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An existing hybrid MPI-OpenMP scheme is augmented with a CUDA-based fine grain parallelization approach for multidimensional distributed Fourier transforms, in a well-characterized pseudospectral fluid turbulence code. Basics of the hybrid…

Computational Physics · Physics 2018-08-07 Duane Rosenberg , Pablo D. Mininni , Raghu Reddy , Annick Pouquet

Monte Carlo simulations of the Ising model play an important role in the field of computational statistical physics, and they have revealed many properties of the model over the past few decades. However, the effect of frustration due to…

Disordered Systems and Neural Networks · Physics 2017-01-04 Ye Fang , Sheng Feng , Ka-Ming Tam , Zhifeng Yun , Juana Moreno , J. Ramanujam , Mark Jarrell

Adaptive finite elements combined with geometric multigrid solvers are one of the most efficient numerical methods for problems such as the instationary Navier-Stokes equations. Yet despite their efficiency, computations remain expensive…

Numerical Analysis · Mathematics 2025-12-23 Manuel Liebchen , Robert Jendersie , Utku Kaya , Christian Lessig , Thomas Richter

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

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

We present parallel version of Rosenbluth Self-Avoiding Walk generation method implemented on Graphics Processing Units (GPUs) using CUDA libraries. The method scales almost linearly with the number of CUDA cores and the method efficiency…

Computational Physics · Physics 2017-04-17 Yachong Guo , Vladimir A. Baulin

The edge computing paradigm has emerged to handle cloud computing issues such as scalability, security and low response time among others. This new computing trend heavily relies on ubiquitous embedded systems on the edge. Performance and…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-28 Mohammad Hosseinabady , Mohd Amiruddin Bin Zainol , Jose Nunez-Yanez

Parallel computing using accelerators has gained widespread research attention in the past few years. In particular, using GPUs for general purpose computing has brought forth several success stories with respect to time taken, cost, power,…

Thermalization of heavy quarks in the quark-gluon plasma (QGP) is one of the most promising phenomena for understanding the strong interaction. The energy loss and momentum broadening at low momentum can be well described by a stochastic…

High Energy Physics - Phenomenology · Physics 2024-05-01 Xiaojian Du , Wenyang Qian

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

Numerical Analysis · Mathematics 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

Multigrid solvers are the standard in modern scientific computing simulations. Domain Decomposition Aggregation-Based Algebraic Multigrid, also known as the DD-$\alpha$AMG solver, is a successful realization of an algebraic multigrid solver…

High Energy Physics - Lattice · Physics 2025-08-21 Gustavo Ramirez-Hidalgo , Lianhua He , Ke-Long Zhang

Graphical Processing Units (GPUs) are more and more frequently used for lattice QCD calculations. Lattice studies often require computing the quark propagators for several masses. These systems can be solved using multi-shift inverters but…

High Energy Physics - Lattice · Physics 2015-05-27 A. Alexandru , C. Pelissier , B. Gamari , F. Lee

We present LBcuda, a GPU accelerated version of LBsoft, our open-source MPI-based software for the simulation of multi-component colloidal flows. We describe the design principles, the optimization and the resulting performance as compared…

In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…

Computation · Statistics 2014-02-18 Andrew L. Beam , Sujit K. Ghosh , Jon Doyle

We accelerate many-flavor lattice QCD simulations using multiple GPUs. Multiple pseudo-fermion fields are introduced additively and independently for each flavor in the many-flavor HMC algorithm. Using the independence of each…

High Energy Physics - Lattice · Physics 2011-01-27 M. Hayakawa , K. -I. Ishikawa , Y. Osaki , S. Takeda , S. Uno , N. Yamada

The compute efficiency of Monte-Carlo event generators for the Large Hadron Collider is expected to become a major bottleneck for simulations in the high-luminosity phase. Aiming at the development of a full-fledged generator for modern…

High Energy Physics - Phenomenology · Physics 2022-01-11 Enrico Bothmann , Walter Giele , Stefan Hoeche , Joshua Isaacson , Max Knobbe

Hybrid computational architectures based on the joint power of Central Processing Units and Graphic Processing Units (GPUs) are becoming popular and powerful hardware tools for a wide range of simulations in biology, chemistry, engineering,…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 Roberto Capuzzo-Dolcetta , Mario Spera

This paper presents two conceptually simple methods for parallelizing a Parallel Tempering Monte Carlo simulation in a distributed volunteer computing context, where computers belonging to the general public are used. The first method uses…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-31 Kamran Karimi , Neil G. Dickson , Firas Hamze

High Performance Computing (HPC) on hybrid clusters represents a significant opportunity for Computational Fluid Dynamics (CFD), especially when modern accelerators are utilized effectively. However, despite the widespread adoption of GPUs,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-30 Simone Bnà , Giuseppe Giaquinto , Ettore Fadiga , Tommaso Zanelli , Francesco Bottau

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer