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Monte Carlo rendering algorithms are widely used to produce photorealistic computer graphics images. However, these algorithms need to sample a substantial amount of rays per pixel to enable proper global illumination and thus require an…

Computer Vision and Pattern Recognition · Computer Science 2021-06-25 Qiqi Hou , Zhan Li , Carl S Marshall , Selvakumar Panneer , Feng Liu

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

The heart of every Monte Carlo simulation is a source of high quality random numbers and the generator has to be picked carefully. Since the ``Ferrenberg affair'' it is known to a broad community that statistical tests alone do not suffice…

Statistics Theory · Mathematics 2007-06-13 Mario Ruetti , Matthias Troyer , Wesley P. Petersen

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-03 Paolo Burgio

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

Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free- energy…

Computational Physics · Physics 2018-02-06 Jonathan Gross , Johannes Zierenberg , Martin Weigel , Wolfhard Janke

This is a review of pseudorandom number generators (RNG's) of the highest quality, suitable for use in the most demanding Monte Carlo calculations. All the RNG's we recommend here are based on the Kolmogorov-Anosov theory of mixing in…

Computational Physics · Physics 2019-05-30 Frederick James , Lorenzo Moneta

We develop a novel parallel resampling algorithm for fully parallelized particle filters, which is designed with GPUs (graphics processing units) or similar parallel computing devices in mind. With our new algorithm, a full cycle of…

Computation · Statistics 2016-08-17 Kenichiro McAlinn , Teruo Nakatsuma

Ray tracing is a technique for generating an image by tracing the path of light through pixels in an image plane and simulating the effects of high-quality global illumination at a heavy computational cost. Because of the high computation…

Graphics · Computer Science 2015-04-14 Yutong Qin , Jianbiao Lin , Xiang Huang

Possibilities for performing stochastic simulations on the analog and fully parallelized Cellular Neural Network Universal Machine (CNN-UM) are investigated. By using a chaotic cellular automaton perturbed with the natural noise of the…

Computational Physics · Physics 2009-11-11 M. Ercsey-Ravasz , T. Roska , Z. Neda

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…

Computation · Statistics 2012-07-24 Mark Franey , Pritam Ranjan , Hugh Chipman

Pseudo-random number generators are widely used in many branches of science, mainly in applications related to Monte Carlo methods, although they are deterministic in design and, therefore, unsuitable for tackling fundamental problems in…

Random numbers are essential for our modern information based society e.g. in cryptography. Unlike frequently used pseudo-random generators, physical random number generators do not depend on complex algorithms but rather on a physical…

Quantum Physics · Physics 2015-06-11 Mario Stipčević , Rupert Ursin

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

Graphics processing units (GPU) had evolved from a specialized hardware capable to render high quality graphics in games to a commodity hardware for effective processing blocks of data in a parallel schema. This evolution is particularly…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-26 Luis Cabellos

Hybrid computational architectures based on the joint power of Central Processing Units and Graphic Processing Units (GPUs) are becoming popular and powerful hardware tools for a wide range of simulations in biology, chemistry, engineering,…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 Roberto Capuzzo-Dolcetta , Mario Spera

In this proceedings we demonstrate some advantages of a top-bottom approach in the development of hardware-accelerated code. We start with an autogenerated hardware-agnostic Monte Carlo generator, which is parallelized in the event axis.…

Computational Physics · Physics 2022-11-28 Stefano Carrazza , Juan M. Cruz-Martinez , Gabriele Palazzo

A random number generator for the Kappa velocity distribution in particle simulations is proposed. Approximating the cumulative distribution function with the q-exponential function, an inverse transform procedure is constructed. The…

Plasma Physics · Physics 2026-05-12 Seiji Zenitani , Takayuki Umeda

We propose an approach for fast random number generation based on homemade optical physical unclonable functions (PUFs). The optical PUF is illuminated with input laser wavefront of continuous modulation to obtain different speckle…

Cryptography and Security · Computer Science 2021-10-04 Kun Chen , Feng Huang , Pidong Wang , Yongbiao Wan , Dong Li , Yao Yao

Emerging communication and cryptography applications call for reliable, fast, unpredictable random number generators. Quantum random number generation (QRNG) allows for the creation of truly unpredictable numbers thanks to the inherent…

Quantum Physics · Physics 2023-03-28 Cedric Bruynsteen , Tobias Gehring , Cosmo Lupo , Johan Bauwelinck , Xin Yin