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Monte Carlo Simulation

Monte Carlo Simulation  
mike_pk at hotmail.com
 Re: Monte Carlo Simulation  
andrewpage
From:mike_pk at hotmail.com
Subject:Monte Carlo Simulation
Date:21 Jan 2005 14:06:04 -0800
I am doing some research on CPU intensive computer simulation
techniques, more specifically monte carlo simulations and analysis.
Basically I'm trying to get a feel for real world usage models,
methodologies, tools, techniques, and general experiences. Any and all
feedback would be greatly appreciated.

What tools do you use to perform simulations, and more specifically
Monte Carlo type simulations?
(Matlab, statistical math packages, spreadsheet plug-ins, homegrown
code, other?)
If homegrown code, what language(s) did you program your simulator in?

How long do your simulations typically take to complete?

What techniques, if any, do you use to reduce your simulation time?

What class of computer Hardware do you use?
(PC, supercomputer, low cost HPC cluster, other?)

What kind of applications (generally) are you applying Monte Carlo
analysis to?

I have access to general information on Monte Carlo Simulation, but I'm
more interested in real world uses and users. Any links to that type of
information, discussion groups, etc... again would be greatly
appreciated.

Thanks!
-Mike

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From:andrewpage
Subject:Re: Monte Carlo Simulation
Date:22 Jan 2005 10:08:28 -0800

Hi,
I've actually just created a distributed monte carlo simulation
application. Its for modelling the paths that photons take through
tissue. I use a programmable Java distributed system which uses the
spare clock cycles of desktop PCs (http://www.cs.nuim.ie/distributed)

At the moment I have about 150 PCs of varying architectures and
operating systems working on these monte carlo simulations. It allows
us to do large numbers of simluations, very very quickly.

If you would like more information just send an email to
distributed@cs.nuim.ie The code I wrote is GPL'd so get in contact
with us if you want.

Andrew

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