Solving ARGESIM Benchmark CP2 'Parallel and Distributed Simulation' with Open MPI/GSL and Matlab PCT - Monte Carlo and PDE Case Studies.
David JammerPeter JunglasSven PawlettaPublished in: Simul. Notes Eur. (2022)
Keyphrases
- monte carlo
- case study
- monte carlo simulation
- shared memory
- parallel implementation
- simulation study
- parallel computers
- monte carlo method
- message passing interface
- parallel computing
- importance sampling
- parallelization strategy
- markov chain
- distributed memory
- real world
- matrix inversion
- partial differential equations
- parallel programming
- monte carlo methods
- monte carlo tree search
- distributed systems
- parallel algorithm
- parallel execution
- high performance computing
- massively parallel
- message passing
- parallel processing
- stochastic approximation
- adaptive sampling
- markovian decision
- parallel architectures
- particle filter
- temporal difference
- optimal strategy
- image denoising
- level set
- point processes
- least squares
- quasi monte carlo
- image processing