Parallel Pseudorandom Number Generator for Large-Scale Monte Carlo Simulations
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.
KeywordsPseudorandom Number FORTRAN Code Uniformity Test Sample Trajectory Mathematical Geophysics
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