MPI.jl has a montecarlo.jl function which could possibly be used. A simple 
example which shows the ideas 
is 
https://github.com/JuliaParallel/MPI.jl/blob/master/examples/07-pi-montecarlo.jl
 
 montecarlo.jl automatically collects results. The part about updating the 
state and broadcasting the new state to the workers could also be done 
using the MPI package. 

On Saturday, September 3, 2016 at 6:08:46 AM UTC+2, Sleort wrote:
>
> Thanks for the information! I will have a look into it and see if there is 
> anything I can help with.
>
> Hmm... I must say I am a bit surprised that there is no such built-in 
> functionality in Base..? Seems to be a rather basic parallel programming 
> functionality to me. Is there something about Julia's parallel programming 
> model/philosophy I have missed/misunderstood?
>

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