Parallelization of adaptive MC Integrators

Details Parallelization of adaptive MC Integrators Parallelization of adaptive MC Integrators

1997-10-21

arxiv.org/abs/physics/9710028v1

Comp. Phys. Comm. 106 (1997) 258-266

Physics

Computational Physics

10 pages, LaTeX2e, 1 pstricks-figure included and 2 eps-figures inserted via epsfig. To appear in Comput. Phys. Commun

Scientific paper

10.1016/S0010-4655(97)00099-4

Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on each processor can potentially ruin the adaptive behaviour. Using the popular VEGAS-Algorithm as an example an economic method of semi-micro parallelization with variable grain-size is presented and contrasted with another straightforward approach of macro-parallelization. A portable implementation of this semi-micro parallelization is used in the xloops-project and is made publicly available.

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