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We describe the hardwired implementation of algorithms for Monte Carlo simulations of a large class of spin models. We have implemented these algorithms as VHDL codes and we have mapped them onto a dedicated processor based on a large FPGA…

We investigate by means of Monte Carlo simulations the fully connected p-state Potts model for different system sizes in order to see how the static and dynamic properties of a finite model compare with the, exactly known, behavior of the…

Statistical Mechanics · Physics 2009-11-07 Claudio Brangian , Walter Kob , Kurt Binder

Monte Carlo algorithms are frequently used in atomistic simulations, including for computation of magnetic parameter temperature dependences in multiscale simulations. Even though parallelization strategies for Monte Carlo simulations of…

Mesoscale and Nanoscale Physics · Physics 2021-09-15 Serban Lepadatu , George McKenzie , Tim Mercer , Callum Robert MacKinnon , Philip Raymond Bissell

In this work we present an efficient implementation of Canonical Monte Carlo simulation for Coulomb many body systems on graphics processing units (GPU). Our method takes advantage of the GPU Single Instruction, Multiple Data (SIMD)…

Computational Physics · Physics 2017-03-13 Yihao Liang , Xiangjun Xing , Yaohang Li

We present a scheme for the parallelization of quantum Monte Carlo on graphical processing units, focusing on bosonic systems and variational Monte Carlo. We use asynchronous execution schemes with shared memory persistence, and obtain an…

Computational Physics · Physics 2014-12-10 Y. Lutsyshyn

A generalization of the microcanonical ensemble suggests a simple strategy for the simulation of first order phase transitions. At variance with flat-histogram methods, there is no iterative parameters optimization, nor long waits for…

Statistical Mechanics · Physics 2008-11-26 V. Martin-Mayor

Implementation of basic local Monte-Carlo algorithms on ATI Graphics Processing Units (GPU) is investigated. The Ising model and pure SU(2) gluodynamics simulations are realized with the Compute Abstraction Layer (CAL) of ATI Stream…

High Energy Physics - Lattice · Physics 2009-03-30 Vadim Demchik , Alexei Strelchenko

The latest Graphics Processing Units (GPUs) are reported to reach up to 200 billion floating point operations per second (200 Gflops) and to have price performance of 0.1 cents per M flop. These facts raise great interest in the…

Graphics · Computer Science 2016-08-31 S. Tomov , M. McGuigan , R. Bennett , G. Smith , J. Spiletic

We performed Monte Carlo simulations of the two-dimensional q-state Potts model with q=10, 15, and 20 to study the energy and magnetization cumulants in the ordered and disordered phase at the first-order transition point $\beta_t$. By…

High Energy Physics - Lattice · Physics 2009-10-30 Wolfhard Janke , Stefan Kappler

We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…

Other Condensed Matter · Physics 2007-05-23 Helmut G. Katzgraber , Simon Trebst , David A. Huse , Matthias Troyer

The numerical simulation of strongly first-order phase transitions has remained a notoriously difficult problem even for classical systems due to the exponentially suppressed (thermal) equilibration in the vicinity of such a transition. In…

Statistical Mechanics · Physics 2010-04-14 Bela Bauer , Emanuel Gull , Simon Trebst , Matthias Troyer , David A. Huse

We study the performance of Markov chains for the $q$-state ferromagnetic Potts model on random regular graphs. It is conjectured that their performance is dictated by metastability phenomena, i.e., the presence of "phases" (clusters) in…

Over the last couple of years it has been realized that the vast computational power of graphics processing units (GPUs) could be harvested for purposes other than the video game industry. This power, which at least nominally exceeds that…

Statistical Mechanics · Physics 2011-07-26 Martin Weigel

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

We introduce new parallel algorithms for efficiently simulating stabilizer (Clifford) circuits on GPUs, with a focus on data-parallel tableau evolution and scalable handling of projective measurements. Our approach reformulates key…

Quantum Physics · Physics 2026-03-17 Muhammad Osama , Dimitrios Thanos , Alfons Laarman

Molecular dynamics facilitates the simulation of a complex system to be analyzed at molecular and atomic levels. Simulations can last a long period of time, even months. Due to this cause the graphics processing units (GPUs) and multi-core…

Computational Physics · Physics 2021-02-02 Iuliana Marin , Nicolae Goga , Maria Goga

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

We perform large-scale Monte Carlo simulations of the classical XY model on a three-dimensional $L\times L \times L$ cubic lattice using the graphics processing unit (GPU). By the combination of Metropolis single-spin flip, over-relaxation…

Statistical Mechanics · Physics 2012-11-06 Ti-Yen Lan , Yun-Da Hsieh , Ying-Jer Kao

We implemented a fast Reciprocal Monte Carlo algorithm, to accurately solve radiative heat transfer in turbulent flows of non-grey participating media that can be coupled to fully resolved turbulent flows, namely to Direct Numerical…

Computational Engineering, Finance, and Science · Computer Science 2019-05-21 Simone Silvestri , Rene Pecnik

Monte Carlo simulations are performed to study the two-dimensional Potts models with q=3 and 4 states on directed Small-World network. The disordered system is simulated applying the Heat bath Monte Carlo update algorithm. A first-order and…

Statistical Mechanics · Physics 2015-06-05 P. R. O. da Silva , F. W. S. Lima , R. N. Costa Filho