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The matrix element (ME) calculation in any Monte Carlo physics event generator is an ideal fit for implementing data parallelism with lockstep processing on GPUs and vector CPUs. For complex physics processes where the ME calculation is the…

We present MadFlow, a first general multi-purpose framework for Monte Carlo (MC) event simulation of particle physics processes designed to take full advantage of hardware accelerators, in particular, graphics processing units (GPUs). The…

Computational Physics · Physics 2021-08-18 Stefano Carrazza , Juan Cruz-Martinez , Marco Rossi , Marco Zaro

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

We introduce a new high-performance design for parallelism within the Quantum Monte Carlo code QMCPACK. We demonstrate that the new design is better able to exploit the hierarchical parallelism of heterogeneous architectures compared to the…

Computational Physics · Physics 2023-04-19 Ye Luo , Peter Doak , Paul Kent

An increasing number of applications are exploiting sampling-based algorithms for planning, optimization, and inference. The Markov Chain Monte Carlo (MCMC) algorithms form the computational backbone of this emerging branch of machine…

Machine Learning · Computer Science 2025-07-18 Shirui Zhao , Jun Yin , Lingyun Yao , Martin Andraud , Wannes Meert , Marian Verhelst

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

Graphics processing units (GPU) had evolved from a specialized hardware capable to render high quality graphics in games to a commodity hardware for effective processing blocks of data in a parallel schema. This evolution is particularly…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-26 Luis Cabellos

In this proceedings we present MadFlow, a new framework for the automation of Monte Carlo (MC) simulation on graphics processing units (GPU) for particle physics processes. In order to automate MC simulation for a generic number of…

Computational Physics · Physics 2021-09-08 Stefano Carrazza , Juan Cruz-Martinez , Marco Rossi , Marco Zaro

The future of high-performance computing is aligning itself towards the efficient use of highly parallel computing environments. One application where the use of massive parallelism comes instinctively is Monte Carlo simulations, where a…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-01-11 S. Hissoiny , P. Després , B. Ozell

We present a scheme for the parallelization of quantum Monte Carlo on graphical processing units, focusing on bosonic systems and variational Monte Carlo. We use asynchronous execution schemes with shared memory persistence, and obtain an…

Computational Physics · Physics 2014-12-10 Y. Lutsyshyn

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

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…

Future computing systems, from handhelds to supercomputers, will undoubtedly be more parallel and heterogeneous than todays systems to provide more performance and energy efficiency. Thus, GPUs are increasingly being used to accelerate…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-18 Saeed Taheri , Apan Qasem , Martin Burtscher

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

Much of the current focus in high-performance computing is on multi-threading, multi-computing, and graphics processing unit (GPU) computing. However, vectorization and non-parallel optimization techniques, which can often be employed…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-18 Neil G. Dickson , Kamran Karimi , Firas Hamze

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

Madgraph5_aMC@NLO is one of the most-frequently used Monte-Carlo event generators at the LHC, and an important consumer of compute resources. The software has been reengineered to maintain the overall look and feel of the user interface…

In this proceedings we demonstrate how to implement and construct the PineAPPL grids, designed for fast-interpolation of Monte Carlo simulation with electroweak and QCD corrections, using the VegasFlow framework for Monte Carlo simulation…

High Energy Physics - Phenomenology · Physics 2020-09-25 Stefano Carrazza , Juan M. Cruz-Martinez , Christopher Schwan

A leading-order, leading-color parton-level event generator is developed for use on a multi-threaded GPU. Speed-up factors between 150 and 300 are obtained compared to an unoptimized CPU-based implementation of the event generator. In this…

High Energy Physics - Phenomenology · Physics 2011-07-14 Walter Giele , Gerben Stavenga , Jan-Christopher Winter

We present a novel variant of the multi-level Monte Carlo method that effectively utilizes a reserved computational budget on a high-performance computing system to minimize the mean squared error. Our approach combines concepts of the…

Numerical Analysis · Mathematics 2023-07-21 Niklas Baumgarten , Sebastian Krumscheid , Christian Wieners
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