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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

The Cuba library provides new implementations of four general-purpose multidimensional integration algorithms: Vegas, Suave, Divonne, and Cuhre. Suave is a new algorithm, Divonne is a known algorithm to which important details have been…

High Energy Physics - Phenomenology · Physics 2009-11-10 T. Hahn

We consider several issues related to the multidimensional integration using a network of heterogeneous computers. Based on these considerations, we develop a new general purpose scheme which can significantly reduce the time needed for…

Computational Physics · Physics 2009-10-30 S. Veseli

We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized on GPU. By using $W^{+}$ plus multi-gluon production processes at…

Computational Physics · Physics 2011-03-03 J. Kanzaki

We present VegasFlow, a new software for fast evaluation of high dimensional integrals based on Monte Carlo integration techniques designed for platforms with hardware accelerators. The growing complexity of calculations and simulations in…

Computational Physics · Physics 2020-06-24 Stefano Carrazza , Juan M. Cruz-Martinez

We describe a new algorithm, VEGAS+, for adaptive multidimensional Monte Carlo integration. The new algorithm adds a second adaptive strategy, adaptive stratified sampling, to the adaptive importance sampling that is the basis for its…

Computational Physics · Physics 2021-05-13 G. Peter Lepage

Writing high performance solvers for engineering applications is a delicate task. These codes are often developed on an application to application basis, highly optimized to solve a certain problem. Here, we present our work on developing a…

Computational Engineering, Finance, and Science · Computer Science 2018-08-14 Niclas Jansson , Rahul Bale , Keiji Onishi , Makoto Tsubokura

We have developed a Python package ZMCintegral for multi-dimensional Monte Carlo integration on multiple Graphics Processing Units(GPUs). The package employs a stratified sampling and heuristic tree search algorithm. We have built three…

Computational Physics · Physics 2022-09-19 Hong-Zhong Wu , Jun-Jie Zhang , Long-Gang Pang , Qun Wang

We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-24 Ioannis Sakiotis , Kamesh Arumugam , Marc Paterno , Desh Ranjan , Balša Terzić , Mohammad Zubair

The recent trend of using Graphics Processing Units (GPU's) for high performance computations is driven by the high ratio of price performance for these units, complemented by their cost effectiveness. At first glance, computational fluid…

Computational Engineering, Finance, and Science · Computer Science 2018-02-13 Kiril S. Shterev

A modern graphics processing unit (GPU) is able to perform massively parallel scientific computations at low cost. We extend our implementation of the checkerboard algorithm for the two dimensional Ising model [T. Preis et al., J. Comp.…

Computational Physics · Physics 2010-07-22 Benjamin Block , Peter Virnau , Tobias Preis

Efficient and accurate 3D reconstruction is crucial for various applications, including augmented and virtual reality, medical imaging, and cinematic special effects. While traditional Multi-View Stereo (MVS) systems have been fundamental…

Computer Vision and Pattern Recognition · Computer Science 2024-07-19 Umair Haroon , Ahmad AlMughrabi , Ricardo Marques , Petia Radeva

With the advent of high-performance computing techniques, the data for analysis has grown significantly. Here, graphic processing unit (GPU) based program kernels are discussed to exploit parallelism in the analysis codes specific to…

Computational Physics · Physics 2018-11-07 Gourav Shrivastav , Manish Agarwal

Matrix decompositions are ubiquitous in machine learning, including applications in dimensionality reduction, data compression and deep learning algorithms. Typical solutions for matrix decompositions have polynomial complexity which…

Machine Learning · Computer Science 2024-03-13 Łukasz Struski , Paweł Morkisz , Przemysław Spurek , Samuel Rodriguez Bernabeu , Tomasz Trzciński

The variational quantum Monte Carlo (VQMC) method received significant attention in the recent past because of its ability to overcome the curse of dimensionality inherent in many-body quantum systems. Close parallels exist between VQMC and…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-01 Tianchen Zhao , Saibal De , Brian Chen , James Stokes , Shravan Veerapaneni

Eulerian nonlinear uncertainty propagation methods often suffer from finite domain limitations and computational inefficiencies. A recent approach to this class of algorithm, Grid-based Bayesian Estimation Exploiting Sparsity, addresses the…

Chaotic Dynamics · Physics 2025-08-20 Benjamin L. Hanson , Carlos Rubio , Adrián García-Gutiérrez , Thomas Bewley

The exponential growth of data-intensive machine learning workloads has exposed significant limitations in conventional GPU-accelerated systems, especially when processing datasets exceeding GPU DRAM capacity. We propose MQMS, an augmented…

Hardware Architecture · Computer Science 2024-12-10 Ayush Gundawar , Euijun Chung , Hyesoon Kim

We present a framework to interactively volume-render three-dimensional data cubes using distributed ray-casting and volume bricking over a cluster of workstations powered by one or more graphics processing units (GPUs) and a multi-core…

Instrumentation and Methods for Astrophysics · Physics 2015-06-05 A. H. Hassan , C. J. Fluke , D. G. Barnes

Implicit methods and GPU parallelization are two distinct yet powerful strategies for accelerating high-order CFD algorithms. However, few studies have successfully integrated both approaches within high-speed flow solvers. The core…

Numerical Analysis · Mathematics 2025-09-09 Hongyu Liu , Xing Ji , Yuan Fu , Kun Xu

We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel…

Computation · Statistics 2015-05-05 Anthony Lee , Christopher Yau , Michael B. Giles , Arnaud Doucet , Christopher C. Holmes
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