Related papers: A Multi-Threaded Version of MCFM
A hybrid scheme that utilizes MPI for distributed memory parallelism and OpenMP for shared memory parallelism is presented. The work is motivated by the desire to achieve exceptionally high Reynolds numbers in pseudospectral computations of…
In this article, we study the application of Multi-Level Monte Carlo (MLMC) approaches to numerical random homogenization. Our objective is to compute the expectation of some functionals of the homogenized coefficients, or of the…
Polly is the LLVM project's polyhedral loop nest optimizer. Recently, user-directed loop transformation pragmas were proposed based on LLVM/Clang and Polly. The search space exposed by the transformation pragmas is a tree, wherein each node…
The multilevel Monte Carlo (MLMC) method has been used for a wide variety of stochastic applications. In this paper we consider its use in situations in which input random variables can be replaced by similar approximate random variables…
Modern OpenMP threading techniques are used to convert the MPI-only Hartree-Fock code in the GAMESS program to a hybrid MPI/OpenMP algorithm. Two separate implementations that differ by the sharing or replication of key data structures…
This paper presents implementation details and empirical results for a hybrid message passing and shared memory paralleliziation of the adaptive integral method (AIM). AIM is implemented on a (near) petaflop supercomputing cluster of…
Despite widespread interest in multicore computing, concur- rency models in mainstream languages often lead to subtle, error-prone code. Observationally Cooperative Multithreading (OCM) is a new approach to shared-memory parallelism.…
After all these years and all these other shared memory programming frameworks, OpenMP is still the most popular one. However, its greater levels of non-deterministic execution makes debugging and testing more challenging. The ability to…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…
Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…
Verifying multi-threaded programs is becoming more and more important, because of the strong trend to increase the number of processing units per CPU socket. We introduce a new configurable program analysis for verifying multi-threaded…
The current trend of multicore architectures on shared memory systems underscores the need of parallelism. While there are some programming model to express parallelism, thread programming model has become a standard to support these system…
A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…
Today, cheap numerical hardware offers huge amounts of parallel computing power, much of which is used for the task of fitting neural networks to data. Adoption of this hardware to accelerate statistical Markov chain Monte Carlo (MCMC)…
We leverage multilevel Monte Carlo (MLMC) to improve the performance of multi-step look-ahead Bayesian optimization (BO) methods that involve nested expectations and maximizations. Often these expectations must be computed by Monte Carlo…
This paper presents a comparison of OpenMP and OpenCL based on the parallel implementation of algorithms from various fields of computer applications. The focus of our study is on the performance of benchmark comparing OpenMP and OpenCL. We…
The Monte Carlo event generators (MC) are used for the simulation of different processes in high energy physics. To achieve the best description of the data, the parameters of simulations are adjusted (tuned) with different methods. In this…
Recently, computers have diversified architectures. To achieve high numerical calculation software performance, it is necessary to tune the software according to the target computer architecture. However, code optimization for each…
Particle-in-Cell (PIC) Monte Carlo (MC) simulations are central to plasma physics but face increasing challenges on heterogeneous HPC systems due to excessive data movement, synchronization overheads, and inefficient utilization of multiple…
Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…