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Grid-Based Monte Carlo Application

Yaohang LiContact Information and Michael MascagniContact Information

(5)  Department of Computer Science and School of Computational Science and Information Technology, Florida State University, 32306-4530 Tallahassee, FL, USA
Abstract
Monte Carlo applications are widely perceived as computationally intensive but naturally parallel. Therefore, they can be effectively executed on the grid using the dynamic bag-of-work model. We improve the efficiency of the subtask-scheduling scheme by using an N-out-of-Mstrategy, and develop a Monte Carlo-specific lightweight checkpoint technique, which leads to a performance improvement for Monte Carlo grid computing. Also, we enhance the trustworthiness of Monte Carlo grid-computing applications by utilizing the statistical nature of Monte Carlo and by cryptographically validating intermediate results utilizing the random number generator already in use in the Monte Carlo application. All these techniques lead to a high-performance gridcomputing infrastructure that is capable of providing trustworthy Monte Carlo computation services.

Contact Information Yaohang Li
Email: yaohanli@cs.fsu.edu

Contact Information Michael Mascagni
Email: mascagni@cs.fsu.edu
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