PARMONC
PARMONC - A Software Library for Massively Parallel Stochastic Simulation. In this paper, the software library PARMONC that was developed for the massively parallel simulation by Monte Carlo method on supercomputers is presented. The “core” of the library is a well tested, fast and reliable long-period parallel random numbers generator. Routines from the PARMONC can be called in the user-supplied programs written in C, C++ or in FORTRAN without explicit usage of MPI instructions. Routines from the PARMONC automatically calculate sample means of interest and the corresponding computation errors. A computational load is automatically distributed among processors in an optimal way. The routines enable resuming the simulation that was previously performed and automatically take into account its results. The PARMONC is implemented on high-performance clusters of the Siberian Supercomputer Center.
Keywords for this software
References in zbMATH (referenced in 8 articles )
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Sorted by year (- Pichugin, Boris J.; Pertsev, Nikolai V.; Topchii, Valentin A.; Loginov, Konstantin K.: Stochastic modelling of age-structured population with time and size dependence of immigration rate (2018)
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- Artem’ev, S. S.; Ivanov, A. A.: Analysis of random noise effects on strange attractors by a Monte Carlo method on supercomputers (2015)
- Artem’ev, S. S.; Ivanov, A. A.; Smirnov, D. D.: New frequency characteristics of the numerical solution of stochastic differential equations (2015)
- Lotova, G.; Mikhailov, G.: Investigation and improvement of biased Monte Carlo estimates (2015)
- Lotova, Galiya Z.; Marchenko, Mikhail A.; Mikhailov, Gennady A.; Rogazinskii, Sergey V.; Ukhinov, Sergey A.; Shklyaev, Valery A.: Numerical statistical modelling algorithms for electron avalanches in gases (2014)
- Glinsky, B. M.; Rodionov, A. S.; Marchenko, M. A.; Podkorytov, D. I.; Weins, D. V.: Agent-oriented approach to simulate exaflop supercomputer with application to distributed stochastic simulation (2012) ioport
- Marchenko, Mikhail: PARMONC -- a software library for massively parallel stochastic simulation (2011) ioport