I am running a parallel algorithm using light threads and I am wondering how are these assigned to different cores when the system provides several cores and several chips. Are threads assigned to a single chip until all the cores on the chip are exhausted? Are threads assigned to cores on different chips in order to better distribute the work between chips?
You don't say what OS you're on, but in Linux, threads are assigned to a core based on the load on that core. A thread that is ready to run will be assigned to a core with lowest load unless you specify otherwise by setting thread affinity. You can do this with sched_setaffinity(). See the man page for more details. In general, as meyes1979 said, this is something that is decided by the scheduler implemented in the OS you are using.
Depending upon the version of Linux you're using, there are two articles that might be helpful: this article describes early 2.6 kernels, up through 2.6.22, and this article describes kernels newer than 2.6.23.