W10 Developing an Azure Based Monte Carlo Simulator

11/17/2010

11:00 am - 12:15 pm

Level: Intermediate

Prerequisite: None

Vishwas Lele

Chief Technology Officer

AIS

Vishwas Lele is an AIS Chief Technology Officer and is responsible for the company vision and execution of creating business solutions using .NET technologies. Vishwas brings close to 20 years of experience and thought leadership to his position, and has been at AIS for 13 years. A noted industry speaker and author, Vishwas is the Microsoft Regional Director for the Washington, D.C. area and a member of the Connected Systems Division Advisors group. Additionally, Vishwas has received an MVP (Most Valuable Professional) for Solution Architecture award for 2009.

Monte Carlo is a computation method that relies on repeated random sampling. It is essentially a non-recursive divide and conquer algorithm that can take advantage of the massive amount of parallelism, offered by the Windows Azure Platform. In this session, we will build a Monte Carlo Simulator from scratch. This will include the following functions: Submit - Ability to submit calculation jobs Monitor - Ability to monitor the progress of calculation jobs queued for execution. Analyze - Using a Silverlight based UI, visualize the results of the calculation stored in Azure Tables.

You will learn: 

  • Elasticity offered by Azure worker roles. Scalability offered by Azure Table. Guaranteed delivery offered by Azure Queues
  • Silverlight based application for rich visualization of calculation results stored in Azure Tables
  • MVC2 application hosted inside Azure Worker Role