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In this work we demonstrate the usage of the VegasFlow library on multidevice situations: multi-GPU in one single node and multi-node in a cluster. VegasFlow is a new software for fast evaluation of highly parallelizable integrals based on…

Computational Physics · Physics 2021-02-23 Juan M. Cruz-Martinez , Stefano Carrazza

As quantum computers continue to improve and support larger, more complex computations, smart control hardware and compilers are needed to efficiently leverage the capabilities of these systems. This paper introduces a novel approach to…

Quantum Physics · Physics 2025-11-19 Folkert de Ronde , Alexander Knapen , Stephan Wong , Sebastian Feld

C is the lingua franca of programming and almost any device can be programmed using C. However, programming mod-ern heterogeneous architectures such as multi-core CPUs and GPUs requires explicitly expressing parallelism as well as…

We describe how quantum Monte Carlo calculations using the CASINO software can be accelerated using graphics processing units (GPUs) and OpenACC. In particular we consider offloading Ewald summation, the evaluation of long-range two-body…

Computational Physics · Physics 2025-12-24 B. Thorpe , M. J. Smith , P. J. Hasnip , N. D. Drummond

We present the outline of a research project aimed at designing and constructing a hybrid computing system that can be easily scaled up to petaflops speeds. As a first step, we envision building a prototype which will consist of three main…

GPU computing has become popular in computational finance and many financial institutions are moving their CPU based applications to the GPU platform. Since most Monte Carlo algorithms are embarrassingly parallel, they benefit greatly from…

Computational Finance · Quantitative Finance 2014-08-26 Linlin Xu , Giray Ökten

As the quality of experimental measurements increases, so does the need for Monte Carlo-generated simulated events - both with respect to the total amount and to their precision. In perturbative methods, this involves the evaluation of…

High Energy Physics - Phenomenology · Physics 2025-03-11 Zenny Wettersten , Olivier Mattelaer , Stefan Roiser , Andrea Valassi , Marco Zaro

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…

We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…

Optimization and Control · Mathematics 2024-04-30 Govind M. Chari , Abhinav G. Kamath , Purnanand Elango , Behçet Açıkmeşe

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

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

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

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

State-of-the-art optimization is steadily shifting towards massively parallel pipelines with extremely large batch sizes. As a consequence, CPU-bound preprocessing and disk/memory/network operations have emerged as new performance…

Machine Learning · Computer Science 2020-10-27 Naman Agarwal , Rohan Anil , Tomer Koren , Kunal Talwar , Cyril Zhang

Reduction operations are extensively employed in many computational problems. A reduction consists of, given a finite set of numeric elements, combining into a single value all elements in that set, using for this a combiner function. A…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-23 Walid Jradi , Hugo do Nascimento , Wellington Martins

It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…

chao-dyn · Physics 2007-05-23 Ken Umeno

In this paper we examine the key elements determining the best performance of computing by increasing the frequency of a single chip and to get the minimum latency during execution of the programs to achieve best possible output. It is not…

Performance · Computer Science 2014-06-03 Kamran Latif

Multi-mode resource and precedence-constrained project scheduling is a well-known challenging real-world optimisation problem. An important variant of the problem requires scheduling of activities for multiple projects considering…

Data Structures and Algorithms · Computer Science 2016-09-09 Shahriar Asta , Daniel Karapetyan , Ahmed Kheiri , Ender Özcan , Andrew J. Parkes

We consider Monte Carlo simulations of classical spin models of statistical mechanics using the massively parallel architecture provided by graphics processing units (GPUs). We discuss simulations of models with discrete and continuous…

Computational Physics · Physics 2012-07-20 Martin Weigel , Taras Yavors'kii

Processor manufacturers build increasingly specialized processors to mitigate the effects of the power wall to deliver improved performance. Currently, database engines are manually optimized for each processor: A costly and error prone…

Databases · Computer Science 2017-09-05 Sebastian Breß , Bastian Köcher , Henning Funke , Tilmann Rabl , Volker Markl