Abstract
We discuss a class of algorithms that have a natural parallel structure. This class includes numerical integration algorithms (the Monte Carlo methods), methods for global optimization and several others. This is to some extent a review article, however, nobody has ever conducted analysis of the known algorithms in terms of their parametric separability. Intensive development of the multiprocessor computing makes this analysis relevant.
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Acknowledgements
This research has been supported by the grant of RFBR No. 11-01-00769.
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Ermakov, S.M. (2014). PS-Algorithms and Stochastic Computations. In: Melas, V., Mignani, S., Monari, P., Salmaso, L. (eds) Topics in Statistical Simulation. Springer Proceedings in Mathematics & Statistics, vol 114. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2104-1_15
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DOI: https://doi.org/10.1007/978-1-4939-2104-1_15
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