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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

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

Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…

Computational Physics · Physics 2017-09-14 Martin Weigel

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…

Statistical Mechanics · Physics 2016-08-14 Kyle A. Wendt , Joaquín E. Drut , Timo A. Lähde

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

This paper presents two conceptually simple methods for parallelizing a Parallel Tempering Monte Carlo simulation in a distributed volunteer computing context, where computers belonging to the general public are used. The first method uses…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-31 Kamran Karimi , Neil G. Dickson , Firas Hamze

We present a highly scalable Monte Carlo (MC) three-dimensional photon transport simulation platform designed for heterogeneous computing systems. Through the development of a massively parallel MC algorithm using the Open Computing…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-06 Leiming Yu , Fanny Nina-Paravecino , David Kaeli , Qianqian Fang

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 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

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

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

Monte Carlo simulation is widely used to numerically solve stochastic differential equations. Although the method is flexible and easy to implement, it may be slow to converge. Moreover, an inaccurate solution will result when using large…

Numerical Analysis · Mathematics 2023-02-13 Shuaiqiang Liu , Graziana Colonna , Lech A. Grzelak , Cornelis W. Oosterlee

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 paper focuses on the parallel implementation of a direct $N$-body method~(particle-particle algorithm) and the application of multiple GPUs for galactic dynamics simulations. Application of a hybrid OpenMP-CUDA technology is considered…

Computational Physics · Physics 2018-03-06 S. S. Khrapov , S. A. Khoperskov , A. V. Khoperskov

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 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

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

Maximizing the performance potential of the modern day GPU architecture requires judicious utilization of available parallel resources. Although dramatic reductions can often be obtained through straightforward mappings, further performance…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-19 Loren Schwiebert , Eyad Hailat , Kamel Rushaidat , Jason Mick , Jeffrey Potoff

This article introduces a highly parallel algorithm for molecular dynamics simulations with short-range forces on single node multi- and many-core systems. The algorithm is designed to achieve high parallel speedups for strongly…

Computational Physics · Physics 2013-11-20 R. Meyer

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen
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