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While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…

Computational Engineering, Finance, and Science · Computer Science 2026-01-06 Robert Hahn , Sebastian Schöps

In this article we introduce a novel coupled algorithm for massively parallel direct numerical simulations of electrophoresis in microfluidic flows. This multiphysics algorithm employs an Eulerian description of fluid and ions, combined…

Computational Engineering, Finance, and Science · Computer Science 2018-05-29 Dominik Bartuschat , Ulrich Rüde

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…

Computational Physics · Physics 2015-05-28 Jonathan Groß , Wolfhard Janke , Michael Bachmann

A new and efficient algorithm is presented for the calculation of the partition function in the $S=\pm 1$ Ising model. As an example, we use the algorithm to obtain the thermal dependence of the magnetic spin susceptibility of an Ising…

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

We present an algorithmic framework for a variant of the quantum Monte Carlo operator-loop algorithm, where non-local cluster updates are constructed in a way that makes each individual loop smaller. The algorithm is designed to increase…

Statistical Mechanics · Physics 2016-09-08 Ying-Jer Kao , Roger G. Melko

We discuss the computational bottlenecks in molecular dynamics (MD) and describe the challenges in parallelizing the computation intensive tasks. We present a hybrid algorithm using MPI (Message Passing Interface) with OpenMP threads for…

Computational Physics · Physics 2015-07-28 Anirban Pal , Abhishek Agarwala , Soumyendu Raha , Baidurya Bhattacharya

Micro-macro models provide a powerful tool to study the relationship between microscale mechanisms and emergent macroscopic behavior. However, the detailed microscopic modeling may require tracking and evolving a high-dimensional…

Computational Physics · Physics 2019-08-13 Steven Cook , Tamar Shinar

In this paper, we develop and test a fast numerical algorithm, called MDI-LR, for efficient implementation of quasi-Monte Carlo lattice rules for computing $d$-dimensional integrals of a given function. It is based on the idea of converting…

Numerical Analysis · Mathematics 2024-04-16 Huicong Zhong , Xiaobing Feng

We evaluate optimized parallel sparse matrix-vector operations for two representative application areas on widespread multicore-based cluster configurations. First the single-socket baseline performance is analyzed and modeled with respect…

Performance · Computer Science 2012-03-01 Gerald Schubert , Georg Hager , Holger Fehske , Gerhard Wellein

We introduce an exact algorithm for the computation of spin correlation functions for the two dimensional +/-J Ising spin glass in the ground state. Unlike with the transfer matrix method, there is no particular restriction on the shape of…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. Poulter , J. A. Blackman

A detailed description is provided of a new Worm Algorithm, enabling the accurate computation of thermodynamic properties of quantum many-body systems in continuous space, at finite temperature. The algorithm is formulated within the…

Computational Physics · Physics 2009-11-11 M. Boninsegni , N. V. Prokof'ev , B. V. Svistunov

A comparison between single-cluster and single-spin algorithms is made for the Ising model in 2 and 3 dimensions. We compare the amount of computer time needed to achieve a given level of statistical accuracy, rather than the speed in terms…

Condensed Matter · Physics 2015-06-25 N. Ito , G. A. Kohring

We implemented a GPU based parallel code to perform Monte Carlo simulations of the two dimensional q-state Potts model. The algorithm is based on a checkerboard update scheme and assigns independent random numbers generators to each thread.…

Statistical Mechanics · Physics 2012-03-12 Ezequiel E. Ferrero , Juan Pablo De Francesco , Nicolás Wolovick , Sergio A. Cannas

Quantum circuit simulations play a critical role in bridging the gap between theoretical quantum algorithms and their practical realization on physical quantum hardware, yet they face computational challenges due to the exponential growth…

Quantum Physics · Physics 2025-08-20 Ji-Hoon Kang , Hoon Ryu

Purpose: This work advances a Monte Carlo (MC) method to combine ionizing radiation physics with optical physics, in a manner which was implicitly designed for deployment with the most widely accessible parallelization and portability…

Medical Physics · Physics 2020-05-05 Ethan P. M. LaRochelle , Pedro Arce , Brian W. Pogue

We report single-cluster Monte Carlo simulations of the Ising model on three-dimensional Poissonian random lattices with up to 128,000 approx. 503 sites which are linked together according to the Voronoi/Delaunay prescription. For each…

Disordered Systems and Neural Networks · Physics 2009-11-07 W. Janke , R. Villanova

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…

Computational Physics · Physics 2021-08-25 Johann Ostmeyer , Evan Berkowitz , Thomas Luu , Marcus Petschlies , Ferenc Pittler

Monte Carlo (MC) simulations are essential computational approaches with widespread use throughout all areas of science. We present a method for accelerating lattice MC simulations using fully connected and convolutional artificial neural…

Strongly Correlated Electrons · Physics 2019-07-31 Shaozhi Li , Philip M. Dee , Ehsan Khatami , Steven Johnston

We present a method to parallelize the stochastic cutoff (SCO) method, which is a Monte-Carlo method for long-range interacting systems. After interactions are eliminated by the SCO method, we subdivide the lattice into non-interacting…

Statistical Mechanics · Physics 2015-06-29 Eishin Endo , Yuta Toga , Munetaka Sasaki
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