Experiences with the parallelisation of Monte Carlo problems

Monte Carlo problems can be parallelized in a natural way. Therefore parallelisation of production codes can be performed quite easily provided the codes are written in FORTRAN and can be transferred to the parallel machine and this machine has a pseudo random number generator available. The MORSE code is a code which can be transferred. We have done this to the CRAY-2 and the 32 processor version of the TX2 which is a binary tree structured parallel machine based on INTEL 80286 processors. We are able to reach efficiencies up to 95% for realistic problems. Thus the same throughput as on one processor on the CRAY-2 could be reached. First experiments on the INTEL i860 based TX3 indicate an additional gain of a factor 100. This will permit the reconsideration of the Monte Carlo method in both nuclear engineering and as a general numerical tool. (author)