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Keynote Speakers
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Professor David Hill |
Tel: +33.4.73.40.50.19
Fax: +33.4.73.40.50.01
Email:
Rigorous Distribution of Stochastic Streams for High Performance Industrial Simulation
High Performance Computing (HPC) is increasingly used for industrial stochastic simulations. The latter are particularly time consuming particularly where large designs of experiments are considered or when the stochastic simulations are used for the refinement of coarse optimization models. We have had at our disposal statistically sound random number generators suitable for HPC needs for more than a decade and a very tough testing library has now been available for several years. However the parallelization of such generators is not yet mastered by many scientists as can be seen in a set of recent publications. This talk will present the different partitioning techniques according to the current state of the art. The main constraint is to propose enough independent streams to run concurrently the different stochastic experiments or replications. The MRIP approach (Multiple Replication in Parallel) will be presented as well as software and libraries available for High Performance Computing. Different computer architectures will be considered including the latest generation of GP-GPUs.
Biography
Professor David Hill is currently Vice President of Blaise Pascal University in charge of ICT. He is also past director of the Inter-Univeristy Computing Center (CIRI) (2008-2010). From august 2005 to august 2007, he was deputy director of ISIMA Computer Science & Modeling Institute (French Grande Ecole d’Ingénieur) where he managed various departments before 2005. Since 1990, David Hill has authored or co-authored more than a hundred and fifty papers and he has also published many text books. Professor David Hill has served as chairman or program chairman at various international conferences. He is Associate Editor and reviewer for simulation journals.
