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In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

The majority of contemporary mobile devices and personal computers are based on heterogeneous computing platforms that consist of a number of CPU cores and one or more Graphics Processing Units (GPUs). Despite the high volume of these…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-20 Jani Boutellier , Jiahao Wu , Heikki Huttunen , Shuvra S. Bhattacharyya

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

We consider Monte Carlo simulations of classical spin models of statistical mechanics using the massively parallel architecture provided by graphics processing units (GPUs). We discuss simulations of models with discrete and continuous…

Computational Physics · Physics 2012-07-20 Martin Weigel , Taras Yavors'kii

An increasing number of applications are exploiting sampling-based algorithms for planning, optimization, and inference. The Markov Chain Monte Carlo (MCMC) algorithms form the computational backbone of this emerging branch of machine…

Machine Learning · Computer Science 2025-07-18 Shirui Zhao , Jun Yin , Lingyun Yao , Martin Andraud , Wannes Meert , Marian Verhelst

The rapidly increasing demands for computational throughput, bandwidth, and memory capacity fueled by breakthroughs in machine learning pose substantial challenges for conventional electronic computing platforms. For digital scaling to keep…

The electrical and electronic engineering has used parallel programming to solve its large scale complex problems for performance reasons. However, as parallel programming requires a non-trivial distribution of tasks and data, developers…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-07-05 Antonio Wendell De Oliveira Rodrigues , Frédéric Guyomarc'H , Jean-Luc Dekeyser , Yvonnick Le Menach

Heterogeneous systems are becoming more common on High Performance Computing (HPC) systems. Even using tools like CUDA and OpenCL it is a non-trivial task to obtain optimal performance on the GPU. Approaches to simplifying this task include…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-01-11 Marek Blazewicz , Steven R. Brandt , Peter Diener , David M. Koppelman , Krzysztof Kurowski , Frank Löffler , Erik Schnetter , Jian Tao

Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…

Quantum Physics · Physics 2024-10-28 Noé Olivier , Michel Nowak

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

During the past years several variance reduction techniques for Monte Carlo electron transport have been developed in order to reduce the electron computation time transport for absorbed dose distribution. We have implemented the Macro…

Medical Physics · Physics 2009-11-13 L. A. Perles , A. de Almeida

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

When considering different hardware platforms, not just the time-to-solution can be of importance but also the energy necessary to reach it. This is not only the case with battery powered and mobile devices but also with high-performance…

Performance · Computer Science 2020-06-30 Philip Heinisch , Katharina Ostaszewski , Hendrik Ranocha

Massively parallel architectures offer the potential to significantly accelerate an application relative to their serial counterparts. However, not all applications exhibit an adequate level of data and/or task parallelism to exploit such…

Computational Physics · Physics 2018-08-08 Salvatore Cardamone , Jonathan R. Kimmitt , Hugh G. A. Burton , Alex J. W. Thom

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

Computation · Statistics 2016-08-22 Qingsha Chen , Ju Ming

Optical networks with parallel processing capabilities are significant in advancing high-speed data computing and large-scale data processing by providing ultra-width computational bandwidth. In this paper, we present a photonic integrated…

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.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

We discuss the current development of MC/DC (Monte Carlo Dynamic Code). MC/DC is primarily designed to serve as an exploratory Python-based MC transport code. However, it seeks to offer improved performance, massive scalability, and backend…

Computational Physics · Physics 2023-05-15 Ilham Variansyah , J. P. Morgan , Jordan Northrop , Kyle E. Niemeyer , Ryan G. McClarren

Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of…

Biological Physics · Physics 2015-05-28 Elijah Flenner , Lorant Janosi , Bogdan Barz , Adrian Neagu , Gabor Forgacs , Ioan Kosztin