Stochastic Simulation of Inhomogeneous Metocean Fields. Part III: High-Performance Parallel Algorithms

Abstract

The paper discusses the high-performance parallel algorithms for stochastic simulation of metocean processes and fields. The approaches for parallel representation of sample estimation procedures, linear stochastic systems, Markov chains, periodically correlated processes and inhomogeneous fields are proposed. The speedup of the proposing algorithms is studied in respect to parameters of the models.