Sunday August 1, 2010
Rest assured it's not a political commercial. In this problem you will be provided an algorithm. Your task will be to implement the algorithm using gridMathematica or (for those without access to a computing cluster) Mathematica 7.
The ParallelTable routine in Mathematica allows you to split the creation of entries in a table up over multiple processors.

-Compute the classic "calculation of pi" by Monte Carlo integration in parallel using Mathematica and verify that the results agree with the expected value. You should get as many digits of pi as possible without exceeding a walltime of 30 minutes.

-Lookup tables and non-Monte Carlo-based methods for calculating pi are not valid solutions, but may be used to calculate the accuracy of your Monte Carlo result.

Resources:

*A helpful Monte Carlo tutorial can be found here.

*The Parallel Computing portal for Mathematica is provided here.
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