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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 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

In this proceedings we demonstrate some advantages of a top-bottom approach in the development of hardware-accelerated code. We start with an autogenerated hardware-agnostic Monte Carlo generator, which is parallelized in the event axis.…

Computational Physics · Physics 2022-11-28 Stefano Carrazza , Juan M. Cruz-Martinez , Gabriele Palazzo

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

This paper presents a parallel Monte Carlo simulation based performance quantification method for nonlinear model predictive control (NMPC) in closed-loop. The method provides distributions for the controller performance in stochastic…

Systems and Control · Electrical Eng. & Systems 2023-06-22 Morten Wahlgreen Kaysfeld , Mario Zanon , John Bagterp Jørgensen

Nowadays, we are to find out solutions to huge computing problems very rapidly. It brings the idea of parallel computing in which several machines or processors work cooperatively for computational tasks. In the past decades, there are a…

Programming Languages · Computer Science 2014-02-07 Brijender Kahanwal

Quantum Monte Carlo (QMC) techniques are widely used in a variety of scientific problems and much work has been dedicated to developing optimized algorithms that can accelerate QMC on standard processors (CPU). With the advent of various…

Quantum Physics · Physics 2023-04-28 Shuvro Chowdhury , Kerem Y. Camsari , Supriyo Datta

The assumption of maximum parallelism support for the successful realization of scalable quantum computers has led to homogeneous, ``sea-of-qubits'' architectures. The resulting architectures overcome the primary challenges of reliability…

Today, cheap numerical hardware offers huge amounts of parallel computing power, much of which is used for the task of fitting neural networks to data. Adoption of this hardware to accelerate statistical Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2024-11-08 Pavel Sountsov , Colin Carroll , Matthew D. Hoffman

Quantum computers have a potential for solving quantum chemistry problems with higher accuracy than classical computers. Quantum computing quantum Monte Carlo (QC-QMC) is a QMC with a trial state prepared in quantum circuit, which is…

Quantum Physics · Physics 2024-06-07 Shu Kanno , Hajime Nakamura , Takao Kobayashi , Shigeki Gocho , Miho Hatanaka , Naoki Yamamoto , Qi Gao

The latest trends in high-performance computing systems show an increasing demand on the use of a large scale multicore systems in a efficient way, so that high compute-intensive applications can be executed reasonably well. However, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-02-25 Juliana M. N. Silva , Cristina Boeres , Lúcia M. A. Drummond , Artur A. Pessoa

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro

High performance computing (HPC) is a very attractive and relatively new area of research, which gives promising results in many applications. In this paper HPC is used for pricing of American options. Although the American options are very…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-05-02 Verche Cvetanoska , Toni Stojanovski

Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…

Computational Physics · Physics 2017-09-14 Martin Weigel

Quantum computing enables parallelism through superposition and entanglement and offers advantages over classical computing architectures. However, due to the limitations of current quantum hardware in the noisy intermediate-scale quantum…

Quantum Physics · Physics 2025-09-09 Guolong Zhong , Yi Fan , Zhenyu Li

We demonstrate that substantial progress can be achieved in the study of the phase structure of 4-dimensional compact QED by a joint use of hybrid Monte Carlo and multicanonical algorithms, through an efficient parallel implementation. This…

High Energy Physics - Lattice · Physics 2015-06-25 G. Arnold , Th. Lippert , K. Schilling

Quantum computing and quantum Monte Carlo (QMC) are respectively the state-of-the-art quantum and classical computing methods for understanding many-body quantum systems. Here, we propose a hybrid quantum-classical algorithm that integrates…

Quantum Physics · Physics 2025-11-17 Yukun Zhang , Yifei Huang , Jinzhao Sun , Dingshun Lv , Xiao Yuan

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

Machine Learning · Statistics 2020-10-15 Adam D. Cobb , Brian Jalaian

Finding a software engineering approach that allows for portability, rapid development, and open collaboration for high-performance computing on GPUs and CPUs is a challenge. We implement a portability scheme using the Numba compiler for…

Computational Physics · Physics 2025-05-30 Joanna Piper Morgan , Ilham Variansyah , Braxton Cuneo , Todd S. Palmer , Kyle E. Niemeyer