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Parallel Monte CarloCSC 5551 Parallel and Distributed Systems

William RocheApril 10, 2006

http://ouray.cudenver.edu/~wrroche/Parellel_Processing/ClassProject/Presentation.html

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What is Monte Carlo

The Monte Carlo method is a verygeneral term. It is used to classify

programs which use random numbers toapproximate solutions to problems.

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The Ideas Spark

First proposed as a computer algorithm byNicolas Metropolis and Stanislaw Ulam,1949, Las Alamos, while working on the

Manhatten Project. While ill he was wondering the probability ofwinning at solitaire. It seemed computers ofthe time might be able to simulate 100-1000

games and give an accurate estimate. He then applied this idea to neutron diffusion

and other complex problems in mathematicsand physics.

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Buffon's needle

Even earlier, in 1777, Mathematician Comte deBuffon wondered, If a needle were droppedrandomly on a table with parallel lines, what is the

probability that the needle will cross one of thelines?

That outcome will occur only ifA