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We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

Numerical Analysis · Mathematics 2016-11-30 Petr Plecháč , Erik von Schwerin

In recent years the computing landscape has seen an in- creasing shift towards specialized accelerators. Field pro- grammable gate arrays (FPGAs) are particularly promising as they offer significant performance and energy improvements…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-24 Raghu Prabhakar , David Koeplinger , Kevin Brown , HyoukJoong Lee , Christopher De Sa , Christos Kozyrakis , Kunle Olukotun

Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…

Computation · Statistics 2026-02-06 Sarah Polson , Vadim Sokolov

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 a high-performance budgeted multi-level Monte Carlo method for estimates on the entire spatial domain of multi-PDE problems with random input data. The method is designed to operate optimally within memory and CPU-time…

Numerical Analysis · Mathematics 2025-06-10 Niklas Baumgarten , Robert Kutri , Robert Scheichl

Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Xiu Yang , Giovanni Marucci , Paolo Maffezzoni , Ibrahim , M. Elfadel , George Em Karniadakis , Luca Daniel

We present a new approach to fault tolerance for High Performance Computing system. Our approach is based on a careful adaptation of the Algorithmic Based Fault Tolerance technique (Huang and Abraham, 1984) to the need of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-06-20 George Bosilca , Remi Delmas , Jack Dongarra , Julien Langou

The use of deep learning has grown at an exponential rate, giving rise to numerous specialized hardware and software systems for deep learning. Because the design space of deep learning software stacks and hardware accelerators is diverse…

Machine Learning · Computer Science 2020-10-06 Zhan Shi , Chirag Sakhuja , Milad Hashemi , Kevin Swersky , Calvin Lin

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

Homomorphic encryption (HE) enables computation on encrypted data, and hence it has a great potential in privacy-preserving outsourcing of computations to the cloud. Hardware acceleration of HE is crucial as software implementations are…

Cryptography and Security · Computer Science 2022-10-13 Ahmet Can Mert , Aikata , Sunmin Kwon , Youngsam Shin , Donghoon Yoo , Yongwoo Lee , Sujoy Sinha Roy

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

Statistical Mechanics · Physics 2009-06-10 Stephan Mertens

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

The performance of the Hybrid Monte Carlo algorithm is determined by the speed of sparse matrix-vector multiplication within the context of preconditioned conjugate gradient iteration. We study these operations as implemented for the…

Statistical Mechanics · Physics 2016-08-14 Kyle A. Wendt , Joaquín E. Drut , Timo A. Lähde

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Monte Carlo is a simple and flexible tool that is widely used in computational finance. In this context, it is common for the quantity of interest to be the expected value of a random variable defined via a stochastic differential equation.…

Numerical Analysis · Mathematics 2015-05-06 Desmond J. Higham

We introduce a method for non-uniform random number generation based on sampling a physical process in a controlled environment. We demonstrate one proof-of-concept implementation of the method that reduces the error of Monte Carlo…

Other Computer Science · Computer Science 2020-04-24 James Timothy Meech , Phillip Stanley-Marbell

State-of-the-art deep learning systems such as TensorFlow and PyTorch tightly couple the model with the underlying hardware. This coupling requires the user to modify application logic in order to run the same job across a different set of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-13 Andrew Or , Haoyu Zhang , Michael J. Freedman

Significance: Monte Carlo (MC) methods are the gold-standard for modeling light-tissue interactions due to their accuracy. Mesh-based MC (MMC) offers enhanced precision for complex tissue structures using tetrahedral mesh models. Despite…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-01 Shijie Yan , Douglas Dwyer , David R. Kaeli , Qianqian Fang

Hardware accelerators, such as those based on GPUs and FPGAs, offer an excellent opportunity to efficiently parallelize functionalities. Recently, modern embedded platforms started being equipped with such accelerators, resulting in a…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-05-16 Daniel Casini , Paolo Pazzaglia , Alessandro Biondi , Marco Di Natale

We investigate the utility of augmenting a microprocessor with a single execution pipeline by adding a second copy of the execution pipeline in parallel with the existing one. The resulting dual-hardware-threaded microprocessor has two…

Hardware Architecture · Computer Science 2023-05-30 Madhav P. Desai