Parallel quasirandom number generations for heterogeneous computing environments

DOI10.1080/17445760802119913MaRDI QIDQ3612792zbMATH OpenOpenAlexFDO

Authors Hongmei Chi

Publication date 10 March 2009

Published in International Journal of Parallel, Emergent and Distributed Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17445760802119913

zbMATH Keywords

heterogeneous computing environmentsparallel quasirandom number generationparameterisationscrambling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05)

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Cites work

• Algorithm 823
• Computational Science – ICCS 2005
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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• On the \(L_2\)-discrepancy for anchored boxes
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• Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems
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Cited in

(9)

• Quasi-Monte Carlo method in population genetics parameter estimation
• High performance computing in quantitative finance: a review from the pseudo-random number generator perspective
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• scientific article; zbMATH DE number 1790449 (Why is no real title available?)
• Parallel quasi-Monte Carlo integration by partitioning low discrepancy sequences
• Generation of parallel modified Kronecker sequences
• HASPRNG: hardware accelerated scalable parallel random number generators

Describes a project that uses

Uses Software

• Algorithm 823
• TOMS659

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