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The recent trend of using Graphics Processing Units (GPU's) for high performance computations is driven by the high ratio of price performance for these units, complemented by their cost effectiveness. At first glance, computational fluid…

Computational Engineering, Finance, and Science · Computer Science 2018-02-13 Kiril S. Shterev

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

We propose a GPU-accelerated distributed optimization algorithm for controlling multi-phase optimal power flow in active distribution systems with dynamically changing topologies. To handle varying network configurations and enable…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-15 Minseok Ryu , Geunyeong Byeon , Kibaek Kim

Particle tracking simulations with space charge effects are very important for high-intensity proton rings. Since they include not only Hamilton mechanics of a single particle but constructing charge densities and solving Poisson equations…

Accelerator Physics · Physics 2021-09-01 Yoshinori Kurimoto

Simulating large-scale microswimmer dynamics in viscous fluid poses significant challenges due to the coupled high spatial and temporal complexity. Conventional high-performance computing (HPC) methods often address these two dimensions in…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-15 Ruixiang Huang , Weifan Liu

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

Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the…

Computational Physics · Physics 2011-05-31 M. Januszewski , M. Kostur

In this work we propose an accelerated stochastic learning system for very large-scale applications. Acceleration is achieved by mapping the training algorithm onto massively parallel processors: we demonstrate a parallel, asynchronous GPU…

Machine Learning · Computer Science 2017-02-24 Thomas Parnell , Celestine Dünner , Kubilay Atasu , Manolis Sifalakis , Haris Pozidis

Restricted solid on solid surface growth models can be mapped onto binary lattice gases. We show that efficient simulation algorithms can be realized on GPUs either by CUDA or by OpenCL programming. We consider a deposition/evaporation…

Computational Physics · Physics 2015-03-17 Henrik Schulz , Géza Ódor , Gergely Ódor , Máté Ferenc Nagy

Parallel algorithms on CPU and GPU are implemented for the Unified Gas-Kinetic Scheme and their performances are investigated and compared by a two dimensional channel flow case. The parallel CPU algorithm has a one dimensional block…

Computational Physics · Physics 2018-11-02 Jizhou Liu , Fang Q. Hu , Xiaodong Li

Dynamic programming (DP) is a cornerstone of combinatorial optimization, yet its inherently sequential structure has long limited its scalability in scenario-based stochastic programming (SP). This paper introduces a GPU-accelerated…

Optimization and Control · Mathematics 2025-11-25 Jingyi Zhao , Linxin Yang , Haohua Zhang , Tian Ding

We study parallel particle-in-cell (PIC) methods for low-temperature plasmas (LTPs), which discretize kinetic formulations that capture the time evolution of the probability density function of particles as a function of position and…

Computational Engineering, Finance, and Science · Computer Science 2025-08-12 James Almgren-Bell , Nader Al Awar , Dilip S Geethakrishnan , Milos Gligoric , George Biros

iPIC3D is a widely used massively parallel Particle-in-Cell code for the simulation of space plasmas. However, its current implementation does not support execution on multiple GPUs. In this paper, we describe the porting of iPIC3D particle…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-27 Chaitanya Prasad Sishtla , Steven W. D. Chien , Vyacheslav Olshevsky , Erwin Laure , Stefano Markidis

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 novel Gibbs Markov random field for spatial data on Cartesian grids based on the modified planar rotator (MPR) model of statistical physics has been recently introduced for efficient and automatic interpolation of big data sets, such as…

Computational Physics · Physics 2019-10-21 Milan Žukovič , Michal Borovský , Matúš Lach , Dionissios T. Hristopulos

Micro-macro models provide a powerful tool to study the relationship between microscale mechanisms and emergent macroscopic behavior. However, the detailed microscopic modeling may require tracking and evolving a high-dimensional…

Computational Physics · Physics 2019-08-13 Steven Cook , Tamar Shinar

We present a new algorithm to quickly generate high-performance GPU implementations of complex imaging and vision pipelines, directly from high-level Halide algorithm code. It is fully automatic, requiring no schedule templates or…

Programming Languages · Computer Science 2023-08-29 Luke Anderson , Andrew Adams , Karima Ma , Tzu-Mao Li , Tian Jin , Jonathan Ragan-Kelley

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

Simulation speed matters for neuroscientific research: this includes not only how quickly the simulated model time of a large-scale spiking neuronal network progresses, but also how long it takes to instantiate the network model in computer…

We provide a preliminary study on utilizing GPU (Graphics Processing Unit) to accelerate computation for three simulation optimization tasks with either first-order or second-order algorithms. Compared to the implementation using only CPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-19 Jinghai He , Haoyu Liu , Yuhang Wu , Zeyu Zheng , Tingyu Zhu