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Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…

Computation · Statistics 2015-06-12 Lawrence M. Murray , Anthony Lee , Pierre E. Jacob

Differentiable model predictive control (MPC) offers a powerful framework for combining learning and control. However, its adoption has been limited by the inherently sequential nature of traditional optimization algorithms, which are…

Optimization and Control · Mathematics 2025-10-08 Emre Adabag , Marcus Greiff , John Subosits , Thomas Lew

Accuracy and efficiency remain challenges for multi-party computation (MPC) frameworks. Spin is a GPU-accelerated MPC framework that supports multiple computation parties and a dishonest majority adversarial setup. We propose optimized…

Cryptography and Security · Computer Science 2024-02-27 Wuxuan Jiang , Xiangjun Song , Shenbai Hong , Haijun Zhang , Wenxin Liu , Bo Zhao , Wei Xu , Yi Li

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

Numerical studies of shock waves in large scale systems via kinetic simulations with millions of particles are too computationally demanding to be processed in serial. In this work we focus on optimizing the parallel performance of a…

Computational Physics · Physics 2015-07-10 Jim Howell , Wolfgang Bauer , Dirk Colbry , Rodney Pickett , Alec Staber , Irina Sagert , Terrance Strother

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 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 recent years graphical processing units (GPUs) have become a powerful tool in scientific computing. Their potential to speed up highly parallel applications brings the power of high performance computing to a wider range of users.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-04-26 Uldis Locans , Andreas Adelmann , Andreas Suter , Jannis Fischer , Werner Lustermann , Gunther Dissertori , Qiulin Wang

We present a technique designed for parallelizing large rigid body simulations, capable of exploiting multiple CPU cores within a computer and across a network. Our approach can be applied to simulate both unilateral and bilateral…

Graphics · Computer Science 2024-03-27 Manas Kale , Paul G. Kry

Simulations of standard 1D and 2D quantum walks have been performed within Quantum Computer Simulator (QCS system) environment and with the use of GPU supported by CUDA technology. In particular, simulations of quantum walks may be seen as…

Computational Physics · Physics 2015-05-18 Marek Sawerwain , Roman Gielerak

Addressing the problem of photon multiple scattering interference caused by turbid media in optical measurements, biomedical imaging, environmental monitoring and other fields, existing Monte Carlo light scattering simulations widely adopt…

Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…

Computation · Statistics 2014-04-17 Peter Neal

Computing on graphics processors is maybe one of the most important developments in computational science to happen in decades. Not since the arrival of the Beowulf cluster, which combined open source software with commodity hardware to…

Mathematical Software · Computer Science 2011-09-21 Felipe A. Cruz , Simon K. Layton , Lorena A. Barba

The paper presents the aspect of use of modern graphics accelerators supporting CUDA technology for high-performance computing in the field of linear algebra. Fully programmable graphic cards have been available for several years for both…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-27 Lukasz Swierczewski

Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Xiu Yang , Giovanni Marucci , Paolo Maffezzoni , Ibrahim , M. Elfadel , George Em Karniadakis , Luca Daniel

We present a single-node, multi-GPU programmable graph processing library that allows programmers to easily extend single-GPU graph algorithms to achieve scalable performance on large graphs with billions of edges. Directly using the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-02 Yuechao Pan , Yangzihao Wang , Yuduo Wu , Carl Yang , John D. Owens

Simulators are a primary tool in computer architecture research but are extremely computationally intensive. Simulating modern architectures with increased core counts and recent workloads can be challenging, even on modern hardware. This…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-27 Rodrigo Huerta , Antonio González

Monte Carlo (MC) simulations of many systems, in particular those with conflicting constraints, can be considerably speeded up by using multicanonical or related methods. Some of these approaches sample with a-priori unknown weight factors.…

High Energy Physics - Lattice · Physics 2009-10-30 Bernd A. Berg

Gaussian Processes have become an indispensable part of the spatial statistician's toolbox but are unsuitable for analyzing large dataset because of the significant time and memory needed to fit the associated model exactly. Vecchia…

Computation · Statistics 2025-07-18 Zachary James , Joseph Guinness

Elegant is an accelerator physics and particle-beam dynamics code widely used for modeling and design of a variety of high-energy particle accelerators and accelerator-based systems. In this paper we discuss a recently developed version of…

Computational Physics · Physics 2018-11-22 J. R. King , I. V. Pogorelov , K. M. Amyx , M. Borland , R. Soliday