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A modern graphics processing unit (GPU) is able to perform massively parallel scientific computations at low cost. We extend our implementation of the checkerboard algorithm for the two dimensional Ising model [T. Preis et al., J. Comp.…

Computational Physics · Physics 2010-07-22 Benjamin Block , Peter Virnau , Tobias Preis

We consider Monte Carlo simulations of classical spin models of statistical mechanics using the massively parallel architecture provided by graphics processing units (GPUs). We discuss simulations of models with discrete and continuous…

Computational Physics · Physics 2012-07-20 Martin Weigel , Taras Yavors'kii

We discuss the efficiency of parallelization on graphical processing units (GPUs) for the simulation of the one dimensional Potts model with long range interactions via parallel tempering. We investigate the behaviour of some thermodynamic…

Statistical Mechanics · Physics 2015-06-17 A. Boer

Lattice spin models are useful for studying critical phenomena and allow the extraction of equilibrium and dynamical properties. Simulations of such systems are usually based on Monte Carlo (MC) techniques, and the main difficulty is often…

Computational Physics · Physics 2012-09-13 Tal Levy , Guy Cohen , Eran Rabani

We present a Monte Carlo method that efficiently computes the density of states for spin models having any number of interaction per spin. By combining a random-walk in the energy space with collective updates controlled by the…

Statistical Mechanics · Physics 2009-11-11 Sylvain Reynal , Hung-The Diep

A Monte Carlo algorithm is proposed to simulate ferromagnetic q-state Potts model for any real q>0. A single update is a random sequence of disordering and deterministic moves, one for each link of the lattice. A disordering move attributes…

Statistical Mechanics · Physics 2008-12-18 Ferdinando Gliozzi

Graphics processing units (GPUs) are recently being used to an increasing degree for general computational purposes. This development is motivated by their theoretical peak performance, which significantly exceeds that of broadly available…

Computational Physics · Physics 2015-03-17 Martin Weigel

We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel…

Computation · Statistics 2015-05-05 Anthony Lee , Christopher Yau , Michael B. Giles , Arnaud Doucet , Christopher C. Holmes

We present the multiple GPU computing with the common unified device architecture (CUDA) for the Swendsen-Wang multi-cluster algorithm of two-dimensional (2D) q-state Potts model. Extending our algorithm for single GPU computing [Comp.…

Computational Physics · Physics 2012-10-24 Yukihiro Komura , Yutaka Okabe

We present an adaptive multi-GPU Exchange Monte Carlo method designed for the simulation of the 3D Random Field Model. The algorithm design is based on a two-level parallelization scheme that allows the method to scale its performance in…

Computational Physics · Physics 2016-08-10 C. A. Navarro , Wei Huang , Youjin Deng

Monte Carlo simulations of the Ising model play an important role in the field of computational statistical physics, and they have revealed many properties of the model over the past few decades. However, the effect of frustration due to…

Disordered Systems and Neural Networks · Physics 2017-01-04 Ye Fang , Sheng Feng , Ka-Ming Tam , Zhifeng Yun , Juana Moreno , J. Ramanujam , Mark Jarrell

We study the metastable equilibrium properties of the Potts model with heat-bath transition rates using a novel expansion. The method is especially powerful for large number of state spin variables and it is notably accurate in a rather…

Statistical Mechanics · Physics 2021-03-18 Onofrio Mazzarisi , Federico Corberi , Leticia F. Cugliandolo , Marco Picco

We created an efficient algorithm suitable for graphics processing units (GPUs) to perform Monte Carlo simulations of a subset of reaction-diffusion models. The algorithm uses techniques that are specific to GPU programming, and combines…

Computational Physics · Physics 2013-03-06 R. D. Schram

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

The Monte Carlo method is a powerful technique for computing thermodynamic magnetic states of otherwise unsolvable spin Hamiltonians, but the method becomes computationally prohibitive with increasing number of spins and the simulation of…

Computational Physics · Physics 2021-06-22 Michalis Charilaou

We present the GPU calculation with the common unified device architecture (CUDA) for the Swendsen-Wang multi-cluster algorithm of two-dimensional classical spin systems. We adjust the two connected component labeling algorithms recently…

Computational Physics · Physics 2012-02-29 Yukihiro Komura , Yutaka Okabe

We discuss the advantages of parallelization by multithreading on graphics processing units (GPUs) for parallel tempering Monte Carlo computer simulations of an exemplified bead-spring model for homopolymers. Since the sampling of a large…

Computational Physics · Physics 2015-05-28 Jonathan Groß , Wolfhard Janke , Michael Bachmann

We develop a highly optimized code for simulating the Edwards-Anderson Heisenberg model on graphics processing units (GPUs). Using a number of computational tricks such as tiling, data compression and appropriate memory layouts, the…

Computational Physics · Physics 2012-08-30 Taras Yavors'kii , Martin Weigel

We present a highly optimized implementation of a Monte Carlo (MC) simulator for the three-dimensional Ising spin-glass model with bimodal disorder, i.e., the 3D Edwards-Anderson model running on CUDA enabled GPUs. Multi-GPU systems…

Disordered Systems and Neural Networks · Physics 2016-05-04 Matteo Lulli , Massimo Bernaschi , Giorgio Parisi

GPU computing has become popular in computational finance and many financial institutions are moving their CPU based applications to the GPU platform. Since most Monte Carlo algorithms are embarrassingly parallel, they benefit greatly from…

Computational Finance · Quantitative Finance 2014-08-26 Linlin Xu , Giray Ökten
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