Design and Analysis of Parallel Monte Carlo Algorithms

DOI10.1137/0908014zbMATH Open0638.65004OpenAlexW1984966809MaRDI QIDQ3779644FDOQ3779644

Authors: Virendra C. Bhavsar, J. R. Isaac 

Publication date: 1987

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0908014

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zbMATH Keywords

analysis of algorithmsMonte Carlo methodspseudorandom number generatorsrenewal theoryorder statisticsparallel computingrandom walksparallel algorithmstime complexityLaplace's equationqueuingparallel computersassignment strategies

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Renewal theory (60K05) Applications to the sciences (65Z05)

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