parallel monte carlo
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Parallel Monte CarloCSC 5551 Parallel and Distributed Systems
William RocheApril 10, 2006
http://ouray.cudenver.edu/~wrroche/Parellel_Processing/ClassProject/Presentation.html
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What is Monte Carlo
The Monte Carlo method is a verygeneral term. It is used to classify
programs which use random numbers toapproximate solutions to problems.
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The Ideas Spark
First proposed as a computer algorithm byNicolas Metropolis and Stanislaw Ulam,1949, Las Alamos, while working on the
Manhatten Project. While ill he was wondering the probability ofwinning at solitaire. It seemed computers ofthe time might be able to simulate 100-1000
games and give an accurate estimate. He then applied this idea to neutron diffusion
and other complex problems in mathematicsand physics.
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Buffon's needle
Even earlier, in 1777, Mathematician Comte deBuffon wondered, If a needle were droppedrandomly on a table with parallel lines, what is the
probability that the needle will cross one of thelines?
That outcome will occur only ifA