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Numerical algorithms for the integration of stochastic differential equations in the presence of white noise are introduced and compared. Algorithms for the integration of stochastic correlated forces are also briefly reviewed. Finally, a…

Statistical Mechanics · Physics 2008-02-03 Riccardo Mannella

In this paper, we propose a hybrid parallel programming approach for a numerical solution of a two-dimensional acoustic wave equation using an implicit difference scheme for a single computer. The calculations are carried out in an implicit…

Computational Physics · Physics 2020-06-19 Arshyn Altybay , Michael Ruzhansky , Niyaz Tokmagambetov

A finite-difference Micromagnetic simulation code written in MATLAB is presented with Graphics Processing Unit (GPU) acceleration. The high performance of Graphics Processing Unit (GPU) is demonstrated compared to a typical Central…

Computational Engineering, Finance, and Science · Computer Science 2015-01-30 Ru Zhu

The Random Phase Approximation (RPA) for correlation energy in the grid-based projector augmented wave (gpaw) code is accelerated by porting to the Graphics Processing Unit (GPU) architecture. The acceleration is achieved by grouping…

Computational Physics · Physics 2013-07-31 Jun Yan , Lin Li , Christopher O'Grady

In this paper, we accelerate a gravitational physics numerical modelling application using hardware accelerators -- Cell processor and Tesla CUDA GPU. We describe these new technologies and our approach in detail, and then present our final…

General Relativity and Quantum Cosmology · Physics 2009-09-23 Gaurav Khanna , Justin McKennon

Neural network training entails heavy computation with obvious bottlenecks. The Compute Unified Device Architecture (CUDA) programming model allows us to accelerate computation by passing the processing workload from the CPU to the graphics…

Machine Learning · Computer Science 2019-08-22 Sterling Ramroach , Andrew Dhanoo , Brian Cockburn , Ajay Joshi

A high fidelity flow simulation for complex geometries for high Reynolds number ($Re$) flow is still very challenging, which requires more powerful computational capability of HPC system. However, the development of HPC with traditional CPU…

Computational Physics · Physics 2022-03-03 Chuangchao Ye , Pengjunyi Zhang , Rui Yan , Dejun Sun , Zhenhua Wan

The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid…

Computational Finance · Quantitative Finance 2016-11-28 Tetsuya Takaishi

The parallelism afforded by GPUs presents significant advantages in training controllers through reinforcement learning (RL). However, integrating model-based optimization into this process remains challenging due to the complexity of…

Robotics · Computer Science 2024-08-20 Se Hwan Jeon , Seungwoo Hong , Ho Jae Lee , Charles Khazoom , Sangbae Kim

Graphics Processing Units (GPUs) are being used in many areas of physics, since the performance versus cost is very attractive. The GPUs can be addressed by CUDA which is a NVIDIA's parallel computing architecture. It enables dramatic…

High Energy Physics - Lattice · Physics 2012-10-12 Nuno Cardoso , Marco Cardoso , Pedro Bicudo

Modern graphics computing units (GPUs) are designed and optimized to perform highly parallel numerical calculations. This parallelism has enabled (and promises) significant advantages, both in terms of energy performance and calculation. In…

Hardware Architecture · Computer Science 2021-10-26 Quentin Gallouédec

We present our implementation of the RHMC algorithm for staggered fermions on Graphics Processing Units using the NVIDIA CUDA programming language. While previous studies exclusively deal with the Dirac matrix inversion problem, our code…

High Energy Physics - Lattice · Physics 2010-12-15 Claudio Bonati , Guido Cossu , Massimo D'Elia , Adriano Di Giacomo

As quantum computing continues to mature, more developers are designing, coding, and simulating quantum circuits. A challenge exists, however, in debugging quantum circuits, particularly as they scale in size and complexity. Given the lack…

Quantum Physics · Physics 2025-07-23 Jocelyn Li , Ella Rubinshtein , Margaret Martonosi

Linear Programs (LPs) appear in a large number of applications and offloading them to a GPU is viable to gain performance. Existing work on offloading and solving an LP on a GPU suggests that there is performance gain generally on large…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-26 Amit Gurung , Rajarshi Ray

Hydrodynamics calculations have been successfully used in studies of the bulk properties of the Quark-Gluon Plasma, particularly of elliptic flow and shear viscosity. However, there are areas (for instance event-by-event simulations for…

This work deals with the CPU-GPU heterogeneous code acceleration of a finite-volume CFD solver utilizing multiple CPUs and GPUs at the same time. First, a high-level description of the CFD solver called SENSEI, the discretization of SENSEI,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-30 Weicheng Xue , Hongyu Wang , Christopher J. Roy

Graphics processing units have been extensively used to accelerate classical molecular dynamics simulations. However, there is much less progress on the acceleration of force evaluations for many-body potentials compared to pairwise ones.…

Computational Physics · Physics 2017-06-27 Zheyong Fan , Wei Chen , Ville Vierimaa , Ari Harju

Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting state-of-the-art high-performance computing platforms. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-08-19 A. K. Bahl , O. Baltzer , A. Rau-Chaplin , B. Varghese , A. Whiteway

When calculating the infrared spectral energy distributions (SEDs) of galaxies in radiation-transfer models, the calculation of dust grain temperatures is generally the most time-consuming part of the calculation. Because of its highly…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 Patrik Jonsson , Joel Primack

We present a GPU-accelerated version of the real-space SPARC electronic structure code for performing Kohn-Sham density functional theory calculations within the local density and generalized gradient approximations. In particular, we…

Computational Physics · Physics 2023-06-14 Abhiraj Sharma , Alfredo Metere , Phanish Suryanarayana , Lucas Erlandson , Edmond Chow , John E. Pask
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