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To fully evaluate a turbulent flow, Direct Numerical Simulation (DNS) is the most accurate method by far and requires considerable computational power and time; not optimum for industry standards. Developing an alternative model, providing…
Modern graphics processing units (GPUs) provide impressive computing resources, which can be accessed conveniently through the CUDA programming interface. We describe how GPUs can be used to considerably speed up molecular dynamics (MD)…
Due to its accuracy and generality, Monte Carlo radiative transfer (MCRT) has emerged as the prevalent method for Ly$\alpha$ radiative transfer in arbitrary geometries. The standard MCRT encounters a significant efficiency barrier in the…
An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…
A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…
We present distributed algorithms for training dynamic Graph Neural Networks (GNN) on large scale graphs spanning multi-node, multi-GPU systems. To the best of our knowledge, this is the first scaling study on dynamic GNN. We devise…
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…
Monte Carlo / Dynamic Code (MC/DC) is a portable Monte Carlo neutron transport package for rapid numerical methods exploration in heterogeneous and HPC contexts, developed under the auspices of the Center for Exascale Monte Carlo Neutron…
Inverse rendering seeks to estimate scene characteristics from a set of data images. The dominant approach is based on differential rendering using Monte-Carlo. Algorithms as such usually rely on a forward model and use an iterative…
This study presents the first Direct Numerical Simulation (DNS) of hydrogen combustion in a real-size internal combustion engine, investigating the complex dynamics of ignition, flame propagation, and flame-wall interaction under…
In this article, a complete radiative transfer approach for estimating incident photon flux density by actinometry is presented that opens the door to investigation of large-scale intensified photoreactors. The approach is based on an…
We present a novel way of performing kinetic Monte Carlo simulations which does not require an {\it a priori} list of diffusion processes and their associated energetics and reaction rates. Rather, at any time during the simulation,…
We present a nonlocal Monte Carlo algorithm with particle swaps that greatly accelerates thermalization of soft sphere binary mixtures in the glassy region. Our first results show that thermalization of systems of hundreds of particles is…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…
We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…
Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computationally expensive when it comes to running simulations in…
We use the Direct Simulation Monte Carlo (DSMC) method combined with an n-body code to study the dynamics of the interaction between a gas-rich spiral galaxy and intracluster or intragroup medium, often known as the ram pressure scenario.…
The current paper reports on the implementation of a numerical solver on the Graphic Processing Units (GPU) to model reactive gas mixture with detailed chemical kinetics. The solver incorporates high-order finite volume methods for solving…
We describe a hybrid Direct Simulation Monte Carlo (DSMC) code for simultaneously solving the collisional Boltzmann equation for gas and the collisionless Boltzmann equation for stars and dark matter for problems important to galaxy…