Parallel Pseudorandom Number Generator for Large-Scale Monte Carlo Simulations

  • Mikhail Marchenko
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4671)


A parallel random number generator is given to perform large-scale distributed Monte Carlo simulations. The generator’s quality was verified using statistically rigorous tests. Also special problems with known solutions were used for the testing. The description of program system MONC for large-scale distributed Monte Carlo simulations is also given.


Pseudorandom Number FORTRAN Code Uniformity Test Sample Trajectory Mathematical Geophysics 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Authors and Affiliations

  • Mikhail Marchenko
    • 1
  1. 1.Institute of Computational Mathematics and Mathematical Geophysics SB RAS, Prospekt Lavrentieva 6, 630090, NovosibirskRussia

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