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We discuss the advantages of parallelization by multithreading on graphics processing units (GPUs) for parallel tempering Monte Carlo computer simulations of an exemplified bead-spring model for homopolymers. Since the sampling of a large…
We present a new numerical scheme to solve the transfer of diffuse radiation on three-dimensional mesh grids which is efficient on processors with highly parallel architecture such as recently popular GPUs and CPUs with multi- and many-core…
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…
In this paper, three efficient ensemble algorithms are proposed for fast-solving the random fluid-fluid interaction model. Such a model can be simplified as coupling two heat equations with random diffusion coefficients and a friction…
Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…
Tensor network algorithms can efficiently simulate complex quantum many-body systems by utilizing knowledge of their structure and entanglement. These methodologies have been adapted recently for solving the Navier-Stokes equations, which…
By means of the Direct Simulation Monte Carlo method, the Boltzmann equation is numerically solved for a gas of hard spheres enclosed between two parallel plates kept at different temperatures and subject to the action of a gravity field…
The design of advanced nuclear reactors (Gen IV) involves an array of challenging fluid-flow issues that affect safety and performance. Currently, these problems are addressed in an ad-hoc manner at varying scales which are time-consuming…
We describe how quantum Monte Carlo calculations using the CASINO software can be accelerated using graphics processing units (GPUs) and OpenACC. In particular we consider offloading Ewald summation, the evaluation of long-range two-body…
Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…
Monte Carlo simulations of the transport of protons in human tissue have been deployed on graphics processing units (GPUs) with impressive results. To provide a more complete treatment of non-elastic nuclear interactions in these…
It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…
When calculating the infrared spectral energy distributions (SEDs) of galaxies in radiation-transfer models, the calculation of dust grain temperatures is generally the most time-consuming part of the calculation. Because of its highly…
In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…
Implementation of basic local Monte-Carlo algorithms on ATI Graphics Processing Units (GPU) is investigated. The Ising model and pure SU(2) gluodynamics simulations are realized with the Compute Abstraction Layer (CAL) of ATI Stream…
Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…
We explore the application of Monte Carlo transport methods to solving coupled radiation-hydrodynamics problems. We use a time-dependent, frequency-dependent, 3-dimensional radiation transport code, that is special relativistic and includes…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…
Thermal dust emission carries information on physical conditions and dust properties in many astronomical sources. Because observations represent a sum of emission along the line of sight, their interpretation often requires radiative…