The major function of parallel computing system is how to coordinate communication between the various processors. Some parallel computing techniques require specialized programming to permit the processors to work together in parallel. It can be seen that on Monte Carlo simulations, algorithms proceed by averaging large numbers of computed values. It is sometimes straightforward to have different processors compute different values, and then use an appropriate average of these values to produce a final result. In this paper give an introduction to the generalized Monte Carlo method and its related algorithms. This paper aims to describe Monte Carlo methods with parallel computing techniques and to present some Monte Carlo algorithms to solve some problems in gas dynamics.
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