[mpich-discuss] first exit problems

[Jeff Hammond]

Your global exit is going to end up being collective, right?  In that
case, you can break ties manually.  I don't think you need a
master-worker model either.  Just setup a ring and signal termination
to the right neighbor.  Everyone will stop after whatever local step
they were in before polling and then you do e.g. a Gather and have the
root sort out which was the true first passage, in the event that more
than one process found a passage during that iteration.

Jeff

On Mon, Jul 8, 2013 at 11:02 AM, Gideon Simpson
<gideon.simpson at gmail.com> wrote:
> Hi, I was wondering if someone had a good MPI solution to the following first passage problem.  Suppose I have N workers, each using a Monte Carlo method to solve a problem.  An example would be if I wanted to find the exit distribution in time and space of a stochastic differential equation from some compact set in space.
>
> Assuming that each worker is properly receiving an independent stream of pseudo random numbers, and they are computing asynchronously, when one worker finds a solution, he must notify the others that they can cease working, and the program can continue.  I have in mind something like:
>
> while (!local_exit & !global_exit){
>
>         /*Check if a message has been received*/
>         MPI_Iprobe(...,&global_exit,...);
>
>         /*If no one else finished, continue the algorithm */
>         if(!global_exit){
>                 /* Step algorithm */
>                 local_exit = exit_test(...);
>         }
> }
>
> if(local_exit){
>
>         /* Alert all other workers */
>         for(...){
>                 MPI_Isend(...);
>         }
>
> }
> else{
>
>         /* Receive the message that was sent from the other worker */
>
>         MPI_Recv(...);
> }
>
> However, I believe this leads to a race condition because if processor 0 finds and exit, processor 1 might also find one before processor 0 has a chance to do an MPI_Isend() to 1.  Assuming that, for the moment, I am not too concerned about tie breaking, I would really like to find a robust solution to this problem, as I have a lot of first exit/first passage type problems that could be solved asynchronously.
>
> Thanks for any suggestions,
>
> -gideon
>
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-- 
Jeff Hammond
jeff.science at gmail.com