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- W2578362166 abstract "AbstractIn this paper, we present some investigations on the parallelization of stochastic Lagrangian simulations. Thechallenge is the proper management of the random numbers. We review two different object-oriented strategies: todraw the random numbers on the fly within each MPI’s process or to use a different random number generator for eachsimulated path. We shows the benefits of the second technique which is implemented in the PALMTREE softwaredeveloped by the Project-team Sage of Inria Rennes. The efficiency of PALMTREE is demonstrated on two classicalexamples. 1 Introduction Monte Carlo simulation becomes a very convenient method to solve problems arising in physics like the advection-diffusion equation with a Dirichlet boundary condition8>> >:¶¶tc (x ;t)=div s )N ))v 8 2D [0 T]c(x;0)=c 0 (x); 8x 2D;c(x;t)=0; 8t 2[0;T] and ; 8x 2¶D;(1)where, for each x 2R, s(x) is a d-dimensional square matrix, v(x) is a d-dimensional vector such that div(v(x))=0,DˆR d is a regular open bounded subset and T is a positive real number. In order to have a well-posed problem, werequired that, for each x 2R, s(x) is definite, positive, symmetric and satisfy a condition of ellipticity (See [4, 5] forexample).Interesting computations involving the solution c(t;x) are the moments at a time TM" @default.
- W2578362166 created "2017-01-26" @default.
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- W2578362166 date "2015-01-01" @default.
- W2578362166 modified "2023-09-26" @default.
- W2578362166 title "A Strategy for Parallel Implementations of Stochastic" @default.
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