Multiprocessor modeling technologies for the applied statistical tasks

  • Olena Valerivna Ivaschenko
Keywords: technology, modeling tasks Monte Carlo, distributed computing, numerical and analytical methods, mathematical model, high order accuracy, parallel computing, dynamic system

Abstract

The work considers the multiprocessors technologies of modeling for Monte Carlo tasks. It is shown that only application of the modern super productive systems permitted the new way to realize the mechanism of corresponding partitioned computations. The calculating schemes that supply to provide the increase of productivity and calculations' speed effectiveness are shown. In this article the modified algorithm of parallel calculations is offered based on the Monte Carlo method. Here every calculator has its own random generator of numbers. Thus intermediate calculations come true independently on the different, separately taken blades of cluster , "calculators". The results are already processed on some separately taken master -blades ( "analyzer"). This allows to get rid from the necessary presence of router-communicator between the random generator of numbers and "calculator". Obviously, that such decision allows to accelerate the process of calculations. It is shown that the parallel algorithms of the Monte Carlo method are stable to any input data and have the maximal parallel form and, thus, minimal possible time of realization using the parallel computing devices. If it is possible to appoint one processor to one knot of calculation. Thus the realization of calculations becomes possible in all knots of net area in parallel and simultaneously.

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Published
2020-02-24