Physical Sciences and Mathematics Commons^™

Parallel Monte Carlo Trials, Per Brinch Hansen

Electrical Engineering and Computer Science - Technical Reports

The best results of Monte Carlo methods are generally obtained by performing the same computation many times with different random numbers. We develop a generic algorithm for parallel execution of Monte Carlo trials on a multicomputer. The generic algorithm has been adapted for simulated annealing and primality testing by simple substitutions of data types and procedures. The performance of the parallel algorithms was measured on a Computing Surface.