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This paper describes a state-of-the-art parallel Lattice QCD Monte Carlo code for staggered fermions, purposely designed to be portable across different computer architectures, including GPUs and commodity CPUs. Portability is achieved…

We present efficient algorithms to build data structures and the lists needed for fast multipole methods. The algorithms are capable of being efficiently implemented on both serial, data parallel GPU and on distributed architectures. With…

Mathematical Software · Computer Science 2013-01-10 Qi Hu , Nail A. Gumerov , Ramani Duraiswami

The using of GPU for Monte Carlo particle transport is lacking of fair comparisons. This work performs simulations on both CPU and GPU in the same package under the same manufacturing process of low power mobile devices. The experiment with…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-15 Changyuan Liu

Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on…

Computational Physics · Physics 2009-10-30 Richard Kreckel

Population annealing is a promising recent approach for Monte Carlo simulations in statistical physics, in particular for the simulation of systems with complex free-energy landscapes. It is a hybrid method, combining importance sampling…

Computational Physics · Physics 2017-09-14 Lev Yu. Barash , Martin Weigel , Michal Borovský , Wolfhard Janke , Lev N. Shchur

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

We present an FPGA-based study of matrix-element acceleration for Monte Carlo event generation, using MadGraph5_aMC@NLO as a benchmark framework. Two complementary scenarios are considered. First, we implement the full matrix-element…

Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free- energy…

Computational Physics · Physics 2018-02-06 Jonathan Gross , Johannes Zierenberg , Martin Weigel , Wolfhard Janke

Event generators simulate particle interactions using Monte Carlo techniques, providing the primary connection between experiment and theory in experimental high energy physics. These software packages, which are the first step in the…

Vine copulas are sophisticated models for multivariate distributions and are increasingly used in machine learning. To facilitate their integration into modern ML pipelines, we introduce the vine computational graph, a DAG that abstracts…

Machine Learning · Computer Science 2025-06-17 Tuoyuan Cheng , Thibault Vatter , Thomas Nagler , Kan Chen

A multigrid scheme is proposed for the pressure equation of the incompressible unsteady fluid flow equations, allowing efficient implementation on clusters of modern CPUs, many integrated core devices (MICs), and graphics processing units…

Numerical Analysis · Mathematics 2014-08-19 György Tegze , Gyula I. Tóth

We implemented a fast Reciprocal Monte Carlo algorithm, to accurately solve radiative heat transfer in turbulent flows of non-grey participating media that can be coupled to fully resolved turbulent flows, namely to Direct Numerical…

Computational Engineering, Finance, and Science · Computer Science 2019-05-21 Simone Silvestri , Rene Pecnik

We present a method for direct hybrid Monte Carlo simulation of graphene on the hexagonal lattice. We compare the results of the simulation with exact results for a unit hexagonal cell system, where the Hamiltonian can be solved…

High Energy Physics - Lattice · Physics 2011-01-27 R. C. Brower , C. Rebbi , D. Schaich

Multiphase compressible flows are often characterized by a broad range of space and time scales. Thus entailing large grids and small time steps, simulations of these flows on CPU-based clusters can thus take several wall-clock days.…

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…

Computational Physics · Physics 2012-09-13 Tal Levy , Guy Cohen , Eran Rabani

We present a multithreaded event-chain Monte Carlo algorithm (ECMC) for hard spheres. Threads synchronize at infrequent breakpoints and otherwise scan for local horizon violations. Using a mapping onto absorbing Markov chains, we rigorously…

Computational Physics · Physics 2022-08-31 Botao Li , Synge Todo , A. C. Maggs , Werner Krauth

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-31 Kamran Karimi , Neil G. Dickson , Firas Hamze

This paper introduces cuVegas, a CUDA-based implementation of the Vegas Enhanced Algorithm (VEGAS+), optimized for multi-dimensional integration in GPU environments. The VEGAS+ algorithm is an advanced form of Monte Carlo integration,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-20 Emiliano Tolotti , Anas Jnini , Flavio Vella , Roberto Passerone

It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…

Computation · Statistics 2024-06-17 Leo L. Duan , Anirban Bhattacharya

Multiscale simulations utilizing high-fidelity, microscopic Monte Carlo models to provide the nonlinear response for continuum models can easily become computationally intractable. Surrogate models for the high-fidelity Monte Carlo models…

Computational Physics · Physics 2026-02-12 Tobias Hülser , Sebastian Matera