EFFICIENT PARALLEL PROCESSING METHOD OF MONTE CARLO METHOD

摘要

PROBLEM TO BE SOLVED: To provide an efficient parallel processing method for simulation or numerical integration using a Monte Carlo method.;SOLUTION: A method to perform a Monte Carlo method by parallel processing using a state variable generation storage unit (481) and multiple threads (440, 450, 460 and 470) comprises: a step for letting a processor core use one thread for determining whether or not the state variable generation storage unit (481) is in a state of exclusive lock; a step for putting the state variable generation storage unit (481) into a state of exclusive lock; a step for sequentially skipping a state variable stored in the state variable generation storage unit (481); and a step for releasing the exclusive lock. The steps are also performed sequentially in other threads.;COPYRIGHT: (C)2012,JPO&INPIT