Parallelization of adaptive MC integrators

DOI10.1016/S0010-4655(97)00099-4MaRDI QIDQ1967183zbMATH OpenOpenAlexWikidataFDO

Authors Richard Kreckel

Publication date 13 March 2000

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/physics/9710028

zbMATH Keywords

Monte Carlo methodsparallel computingMonte Carlo integrationGFSRTausworthegrain-sizeVEGAS-algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05)

Abstract: Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on each processor can potentially ruin the adaptive behaviour. Using the popular VEGAS-Algorithm as an example an economic method of semi-micro parallelization with variable grain-size is presented and contrasted with another straightforward approach of macro-parallelization. A portable implementation of this semi-micro parallelization is used in the xloops-project and is made publicly available.

Recommendations

• scientific article; zbMATH DE number 1969618
• An evaluation of adaptive numerical integration algorithms on parallel systems
• Publication:4723143
• Multidimensional integration in a heterogeneous network environment
• scientific article; zbMATH DE number 4131523

Cites work

• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• A new algorithm for adaptive multidimensional integration
• A very fast shift-register sequence random number generator
• Generalized Feedback Shift Register Pseudorandom Number Algorithm
• Parallelization of random number generators and long-range correlations
• Random Numbers Generated by Linear Recurrence Modulo Two
• Uniform random number generators for parallel computers

Cited in

(7)

• The parallel implementation of a cascade adaptive identification algorithm
• Renormalization group and the \(\varepsilon\)-expansion: representation of the \(\beta\)-function and anomalous dimensions by nonsingular integrals
• Multidimensional integration in a heterogeneous network environment
• pvegas.c
• PERFECT STOCHASTIC SUMMATION IN HIGH ORDER FEYNMAN GRAPH EXPANSIONS
• scientific article; zbMATH DE number 3996996 (Why is no real title available?)
• scientific article; zbMATH DE number 1969618 (Why is no real title available?)

Describes a project that uses

Uses Software

• pthreads
• VEGAS
• xloops

This page was built for publication: Parallelization of adaptive MC integrators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1967183)