Quasi-Monte Carlo Integration on GRIDS: Using Blocked Substreams
نویسندگان
چکیده
The splitting of Quasi-Monte Carlo (QMC) point sequences into blocks or interleaved substreams has been suggested to raise the speed of distributed numerical integration and to lower to traffic on the network. The usefulness of this approach in GRID environments is discussed. After specifying requirements for using QMC techniques in GRID environments in general we review and evaluate the proposals made in literature so far. In numerical integration experiments we investigate the ability of blocking, and to a lower extend leaping, to deal with the special requirements in the GRID, with regard to the Sobol’, Halton, Faure, Niederreiter-Xing, and Zinterhof sequences.
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