Regression Analysis: An Introduction
- scientific article; zbMATH DE number 176379 (Why is no real title available?)
- scientific article; zbMATH DE number 1834569 (Why is no real title available?)
- scientific article; zbMATH DE number 2097481 (Why is no real title available?)
- scientific article; zbMATH DE number 766199 (Why is no real title available?)
This page was built for publication: Monte Carlo on parallel and vector computers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4395047)
