Related papers: A Multi-Threaded Version of MCFM
We present a multithreaded event-chain Monte Carlo algorithm (ECMC) for hard spheres. Threads synchronize at infrequent breakpoints and otherwise scan for local horizon violations. Using a mapping onto absorbing Markov chains, we rigorously…
We consider several issues related to the multidimensional integration using a network of heterogeneous computers. Based on these considerations, we develop a new general purpose scheme which can significantly reduce the time needed for…
An overview is given of the lessons learned from the introduction of multi-threading using OpenMP in tmLQCD. In particular, programming style, performance measurements, cache misses, scaling, thread distribution for hybrid codes, race…
In this paper we describe an autotuning tool for optimization of OpenMP applications on highly multicore and multithreaded architectures. Our work was motivated by in-depth performance analysis of scientific applications and synthetic…
With multi-core processors a ubiquitous building block of modern supercomputers, it is now past time to enable applications to embrace these developments in processor design. To achieve exascale performance, applications will need ways of…
MPI+Threads, embodied by the MPI/OpenMP hybrid programming model, is a parallel programming paradigm where threads are used for on-node shared-memory parallelization and MPI is used for multi-node distributed-memory parallelization. OpenMP…
The trend towards highly parallel multi-processing is ubiquitous in all modern computer architectures, ranging from handheld devices to large-scale HPC systems; yet many applications are struggling to fully utilise the multiple levels of…
We propose a new class of interacting Markov chain Monte Carlo (MCMC) algorithms designed for increasing the efficiency of a modified multiple-try Metropolis (MTM) algorithm. The extension with respect to the existing MCMC literature is…
The advent of multi-/many-core processors in clusters advocates hybrid parallel programming, which combines Message Passing Interface (MPI) for inter-node parallelism with a shared memory model for on-node parallelism. Compared to the…
We have developed a Python package ZMCintegral for multi-dimensional Monte Carlo integration on multiple Graphics Processing Units(GPUs). The package employs a stratified sampling and heuristic tree search algorithm. We have built three…
Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on…
Monte Carlo (MC) simulations play a pivotal role in diverse scientific and engineering domains, with applications ranging from nuclear physics to materials science. Harnessing the computational power of high-performance computing (HPC)…
Developing efficient MCMC algorithms is indispensable in Bayesian inference. In parallel tempering, multiple interacting MCMC chains run to more efficiently explore the state space and improve performance. The multiple chains advance…
The aim of parallel computing is to increase an application performance by executing the application on multiple processors. OpenMP is an API that supports multi platform shared memory programming model and shared-memory programs are…
We describe a new algorithm, VEGAS+, for adaptive multidimensional Monte Carlo integration. The new algorithm adds a second adaptive strategy, adaptive stratified sampling, to the adaptive importance sampling that is the basis for its…
Exploiting the full computational power of always deeper hierarchical multiprocessor machines requires a very careful distribution of threads and data among the underlying non-uniform architecture. The emergence of multi-core chips and NUMA…
The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…
Major chip manufacturers have all introduced Multithreaded processors. These processors are used for running a variety of workloads. Efficient resource utilization is an important design aspect in such processors. Particularly, it is…
In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…
Current runtime verification tools seldom make use of multi-threading to speed up the evaluation of a property on a large event trace. In this paper, we present an extension to the BeepBeep 3 event stream engine that allows the use of…