[comp.parallel] Parallelization and Monte Carlo Simulation

postmaster@ames.arc.nasa.gov (Bernard Aboba) (08/22/88)

My field is Petroleum Reservoir Simulation, and I've become interested 
lately in approaching things from a completely new angle.  Most 
simulators are currently finite difference based, with second generation 
codes being vectorized.  The problem with this is that this approach 
cannot benefit from massive parallelization, in addition to the fact that 
it cannot take into account the statistical variation of geologic media 
very well; it can be shown that the classical diffusion equation approach 
cannot be matched to field data without allowing the diffusion 
coefficient to be a function of time, for example.  
The monte carlo approach has the potential for better dealing with the 
physics AND the ability to be amenable to massive parallelization.  

[
  Monte Carlo is heavily used by the physicists already.  Contact
  folks at Argonne and OakRidge.

  For OakRidge, try Chris Bottcher oakridge cby%ornlstc@relay.cs.net
  or Mike Strayer mys%ornlstc@relay.cs.net.  They're working on
  this directly.

  Try John Kogut at Univ of Ill (don't have id) as well.

 ---- Steve
]

lkaplan@BBN.COM (Larry Kaplan) (08/23/88)

Some work on parallel Monte-Carlo simulations has been done at the NYU 
Ultracomputer project.  The issue of good random number generation is one
of the topics that has been addressed.  Contact Mal Kalos kalos@nyu.edu
for more information on the state of NYU's monte-carlo work.
________________________________________________________________________________
Laurence S. Kaplan		|-\|/-|			BBN Advanced Computers
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wagner@june.cs.washington.edu (Bullwinkle J. Moose) (08/29/88)

There is a paper on exactly this topic in the '88 SIGMETRICS proceedings.
It is by Boris Lubachevsky of AT&T Bell labs.  He has an implementation
running on a connection machine.


		Dave Wagner
		University of Washington Comp Sci Department
		wagner@cs.washington.edu
		{ihnp4,harvard,tektronix}!uw-beaver!wagner