Distributed Processing Module

Overview

Shorten the Run Time for Monte Carlo Simulations

Distributed Processing

GoldSim was designed to provide a highly efficient simulation framework for use on a single Windows personal computer. For most applications, running your GoldSim application on a single machine will be sufficient. For highly complex models, however, running Monte Carlo simulations on a single machine could become impractical. For example, if each realization took one minute to complete, then 1000 realizations would take over 16 hours.

Fortunately, Monte Carlo simulation is an ideal parallel processing application, and to take advantage of this, the GoldSim Distributed Processing Module allows you to combine the power of multiple processors (typically connected over a network) to carry out a simulation involving multiple realizations.

This is accomplished by a having a Master GoldSim executable connect to any number of Slave GoldSim executables installed on separate computers. The Master executable assigns and sends individual realizations to the Slaves. Each Slave carries out its assigned realization, sends the results to the Master, and then makes itself available to work on another realization. Once all of the realizations have been completed, the Master combines all of the results just as if the entire simulation had been carried out on the Master machine. Note that Slaves do not require purchase of a separate GoldSim license, since the free GoldSim Player can act as a Slave.

Although the master and slaves will typically be connected via a Local Area Network (LAN), they can also communicate via a Wide Area Network (WAN) or even the Internet. In general, the speed of the simulation is proportional to the number of available slaves. GoldSim customers have utilized the GoldSim Distributed Processing Module to access hundreds of slaves.

Versions

The Distributed Processing Module is available in two versions:

  • GoldSim DP comes bundled with GoldSim, and limits the number of slaves to four
  • GoldSim DP Plus allows an unlimited number of slaves