NUMERICAL REPRODUCIBILITY, PORTABILITY AND PERFORMANCE OF MODERN PSEUDO RANDOM NUMBER GENERATORS

• المؤلف الرئيسي: Van Toan Dao, Hong Quang Nguyen, Lydia Maigne, Vincent Breton, David R.C. Hill
• التنسيق: مقال
• اللغة: English
• منشور في: 2016
• الموضوعات: Stochastic simulation, pseudo random number generators, reproducibility, portability, performance and Intel Xeon Phi
• الوصول للمادة أونلاين: http://repository.vnu.edu.vn/handle/VNU_123/9836
• المؤسسة: Vietnam National University, Hanoi

Stochastic simulation is of key importance for scientific computing. Parallel stochastic simulations are becoming popular since the Monte Carlo method is easily parallelized. However, the main interests we observe in related publications deal with the following issues: simulation performance, a...