Obtaining identical results with double precision global accuracy on different numbers of processors in parallel particle Monte Carlo simulations

Abstract

We describe and compare different approaches for achieving numerical reproducibility in photon Monte Carlo simulations. Reproducibility is desirable for code verification, testing, and debugging. Parallelism creates a unique problem for achieving reproducibility in Monte Carlo simulations because it changes the order in which values are summed. This is a numerical problem because double precision arithmetic is not associative.Parallel Monte Carlo, both domain replicated and decomposed simulations, will run their particles in a different order during different runs of the same simulation because the non-reproducibility of communication between processors. In addition, runs of the same simulation using different domain decompositions will also result in particles being simulated in a different order.In [1], a way of eliminating non-associative accumulations using integer tallies was described. This approach successfully achieves reproducibility at the cost of lost accuracy by rounding double precision numbers to fewer significant digits. This integer approach, and other extended and reduced precision reproducibility techniques, are described and compared in this work.Increased precision alone is not enough to ensure reproducibility of photon Monte Carlo simulations. Non-arbitrary precision approaches require a varying degree of rounding to achieve reproducibility. For the problems investigated in this work double precision global accuracy was achievable by using 100 bits of precision or greater on all unordered sums which where subsequently rounded to double precision at the end of every time-step.