Geodesic
The program package MONC for distributed computations by Monte Carlo method
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 7 (2004) no. 1, pp. 43-55

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In this paper, the technique of distributed computations for Monte Carlo methods within personal computers using the program system MONC is considered. The following items are discussed: parallel modification of congruential pseudorandom numbers generator; functional capabilities of the MONC; demands for the user's program to execute using the MONC; the estimate of computational costs of distributed computations using the MONC. Advantages of the MONC are shown when solving diffusion problems. 
@article{SJVM_2004_7_1_a3,
     author = {M. A. Marchenko},
     title = {The program package {MONC} for distributed computations by {Monte} {Carlo} method},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {43--55},
     publisher = {mathdoc},
     volume = {7},
     number = {1},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2004_7_1_a3/}
}
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M. A. Marchenko. The program package MONC for distributed computations by Monte Carlo method. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 7 (2004) no. 1, pp. 43-55. http://geodesic.mathdoc.fr/item/SJVM_2004_7_1_a3/