Efficient computational approaches for parallel stochastic simulation on supercomputers

The Monte Carlo method (or the method of stochastic simulation) is often used to solve real-life problems. But the main issue of the Monte Carlo simulation is usually the value of its computational cost. Nevertheless, using parallel high performance computers it is possible to get results of simulation in a reasonable time. A question is how to develop justified and effective parallel algorithms and programs. In this chapter, we provide some computational approaches for effective parallel stochastic simulation. As an example, we apply these approaches to study stochastic evolution of electron avalanches in gases.