GRID 2002: Grid Computing — GRID 2002 pp 13-24 | Cite as
Grid-Based Monte Carlo Application
Abstract
Monte Carlo applications are widely perceived as computationally intensive but naturally parallel. Therefore, they can be effectively executed on the grid using the dynamic bag-of-work model. We improve the efficiency of the subtask-scheduling scheme by using an N-out-of-Mstrategy, and develop a Monte Carlo-specific lightweight checkpoint technique, which leads to a performance improvement for Monte Carlo grid computing. Also, we enhance the trustworthiness of Monte Carlo grid-computing applications by utilizing the statistical nature of Monte Carlo and by cryptographically validating intermediate results utilizing the random number generator already in use in the Monte Carlo application. All these techniques lead to a high-performance gridcomputing infrastructure that is capable of providing trustworthy Monte Carlo computation services.
Keywords
Random Number Generator Grid System Partial Result Monte Carlo Integration Random TrajectoryPreview
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