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Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

For lattice Monte Carlo simulations parallelization is crucial to make studies of large systems and long simulation time feasible, while sequential simulations remain the gold-standard for correlation-free dynamics. Here, various domain…

Computational Physics · Physics 2017-12-19 Jeffrey Kelling , Géza Ódor , Sibylle Gemming

The computational cost of traditional first-principles method quickly becomes prohibitively expensive as the number of atoms increases. This challenge is further amplified by the need to evaluate finite-temperature properties with Monte…

Materials Science · Physics 2025-08-13 Xianglin Liu , Kai Yang , Yongxiang Liu , Fanli Zhou , Dengdong Fan , Zongrui Pei , Pengxiang Xu , Yonghong Tian

We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…

Quantum Physics · Physics 2017-04-19 Nelson Leung , Mohamed Abdelhafez , Jens Koch , David I. Schuster

Much of the current focus in high performance computing (HPC) for computational fluid dynamics (CFD) deals with grid based methods. However, parallel implementations for new meshfree particle methods such as Smoothed Particle Hydrodynamics…

Performance · Computer Science 2011-11-21 Jose M. Domínguez , Alejandro J. C. Crespo , Moncho Gómez-Gesteira

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

In this paper we present a simulation environment enhanced with parallel processing which can be used on personal computers, based on a high-level user interface developed on Mathematica\copyright which is connected to C++ code in order to…

Quantum Physics · Physics 2011-03-09 Sandra Díaz-Pier , Salvador E. Venegas-Andraca , José Luis Gómez-Muñoz

Particle-based kinetic Monte Carlo simulations of neutral particles is one of the major computational bottlenecks in tokamak scrape-off layer simulations. This computational cost comes from the need to resolve individual collision events in…

Computational Engineering, Finance, and Science · Computer Science 2026-03-27 Oskar Lappi , Emil Løvbak , Thijs Steel , Giovanni Samaey

Structural clustering is one of the most popular graph clustering methods, which has achieved great performance improvement by utilizing GPUs. Even though, the state-of-the-art GPU-based structural clustering algorithm, GPUSCAN, still…

Databases · Computer Science 2023-12-01 Long Yuan , Zeyu Zhou , Xuemin Lin , Zi Chen , Xiang Zhao , Fan Zhang

We consider the implementation of a parallel Monte Carlo code for high-performance simulations on PC clusters with MPI. We carry out tests of speedup and efficiency. The code is used for numerical simulations of pure SU(2) lattice gauge…

High Energy Physics - Lattice · Physics 2007-05-23 Attilio Cucchieri , Tereza Mendes , Gonzalo Travieso , Andre R. Taurines

The compositional model is often used to describe multicomponent multiphase porous media flows in the petroleum industry. The fully implicit method with strong stability and weak constraints on time-step sizes is commonly used in the…

Numerical Analysis · Mathematics 2024-09-18 Li Zhao , Chen-Song Zhang , Chun-Sheng Feng , Shi Shu

Mesoscopic simulations of hydrocarbon flow in source shales are challenging, in part due to the heterogeneous shale pores with sizes ranging from a few nanometers to a few micrometers. Additionally, the sub-continuum fluid-fluid and…

Computational Physics · Physics 2019-09-13 Yidong Xia , Ansel Blumers , Zhen Li , Lixiang Luo , Yu-Hang Tang , Joshua Kane , Hai Huang , Matthew Andrew , Milind Deo , Jan Goral

Solving the shallow water equations efficiently is critical to the study of natural hazards induced by tsunami and storm surge, since it provides more response time in an early warning system and allows more runs to be done for…

Computational Physics · Physics 2019-01-23 Xinsheng Qin , Randall LeVeque , Michael Motley

We present an efficient open-source implementation of the multiparticle collision dynamics (MPCD) algorithm that scales to run on hundreds of graphics processing units (GPUs). We especially focus on optimizations for modern GPU…

Soft Condensed Matter · Physics 2018-08-01 Michael P. Howard , Athanassios Z. Panagiotopoulos , Arash Nikoubashman

Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…

Statistical Mechanics · Physics 2009-11-07 A. van de Walle , M. Asta

Monte Carlo simulation techniques, like simulated annealing and parallel tempering, are often used to evaluate low-temperature properties and find ground states of disordered systems. Here we compare these methods using direct calculations…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. J. Moreno , H. G. Katzgraber , Alexander K. Hartmann

A new flow solver scalable on multiple Graphics Processing Units (GPUs) for direct numerical simulation of wall-bounded incompressible flow is presented. This solver utilizes a previously reported work (J. Comp. Physics, vol. 352 (2018),…

Computational Physics · Physics 2018-12-05 Sanghyun Ha , Junshin Park , Donghyun You

Particle accelerator modeling is an important field of research and development, essential to investigating, designing and operating some of the most complex scientific devices ever built. Kinetic simulations of relativistic, charged…

Accelerator Physics · Physics 2024-05-02 Ryan T. Sandberg , Remi Lehe , Chad E. Mitchell , Marco Garten , Andrew Myers , Ji Qiang , Jean-Luc Vay , Axel Huebl

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen