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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…
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…
Although the performance of commodity computers has improved drastically with the introduction of multicore processors and GPU computing, the standard R distribution is still based on single-threaded model of computation, using only a small…
Efficient methods for generating samples of wave packet trajectories are needed to build machine learning models for quantum dynamics. However, simulating such data by direct integration of the time-dependent Schrodinger equation can be…
We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized on GPU. By using $W^{+}$ plus multi-gluon production processes at…
Monte Carlo simulation is the most accurate method for absorbed dose calculations in radiotherapy. Its efficiency still requires improvement for routine clinical applications, especially for online adaptive radiotherapy. In this paper, we…
In this proceedings we present MadFlow, a new framework for the automation of Monte Carlo (MC) simulation on graphics processing units (GPU) for particle physics processes. In order to automate MC simulation for a generic number of…
Classical multivariate statistical methods such as covariance estimation and principal component analysis are well understood mathematically, yet their application at extreme data scales remains challenging. When the number of observations…
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…
This paper presents two conceptually simple methods for parallelizing a Parallel Tempering Monte Carlo simulation in a distributed volunteer computing context, where computers belonging to the general public are used. The first method uses…
We present a novel Adaptive Distribution Generator that leverages a quantum walks-based approach to generate high precision and efficiency of target probability distributions. Our method integrates variational quantum circuits with…
Parallel computing can offer an enormous advantage regarding the performance for very large applications in almost any field: scientific computing, computer vision, databases, data mining, and economics. GPUs are high performance many-core…
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…
Graphics Processing Unit, or GPUs, have been successfully adopted both for graphic computation in 3D applications, and for general purpose application (GP-GPUs), thank to their tremendous performance-per-watt. Recently, there is a big…
We show that efficient simulations of the Kardar-Parisi-Zhang interface growth in 2 + 1 dimensions and of the 3-dimensional Kinetic Monte Carlo of thermally activated diffusion can be realized both on GPUs and modern CPUs. In this article…
Monte Carlo (MC) simulation is commonly considered to be the most accurate dose calculation method in radiotherapy. However, its efficiency still requires improvement for many routine clinical applications. In this paper, we present our…
The Graphics Processing Unit (GPU) is a powerful tool for parallel computing. In the past years the performance and capabilities of GPUs have increased, and the Compute Unified Device Architecture (CUDA) - a parallel computing architecture…
Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX…
Magnetohydrodynamic (MHD) simulations based on the ideal MHD equations have become a powerful tool for modeling phenomena in a wide range of applications including laboratory, astrophysical, and space plasmas. In general, high-resolution…
Spectral clustering is one of the most popular graph clustering algorithms, which achieves the best performance for many scientific and engineering applications. However, existing implementations in commonly used software platforms such as…