Monte Carlo algorithms: Performance analysis for some computer architectures

DOI10.1016/0377-0427(93)90024-6zbMath0802.68020OpenAlexW2080372674MaRDI QIDQ1318435

Ognyan I. Tonev, Ivan T. Dimov

Publication date: 27 March 1994

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(93)90024-6

zbMATH Keywords

performance analysisparallel algorithmsMonte Carlo algorithmsspeeduppipeline computersMIMDmodels of computer architecturesprobable error estimator

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Mathematical problems of computer architecture (68M07) Distributed algorithms (68W15)

Related Items (9)

An Improved “Walk on Equations” Monte Carlo Algorithm for Linear Algebraic Systems ⋮ Monte Carlo method via a numerical algorithm to solve a parabolic problem ⋮ MONTE CARLO ALGORITHMS FOR ELLIPTIC DIFFERENTIAL EQUATIONS. DATA PARALLEL FUNCTIONAL APPROACH∗ ⋮ Green's function Monte Carlo algorithms for elliptic problems. ⋮ A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations ⋮ A numerical approach for determination of sources in transport equations ⋮ What Monte Carlo models can do and cannot do efficiently? ⋮ Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems ⋮ A new iterative Monte Carlo approach for inverse matrix problem

Cites Work

• Some Continuous Monte Carlo Methods for the Dirichlet Problem
• Solution of Partial Differential Equations on Vector and Parallel Computers
• The Monte Carlo Method
• “Monte Carlo” Methods for the Iteration of Linear Operators
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