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» Parallel Object Oriented Monte Carlo Simulations
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ISCOPE
1998
Springer
13 years 8 months ago
Parallel Object Oriented Monte Carlo Simulations
Abstract. We discuss the parallelization and object-oriented implementation of Monte Carlo simulations for physical problems. We present a C++ Monte Carlo class library for the aut...
Matthias Troyer, Beat Ammon, Elmar Heeb
CEC
2005
IEEE
13 years 10 months ago
A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
Jin Suk Kim, Suk Joon Byun
SCFBM
2008
129views more  SCFBM 2008»
13 years 4 months ago
Faunus: An object oriented framework for molecular simulation
Background: We present a C++ class library for Monte Carlo simulation of molecular systems, including proteins in solution. The design is generic and highly modular, enabling mult...
Mikael Lund, Martin Trulsson, Björn Persson
PPSC
1997
13 years 5 months ago
Three Dimensional Monte Carlo Device Simulation with Parallel Multigrid Solver
We present the results in embedding a multigrid solver for Poisson's equation into the parallel 3D Monte Carlo device simulator, PMC-3D. First we have implemented the sequent...
Can K. Sandalci, Ç. K. Coç, S. M. Go...
IPPS
2010
IEEE
13 years 2 months ago
Parallelization of tau-leap coarse-grained Monte Carlo simulations on GPUs
The Coarse-Grained Monte Carlo (CGMC) method is a multi-scale stochastic mathematical and simulation framework for spatially distributed systems. CGMC simulations are important too...
Lifan Xu, Michela Taufer, Stuart Collins, Dionisio...