Cloud Computing

TH12 Developing an Azure Based Monte Carlo Simulator


11:30 AM - 12:45 PM

Level: Intermediate

Vishwas Lele

Chief Technology Officer


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