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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

The linked cell list algorithm is an essential part of molecular simulation software, both molecular dynamics and Monte Carlo. Though it scales linearly with the number of particles, there has been a constant interest in increasing its…

Computational Physics · Physics 2013-03-19 Ulrich Welling , Guido Germano

Matrix multiplication is a foundational operation in scientific computing and machine learning, yet its computational complexity makes it a significant bottleneck for large-scale applications. The shift to parallel architectures, primarily…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-30 Mufakir Qamar Ansari , Mudabir Qamar Ansari

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

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

GPU computing has become popular in computational finance and many financial institutions are moving their CPU based applications to the GPU platform. Since most Monte Carlo algorithms are embarrassingly parallel, they benefit greatly from…

Computational Finance · Quantitative Finance 2014-08-26 Linlin Xu , Giray Ökten

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

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

We introduce a new high-performance design for parallelism within the Quantum Monte Carlo code QMCPACK. We demonstrate that the new design is better able to exploit the hierarchical parallelism of heterogeneous architectures compared to the…

Computational Physics · Physics 2023-04-19 Ye Luo , Peter Doak , Paul Kent

Future computing systems, from handhelds to supercomputers, will undoubtedly be more parallel and heterogeneous than todays systems to provide more performance and energy efficiency. Thus, GPUs are increasingly being used to accelerate…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-18 Saeed Taheri , Apan Qasem , Martin Burtscher

Modeling data sharing in GPU programs is a challenging task because of the massive parallelism and complex data sharing patterns provided by GPU architectures. Better GPU caching efficiency can be achieved through careful task scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-10-04 Lingda Li , Ari B. Hayes , Stephen A. Hackler , Eddy Z. Zhang , Mario Szegedy , Shuaiwen Leon Song

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

Due to their highly parallel multi-cores architecture, GPUs are being increasingly used in a wide range of computationally intensive applications. Compared to CPUs, GPUs can achieve higher performances at accelerating the programs'…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-05 Frédéric Magoulès , Abal-Kassim Cheik Ahamed , Alban Desmaison , Jean-Christophe Léchenet , François Mayer , Haifa Ben Salem , Thomas Zhu

Graphics processing units (GPUs) are recently being used to an increasing degree for general computational purposes. This development is motivated by their theoretical peak performance, which significantly exceeds that of broadly available…

Computational Physics · Physics 2015-03-17 Martin Weigel

A previous study of MD algorithms designed for GPU use is extended to cover more recent developments in GPU architecture. Algorithm modifications are described, together with extensions to more complex systems. New measurements include the…

Computational Physics · Physics 2022-04-13 D C Rapaport

Cell segmentation in microscopy is a challenging problem, since cells are often asymmetric and densely packed. This becomes particularly challenging for extremely large images, since manual intervention and processing time can make…

Image and Video Processing · Electrical Eng. & Systems 2019-06-19 Mahsa Lotfollahi , Sebastian Berisha , Leila Saadatifard , Laura Montier , Jokubas Ziburkus , David Mayerich

The introduction of accelerator devices such as graphics processing units (GPUs) has had profound impact on molecular dynamics simulations and has enabled order-of-magnitude performance advances using commodity hardware. To fully reap these…

Computational Physics · Physics 2020-10-28 Szilárd Páll , Artem Zhmurov , Paul Bauer , Mark Abraham , Magnus Lundborg , Alan Gray , Berk Hess , Erik Lindahl

The using of GPU for Monte Carlo particle transport is lacking of fair comparisons. This work performs simulations on both CPU and GPU in the same package under the same manufacturing process of low power mobile devices. The experiment with…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-15 Changyuan Liu

Particle-in-cell (PIC) simulations with Monte-Carlo collisions are used in plasma science to explore a variety of kinetic effects. One major problem is the long run-time of such simulations. Even on modern computer systems, PIC codes take a…

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
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