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A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation

Lionel Lenôtre 1
1 SAGE - Simulations and Algorithms on Grids for Environment
Inria Rennes – Bretagne Atlantique , IRISA-D1 - SYSTÈMES LARGE ÉCHELLE
Abstract : In this paper, we present some investigations on the parallelization of stochastic Lagrangian simulations. The challenge is the proper management of the random numbers. We review two different object-oriented strategies: to draw the random numbers on the fly within each MPI's process or to use a different random number generator for each simulated path. We shows the benefits of the second technique which is implemented in the PALMTREE software developed by the Project-team Sage of Inria Rennes. The efficiency of PALMTREE is demonstrated on two classical examples.
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Preprints, Working Papers, ...
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Contributor : Lionel Lenôtre <>
Submitted on : Tuesday, June 30, 2015 - 1:01:01 PM
Last modification on : Friday, January 11, 2019 - 1:51:59 PM
Long-term archiving on: : Tuesday, April 25, 2017 - 8:16:51 PM


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  • HAL Id : hal-01066410, version 2


Lionel Lenôtre. A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation. 2015. ⟨hal-01066410v2⟩



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