SC13 Home > SC13 Schedule > SC13 Presentation - Monte Carlo as an Emerging Technology for High Performance Computing

SCHEDULE: NOV 16-22, 2013

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Monte Carlo as an Emerging Technology for High Performance Computing

SESSION: Emerging Technologies

EVENT TYPE: Emerging Technologies

TIME: 10:00AM - 5:30PM

ROOM:Booth 3547

ABSTRACT:
Recent developments in Monte Carlo methods (MCMs) for the solution of partial differential equations (PDEs) provide new algorithms that are computationally competitive with traditional deterministic methods for many problems. In fact, there are a variety of new Monte Carlo method alternatives to a variety of numerical computations traditionally solved with deterministic methods. Besides the fact that in certain circumstances these new MCMs are faster than deterministic methods, MCMs have some generic properties that make them especially interesting from the high-performance computing point-of-view. Thus, MCMs offer a very different computational paradigm for the computation of many numerical problems. They offer many desirable numerical properties, and they are so compute intensive, that a distributed Monte Carlo computation can be undertaken quite efficiently on a very loosely coupled collection of computing resources. MCMs can take advantage of relatively cheap computational resources and can be expected to achieve high levels of parallel efficiency.

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