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We present an efficient open-source implementation of the multiparticle collision dynamics (MPCD) algorithm that scales to run on hundreds of graphics processing units (GPUs). We especially focus on optimizations for modern GPU…

Soft Condensed Matter · Physics 2018-08-01 Michael P. Howard , Athanassios Z. Panagiotopoulos , Arash Nikoubashman

We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…

Optimization and Control · Mathematics 2024-04-30 Govind M. Chari , Abhinav G. Kamath , Purnanand Elango , Behçet Açıkmeşe

A Grand-canonical Monte-Carlo simulation method extended to simulate a mixture of salts is presented. Due to charge neutrality requirement of electrolyte solutions, ions must be added to or removed from the system in groups. This leads to…

Soft Condensed Matter · Physics 2017-05-29 Toan T. Nguyen

We present high-performance implementations of the two-dimensional Ising and Blume-Capel models for large-scale, multi-GPU simulations. Our approach takes full advantage of the NVIDIA GB200 NVL72 system, which features up to $72$ GPUs…

We implemented a fast Reciprocal Monte Carlo algorithm, to accurately solve radiative heat transfer in turbulent flows of non-grey participating media that can be coupled to fully resolved turbulent flows, namely to Direct Numerical…

Computational Engineering, Finance, and Science · Computer Science 2019-05-21 Simone Silvestri , Rene Pecnik

A finite-difference Micromagnetic simulation code written in MATLAB is presented with Graphics Processing Unit (GPU) acceleration. The high performance of Graphics Processing Unit (GPU) is demonstrated compared to a typical Central…

Computational Engineering, Finance, and Science · Computer Science 2015-01-30 Ru Zhu

In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

The Cellular Potts Model (CPM) is a widely used simulation paradigm for systems of interacting cells that has been used to study scenarios ranging from plant development to morphogenesis, tumour growth and cell migration. Despite their wide…

Tissues and Organs · Quantitative Biology 2023-12-18 Shabaz Sultan , Sapna Devi , Scott N. Mueller , Johannes Textor

Purpose: Monte Carlo methods are considered the gold standard for dosimetric computations in radiotherapy. Their execution time is however still an obstacle to the routine use of Monte Carlo packages in a clinical setting. To address this…

Medical Physics · Physics 2015-03-17 Sami Hissoiny , Hugo Bouchard , Benoît Ozell , Philippe Després

Diagrammatic expansions are a paradigmatic and powerful tool of quantum many-body theory. Their evaluation to high order, e.g., by the Diagrammatic Monte Carlo technique, can provide unbiased results in strongly correlated and challenging…

Strongly Correlated Electrons · Physics 2025-01-03 John Sturt , Evgeny Kozik

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

We develop a parallel rejection algorithm to tackle the problem of low acceptance in Monte Carlo methods, and apply it to the simulation of the hopping conduction in Coulomb glasses using Graphics Processing Units, for which we also…

Disordered Systems and Neural Networks · Physics 2014-08-19 Ezequiel E. Ferrero , Alejandro B. Kolton , Matteo Palassini

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

Super-Droplet Method (SDM) is a probabilistic Monte-Carlo-type model of particle coagulation process, an alternative to the mean-field formulation of Smoluchowski. SDM as an algorithm has linear computational complexity with respect to the…

Computational Physics · Physics 2021-07-27 Piotr Bartman , Sylwester Arabas

We design and implement HPMC, a scalable hard particle Monte Carlo simulation toolkit, and release it open source as part of HOOMD-blue. HPMC runs in parallel on many CPUs and many GPUs using domain decomposition. We employ BVH trees…

Soft Condensed Matter · Physics 2016-06-22 Joshua A. Anderson , M. Eric Irrgang , Sharon C. Glotzer

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

Statistical Mechanics · Physics 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

In the last few years we have been developing a Monte Carlo simulation method to cope with systems of many electrons and ions in the Born-Oppenheimer (BO) approximation, the Coupled Electron-Ion Monte Carlo Method (CEIMC). Electronic…

Computational Physics · Physics 2007-05-23 Carlo Pierleoni , David M. Ceperley

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…

Probability · Mathematics 2019-02-28 Djalil Chafaï , Grégoire Ferré

If classical algorithms have been successful in reproducing the estimation of expectation values of observables of some quantum circuits using off-the-shelf computing resources, matching the performance of the most advanced quantum devices…