Parallel Monte Carlo simulation and model reduction
Loading...
Authors
Tan, Yixuan
Issue Date
2017-05
Type
Electronic thesis
Thesis
Thesis
Language
ENG
Keywords
Computer science
Alternative Title
Abstract
The high portability and robustness of Monte Carlo algorithm come with its high computational cost, as every dimension in the problem space needs to be sampled randomly. Therefore, parallelizing the Monte Carlo algorithm is necessary for improving performance.
Description
May 2017
School of Science
School of Science
Full Citation
Publisher
Rensselaer Polytechnic Institute, Troy, NY