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MathGroup Archive 2005

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Monte Carlo Simulation Experiences

  • To: mathgroup at smc.vnet.net
  • Subject: [mg53680] Monte Carlo Simulation Experiences
  • From: "MikeK" <mike_pk at hotmail.com>
  • Date: Sat, 22 Jan 2005 03:52:25 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

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? I assume those reading this newsgroup are
using Mathematica, but how specifically are you using it? What other
tools do you / have you used statistical math packages, spreadsheet
plug-ins, homegrown code, other?

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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