Effective Parallelization of Monte Carlo Calculations for the Solution of Certain Types of Problems on Multi-core Systems

Modern Monte Carlo methods were devised in the 1940s as a means of solving certain types of mathematical problems that could not be readily evaluated using conventional numerical methods. Since this time these methods have evolved into a useful and powerful tool for the solution of a wide variety of problems spanning many disciplines, including the physical sciences, computer science, engineering, and finance and business, and gaming. In more recent times Monte Carlo methods have found applicability to certain classes of Big Data problems where processing can be efficiently distributed and parallelised across multiple processors or multiple cores. In this talk the speaker will discuss some of these problems and will describe how functional programming languages such as Erlang are well-suited to the solution of these problems and to the efficient exploitation of multiple cores.

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About Brett

Brett Cameron works as a senior technical consultant at VMS Software Inc. (VSI, http://www.vmssoftware.com/index.html), helping to define and implement the company’s Open Source strategy for the OpenVMS operating system. Before joining VSI Brett worked as a senior software architect with HP’s Cloud and Enterprise Services groups. Brett lives in Christchurch, New Zealand and has worked in the software industry since 1992, and in that time he has gained experience in a wide range of technologies, many of which have long since been retired to the software scrapheap of dubious ideas. Over the past decade Brett has spent considerable time travelling the world helping organisations to modernize their legacy application environments and to better leverage Open Source technologies. In more recent times, his involvement with various Open Source projects and his work in the cloud computing space has caused him to develop a liking for functional programming languages, and Erlang in particular, which he has ported to several operating systems, including OpenVMS. Brett holds a doctorate in chemical physics from the University of Canterbury, and maintains close links with the University, delivering guest lectures and acting as an advisor to the Computer Science and Electronic and Computer Engineering departments on course structure and content. In his spare time Brett enjoys listening to music, playing the guitar, and drinking beer.

Twitter: @brc859844

Github: brc859844

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