Tuesday, March 23

MS11
Algorithms and Software for Parallel and Distributed Monte Carlo Computations

4:30 PM-6:30 PM
Room: Executive Salon 3

Monte Carlo computations are "naturally parallel" and can be run effectively on architectures ranging from MPP systems with ultra-low latency interconnection networks to machines volunteered over the world-wide web. The speakers in this minisymposium will describe a scalable library for pseudorandom number generation, that supports distributed memory applications and a new version of the cycle scavenger that supports this same functionality on networks of workstations. They will also describe new support for high performance Monte Carlo using the Java programming language, and present results on the dynamic creation of the highly touted "Mersenne Twister" random number generators for parallel and distributed applications.

Organizer: Michael Mascagni
University of Southern Mississippi

4:30-4:55 SPRNG: A Scalable Library for Pseudorandom Number Generation

Michael Mascagni, Organizer

5:00-5:25 High Throughput Monte Carlo

Jim Basney, Rajesh Raman, and Miron Livny, University of Wisconsin, Madison

5:30-5:55 The Dynamic Creation of Distributed Random Number Generators

Makoto Matsumoto and Takuji Nishimura, Keio University, Yokohama, Japan

6:00-6:25 Classical Monte Carlo with a Fast High-Quality Pseudo Random Number Library in Java

Muhammad Z. Hydari and David Ceperley, University of Illinois, Urbana-Champaign; Ashok Srinivasan, Indian Institute of Technology, Bombay, India; and Michael Mascagni, University of Southern Mississippi

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