Correctness and determinism of parallel Monte Carlo processes
type: Item
instance of: scholarly article
title: Correctness and determinism of parallel Monte Carlo processes
zbMATH Open document ID: 0749.65003
DOI: 10.1016/0167-8191(92)90072-F
author: L. Ridgway Scott
author: Reinhard von Hanxleden
published in: Parallel Computing
publication date: 1992-06-28T00:00:00Z
review text: The purpose of the paper is to investigate some of the problems raised by the implementation of the Monte Carlo method of simulation on multiprocessor (parallel) computers. The simulated processes are stochastic, like particle dynamics and population evolution. The ideas are exemplified with a population growth model (herrings and sharks in a toroidal ocean). Some of the problems under investigation are correctness and determinism. In order to exploit the parallel processing computer power, the problem is divided in smaller subproblems depending on area deliminations. There are two phases in view: first the calculus of the next moves and the communication to other processors and second, the execution of the moves. To reduce the impact of collision and inconsistencies the authors propose the unrolling technique. The unrolling technique occurs when, due to interactions with neighbor areas, the computed moves do not satisfy the initial constraints of the problem. So the simulation has to go back one or possible more steps. There are also in the paper some comparisons with other methods of synchronization (with semaphores) but they are not explained in detail. In order to help the avoidance of collisions, the authors introduce some new rules of simulations, like attracting and repelling forces depending on the distances between objects. And so some collisions are allowed but there is a great probability that they are resolved the next step. The examples show that statistic results for the proposed method are very close to that obtained with sequential method. The determinism is an important characteristic because output of the parallel programs must be reproducible at least for the testing phase. The random nature of the problem implied by the Monte Carlo method and the dynamic loading of the processors or the slight differences between processors speed (in case of MIMD architecture) make the reproduction of the results difficult. The authors propose a random generator …
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65Y05
Mathematics Subject Classification ID: 92D25
zbMATH DE Number: 36299
zbMATH Keywords: parallel computing
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: population dynamics
zbMATH Keywords: random generator
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: particle dynamics
zbMATH Keywords: population evolution
zbMATH Keywords: population growth model
zbMATH Keywords: correctness
zbMATH Keywords: determinism
zbMATH Keywords: parallel processing
zbMATH Keywords: unrolling technique
MaRDI profile type: MaRDI publication profile
full work available at URL: 0167-8191(92)90072-f
OpenAlex ID: W1971731121
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description: scientific article; zbMATH DE number 36299