Monte Carlo Simulation Experiences

mike_pk at hotmail.com mike_pk at hotmail.com
Mon Jan 24 00:19:50 EST 2005


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?
(Matlab, statistical math packages, spreadsheet plug-ins, homegrown
code, other?)
If homegrown code, what language(s) did you program your simulator in?

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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