Some parallel Monte Carlo algorithms

DOI10.1007/3-540-44743-1_49MaRDI QIDQ4779110zbMATH OpenFDO

Authors G. A. Mikhaĭlov

Publication date 14 May 2003

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-44743-1_49

zbMATH Keywords

combined random-pseudorandom sequencedouble randomization methodMonte Carlo methodparallel computation

Mathematics Subject Classification ID

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

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Cited in

(14)

• Correctness and determinism of parallel Monte Carlo processes
• On Monte Carlo methods in distributed memory systems
• Parallelization of a dynamic Monte Carlo algorithm: A partially rejection-free conservative approach
• Parallel computing of a quasi-Monte Carlo algorithm for valuing derivatives
• Shaken dynamics: an easy way to parallel Markov chain Monte Carlo
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• Distributed computing by the Monte Carlo method
• Design and Analysis of Parallel Monte Carlo Algorithms
• scientific article; zbMATH DE number 4088801 (Why is no real title available?)
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• Monte Carlo on parallel and vector computers
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• Controlling correlations in parallel Monte Carlo

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