Related papers: Pseudo-random number generators for Monte Carlo si…
This paper targets to search so-called \emph{good} generators by doing a brief survey over the generators developed in the history of pseudo-random number generators (PRNGs), verify their claims and rank them based on strong empirical tests…
A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…
The using of GPU for Monte Carlo particle transport is lacking of fair comparisons. This work performs simulations on both CPU and GPU in the same package under the same manufacturing process of low power mobile devices. The experiment with…
Graphics Processing Unit, or GPUs, have been successfully adopted both for graphic computation in 3D applications, and for general purpose application (GP-GPUs), thank to their tremendous performance-per-watt. Recently, there is a big…
The risk of reinsurance portfolios covering globally occurring natural catastrophes, such as earthquakes and hurricanes, is quantified by employing simulations. These simulations are computationally intensive and require large amounts of…
We provide a preliminary study on utilizing GPU (Graphics Processing Unit) to accelerate computation for three simulation optimization tasks with either first-order or second-order algorithms. Compared to the implementation using only CPU…
The performance of the Hybrid Monte Carlo algorithm is determined by the speed of sparse matrix-vector multiplication within the context of preconditioned conjugate gradient iteration. We study these operations as implemented for the…
The graphics processing unit (GPU) has emerged as a powerful and cost effective processor for general performance computing. GPUs are capable of an order of magnitude more floating-point operations per second as compared to modern central…
Significance: Monte Carlo (MC) methods are the gold-standard for modeling light-tissue interactions due to their accuracy. Mesh-based MC (MMC) offers enhanced precision for complex tissue structures using tetrahedral mesh models. Despite…
We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in…
Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…
Graphics Processing Units are high performance co-processors originally intended to improve the use and the acceleration of computer graphics applications. Because of their performance, researchers have extended their use beyond the…
We define two a priori tests of pseudo-random number generators for the class of linear matrix-recursions. The first desirable property of a random number generator is the smallness of serial or lagged correlations between generated…
This paper discusses the potential of graphics processing units (GPUs) in high-dimensional optimization problems. A single GPU card with hundreds of arithmetic cores can be inserted in a personal computer and dramatically accelerates many…
This article presents differential equations and solution methods for the functions of the form $Q(x) = F^{-1}(G(x))$, where $F$ and $G$ are cumulative distribution functions. Such functions allow the direct recycling of Monte Carlo samples…
Cheap micro-controllers, such as the Arduino or other controllers based on the Atmel AVR CPUs are being deployed in a wide variety of projects, ranging from sensors networks to robotic submarines. In this paper, we investigate the…
We describe the use of Graphics Processing Units (GPUs) for speeding up the code NBODY6 which is widely used for direct $N$-body simulations. Over the years, the $N^2$ nature of the direct force calculation has proved a barrier for…
Graphics Processing Units (GPUs) with high computational capabilities used as modern parallel platforms to deal with complex computational problems. We use this platform to solve large-scale linear programing problems by revised simplex…
Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on…
This paper presents an algorithm for generating pseudorandom numbers using quasigroups. Random numbers have several applications in the area of secure communication. The proposed algorithm uses a matrix of size n x n which is pre-generated…