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14.2.3 Concurrent Update Procedure

Performing Monte Carlo updates in parallel requires careful attention to ensuring that simultaneous updates do not interfere with each other. Because the basic equations governing the Monte Carlo method remain unchanged, performing the updates in parallel requires that a consistent sequential ordering of the updates exists. No particular ordering is required; only the existence of such an ordering is critical. Particles that are farther apart than the range of the interaction potential cannot influence each other, so any arbitrary ordering of their updates is always consistent. However, if some of the particles being updated together are within the range of the potential, they cannot be updated as if they were independent because the result of one update affects the others. Fortunately, the symmetry of the potential guarantees that all of the affected particles are aware that their updates are interdependent.

Note that the Monte Carlo approach to melting or, more generally, any particle simulation is often much harder to parallelize than the competitive time-stepped evolution approach. The latter would be loosely synchronous with natural parallelism. The need for a consistent sequential ordering in the Monte Carlo algorithm leads to the asynchronous temporal structure.  It is interesting that on a sequential machine, both time-stepped and Monte Carlo methods would be equally easy to implement. However, even here the sequential ordering for the Monte Carlo would make it hard to vectorize the algorithm on a conventional supercomputer. In discussing regular Monte Carlo problems such as QCD in Section 4.3, the sequential ordering constraint is there but trivial to implement, as the regular spatial structure allows one to predetermine a consistent update procedure. In particular, the normal red-black update structure achieves this. In the melting problem, one has a dynamically varying irregularity that allows no simple way of predetermining a consistent Monte Carlo update schedule.

Each node involved in the conflicting updates must act to resolve the situation by making one of only two possible decisions. For each request for contributions to the difference in potential energy of an update, a node can either send a response immediately or delay the response until its own update finishes. If the node sends the response immediately, it must use the old position of the particle that it is updating. If the node instead delays the response while waiting for its own update to finish, it will use the new position of the particle when its update finishes. If all of the nodes involved in the conflicting updates make consistent decisions, a sequential ordering of the updates will exist, ensuring the correctness of the Monte Carlo procedure. However, if two nodes both decide to send responses to each other based on the current positions of the particles they are updating, no such ordering will exist. If two nodes both decide to delay sending responses to each other, neither will be able to complete their update, causing the simulation to deadlock. 

Several features of the concurrent update procedure make resolving such interdependent updates difficult. Each node must make its decision regarding the resolution of the conflicting updates in isolation from the other nodes because all of the nodes are running asynchronously to minimize load imbalance. However, the nodes cannot run completely asynchronously because assigning a consistent sequential ordering to the updates requires that the update procedure impose a synchronizing  condition on the updates. Still, the condition should be as weak as possible so that the decrease in processing efficiency is minimized.

One solution to the problem of correctly ordering interdependent updates requires that a clock exist in each of the nodes. The update procedure records the time at which it begins updating a particle and includes that time with each of its requests for contributions to the difference in potential energy. When a node determines that its update conflicts with that of another node, it uses the times of the conflicting updates to resolve the dependence. The node sends a response immediately if the request involves an update that precedes its own. The node delays sending a response if its own update precedes the one that generated the request. Should the times be exactly equal, the unique number associated with each node provides a means of consistently ordering the updates. When each of the processors involved in the conflicting updates use such a method to resolve the situation, a consistent sequential ordering must result. Using the time of each of the conflicting updates to determine their ordering allows the earliest updates to finish first, which achieves good load balance  in the concurrent algorithm.

Although delaying a response to a conflicting update is a synchronizing condition, it is sufficiently weak that it does not seriously degrade the performance of the concurrent algorithm. A node can respond to other nodes' requests while waiting for responses to requests that it has generated. The node that delays sending a response can perform most of the computation to generate the response while it is waiting for responses to its own requests, because the position of only one particle is in question. In fact, the current implementation simply generates the two possible responses so that it can send the correct response immediately after its own update completes.

An interesting feature of the concurrent update algorithm is that it produces results that are inherently irreproducible. If two simulations start with exactly the same initial data, including random number  seeds, the simulations will eventually differ. The source of the irreproducible behavior is that all components of the concurrent processor are not driven by the same clock. For instance, the communication channels that connect the nodes contain an asynchronous loop that allows the arrival times of messages to differ by arbitrarily small amounts. Such differences can affect the order in which requests are received, which in turn determines the order in which a node generates responses. Once such differences change the outcome of a single update, the two simulations begin to evolve independently. Both simulations continue to generate configurations with the correct probability distribution, so the statistical properties of the simulations do not change. However, the irreproducible behavior of the concurrent update algorithm can make debugging  somewhat more difficult.

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Next: 14.2.4 Performance Analysis Up: 14.2 Melting in Two Previous: 14.2.2 Solution Method

Guy Robinson
Wed Mar 1 10:19:35 EST 1995