Related papers: A GPU-based Large-scale Monte Carlo Simulation Met…

This paper presents a Graphics Processing Units (GPUs) acceleration method of an iterative scheme for gas-kinetic model equations. Unlike the previous GPU parallelization of explicit kinetic schemes, this work features a fast converging…

We describe the hardwired implementation of algorithms for Monte Carlo simulations of a large class of spin models. We have implemented these algorithms as VHDL codes and we have mapped them onto a dedicated processor based on a large FPGA…

We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…

Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a…

We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting state-of-the-art high-performance computing platforms. In…

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…

Lattice spin models are useful for studying critical phenomena and allow the extraction of equilibrium and dynamical properties. Simulations of such systems are usually based on Monte Carlo (MC) techniques, and the main difficulty is often…

Diagrammatic Monte Carlo methods provide robust routines for accurate computations of correlated electronic systems in the thermodynamical limit. Recently, its versatility was extended to SU(N) Hubbard model, where the core is a novel…

The multiscale Monte-Carlo algorithm outlined in Bai and Brandt[1] is applied to a simple model of the polypeptide backbone. Effective coarse level Hamiltonians are derived by a fast Newtonian iterative scheme. The coarse Hamiltonian…

We present a quantum Monte Carlo algorithm for the simulation of general quantum and classical many-body models within a single unifying framework. The algorithm builds on a power series expansion of the quantum partition function in its…

The resampling process employed in widely used methods such as Importance Sampling (IS), with its adaptive extension (AIS), are used to solve challenging problems requiring approximate inference; for example, non-linear, non-Gaussian state…

Mesoscopic simulations of hydrocarbon flow in source shales are challenging, in part due to the heterogeneous shale pores with sizes ranging from a few nanometers to a few micrometers. Additionally, the sub-continuum fluid-fluid and…

Simulating large-scale microswimmer dynamics in viscous fluid poses significant challenges due to the coupled high spatial and temporal complexity. Conventional high-performance computing (HPC) methods often address these two dimensions in…

We propose a new Monte Carlo technique in which the degeneracy of energy states is obtained with a Markovian process analogous to that of Metropolis used currently in canonical simulations. The obtained histograms are much broader than…

The problem of simulating the thermal behavior of quantum systems remains a central open challenge in quantum computing. Unlike well-established quantum algorithms for unitary dynamics, \emph{provably efficient} algorithms for preparing…

We introduce two kinds of quantum algorithms to explore microcanonical and canonical properties of many-body systems. The first one is a hybrid quantum algorithm that, given an efficiently preparable state, computes expectation values in a…

We present a GPU-accelerated version of the real-space SPARC electronic structure code for performing Kohn-Sham density functional theory calculations within the local density and generalized gradient approximations. In particular, we…

In this work, we present an extension of Gaussian process (GP) models with sophisticated parallelization and GPU acceleration. The parallelization scheme arises naturally from the modular computational structure w.r.t. datapoints in the…