发明名称 EFFICIENT PARALLEL PROCESSING METHOD OF MONTE CARLO METHOD
摘要 <P>PROBLEM TO BE SOLVED: To provide an efficient parallel processing method for simulation or numerical integration using a Monte Carlo method. <P>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. <P>COPYRIGHT: (C)2012,JPO&INPIT
申请公布号 JP2012014591(A) 申请公布日期 2012.01.19
申请号 JP20100152357 申请日期 2010.07.02
申请人 MIZUHO DL FINANCIAL TECHNOLOGY CO LTD 发明人 TAKANO YASUSHI;SATO RYUICHI
分类号 G06F7/58 主分类号 G06F7/58
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