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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…

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 computational cost of traditional first-principles method quickly becomes prohibitively expensive as the number of atoms increases. This challenge is further amplified by the need to evaluate finite-temperature properties with Monte…

Materials Science · Physics 2025-08-13 Xianglin Liu , Kai Yang , Yongxiang Liu , Fanli Zhou , Dengdong Fan , Zongrui Pei , Pengxiang Xu , Yonghong Tian

In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…

Computation · Statistics 2014-02-18 Andrew L. Beam , Sujit K. Ghosh , Jon Doyle

The rapid advancement of deep learning is reshaping the hardware design landscape toward AI tasks, posing fundamental challenges for HPC workloads such as atomistic simulation. Here we present SMC-AI, a general algorithmic framework that…

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

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

Machine Learning · Statistics 2020-10-15 Adam D. Cobb , Brian Jalaian

Hyperdimensional Computing (HDC) is a brain-inspired computing paradigm that represents and manipulates information using high-dimensional vectors, called hypervectors (HV). Traditional HDC methods, while robust to noise and inherently…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-12 Dhruv Parikh , Viktor Prasanna

In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributions. However, its application to models with latent…

Computation · Statistics 2025-04-15 Alaa Amri , Víctor Elvira , Amy L. Wilson

In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…

Chemical Physics · Physics 2018-07-30 Iliya Sabzevari , Sandeep Sharma

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

The variational quantum Monte Carlo (VQMC) method received significant attention in the recent past because of its ability to overcome the curse of dimensionality inherent in many-body quantum systems. Close parallels exist between VQMC and…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-01 Tianchen Zhao , Saibal De , Brian Chen , James Stokes , Shravan Veerapaneni

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in…

Numerical Analysis · Mathematics 2015-05-28 Giorgos Arampatzis , Markos A. Katsoulakis , Petr Plechac , Michela Taufer , Lifan Xu

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…

Computational Physics · Physics 2022-08-31 Botao Li , Synge Todo , A. C. Maggs , Werner Krauth

We simulate crystallization and melting with local Monte Carlo (LMC), event-chain Monte Carlo (ECMC), and with event-driven molecular dynamics (EDMD) in systems with up to one million three-dimensional hard spheres. We illustrate that our…

Statistical Mechanics · Physics 2015-09-02 Masaharu Isobe , Werner Krauth

Realistic simulations of detailed, biophysics-based, multi-scale models require very high resolution and, thus, large-scale compute facilities. Existing simulation environments, especially for biomedical applications, are designed to allow…

Computational Engineering, Finance, and Science · Computer Science 2018-02-12 Chris Bradley , Nehzat Emamy , Thomas Ertl , Dominik Göddeke , Andreas Hessenthaler , Thomas Klotz , Aaron Krämer , Michael Krone , Benjamin Maier , Miriam Mehl , Tobias Rau , Oliver Röhrle

Significance: Monte Carlo (MC) methods are the gold-standard for modeling light-tissue interactions due to their accuracy. Mesh-based MC (MMC) offers enhanced precision for complex tissue structures using tetrahedral mesh models. Despite…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-01 Shijie Yan , Douglas Dwyer , David R. Kaeli , Qianqian Fang

HipMCL is a high-performance distributed memory implementation of the popular Markov Cluster Algorithm (MCL) and can cluster large-scale networks within hours using a few thousand CPU-equipped nodes. It relies on sparse matrix computations…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-26 Oguz Selvitopi , Md Taufique Hussain , Ariful Azad , Aydın Buluç

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

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)…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-13 Yehonatan Fridman , Guy Tamir , Uri Steinitz , Gal Oren
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