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We present a highly scalable Monte Carlo (MC) three-dimensional photon transport simulation platform designed for heterogeneous computing systems. Through the development of a massively parallel MC algorithm using the Open Computing…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-06 Leiming Yu , Fanny Nina-Paravecino , David Kaeli , Qianqian Fang

Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…

Computation · Statistics 2015-06-12 Lawrence M. Murray , Anthony Lee , Pierre E. Jacob

In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…

Numerical Analysis · Mathematics 2024-08-01 E. Gobet , J. G. López-Salas , P. Turkedjiev , C. Vázquez

We ported to the GPU with CUDA the Astrometric Verification Unit-Global Sphere Reconstruction (AVU-GSR) Parallel Solver developed for the ESA Gaia mission, by optimizing a previous OpenACC porting of this application. The code aims to find,…

Instrumentation and Methods for Astrophysics · Physics 2023-08-03 Valentina Cesare , Ugo Becciani , Alberto Vecchiato , Mario Gilberto Lattanzi , Fabio Pitari , Marco Aldinucci , Beatrice Bucciarelli

This paper is devoted to computational algorithms designed to describe the classical Ising magnet in some specific cases when an additional macroscopic restriction in form of constant charge density exists in the system. We developed and…

Computational Physics · Physics 2023-01-30 K. S. Budrin , V. A. Ulitko , A. A. Chikov , Yu. D. Panov , A. S. Moskvin

Numerical modeling of galactic cosmic rays (GCRs) penetration through the heliosphere to the vicinity of the Sun is considered. Galactic cosmic rays are charged particles with energies exceeding 10 MeV/nucl., originating from far beyond the…

High Energy Astrophysical Phenomena · Physics 2025-09-04 D. A. Shestakov , V. V. Izmodenov

We present a computational algorithm for computing short range forces between particles. The algorithm has two distinguishing features. First, it is optimized for multi-processor computers, and will use as many processors as are available.…

Astrophysics · Physics 2008-02-03 Robert C. Ferrell , Edmund Bertschinger

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

The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of partial differential equations such as finite element, finite…

Numerical Analysis · Mathematics 2021-08-31 Abal-Kassim Cheik Ahamed , Frédéric Magoulès

Numerical solution of reaction-diffusion equations in three dimensions is one of the most challenging applied mathematical problems. Since these simulations are very time consuming, any ideas and strategies aiming at the reduction of CPU…

Computational Physics · Physics 2011-08-17 Ferenc Molnar , Ferenc Izsak , Robert Meszaros , Istvan Lagzi

Graphics Processing Units (GPUs) are now powerful and flexible systems adapted and used for other purposes than graphics calculations (General Purpose computation on GPU -- GPGPU). We present here a prototype to be integrated into…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-06-13 Sylvain Collange , Marc Daumas , David Defour

We present the multi-GPU realization of the StePS (Stereographically Projected Cosmological Simulations) algorithm with MPI-OpenMP-CUDA hybrid parallelization and nearly ideal scale-out to multiple compute nodes. Our new zoom-in…

Cosmology and Nongalactic Astrophysics · Physics 2019-03-22 Gábor Rácz , István Szapudi , László Dobos , István Csabai , Alexander S. Szalay

The increasing complexity and scale of cosmological N-body simulations, driven by astronomical surveys like Euclid, call for a paradigm shift towards more sustainable and energy-efficient high-performance computing (HPC). The rising energy…

We develop a parallel rejection algorithm to tackle the problem of low acceptance in Monte Carlo methods, and apply it to the simulation of the hopping conduction in Coulomb glasses using Graphics Processing Units, for which we also…

Disordered Systems and Neural Networks · Physics 2014-08-19 Ezequiel E. Ferrero , Alejandro B. Kolton , Matteo Palassini

In this paper, we describe the implementation and performance of GreeM, a massively parallel TreePM code for large-scale cosmological N-body simulations. GreeM uses a recursive multi-section algorithm for domain decomposition. The size of…

Instrumentation and Methods for Astrophysics · Physics 2015-05-14 Tomoaki Ishiyama , Toshiyuki Fukushige , Junichiro Makino

We compare two techniques for simulation of Ultra High Energy Cosmic Rays (UHECR) propagation, the Monte Carlo approach and method based on solving transport equations in one dimension. For the former we adopt publicly available tool…

High Energy Astrophysical Phenomena · Physics 2014-06-04 O. E. Kalashev , E. Kido

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 have developed a cosmic ray (CR) shock code in one dimensional spherical geometry with which the particle distribution, the gas flow and their nonlinear interaction can be followed numerically in a frame comoving with an expanding shock.…

Astrophysics · Physics 2009-11-11 Hyesung Kang , T. W. Jones

Developing and redesigning astrophysical, cosmological, and space plasma numerical codes for existing and next-generation accelerators is critical for enabling large-scale simulations. To address these challenges, the SPACE Center of…

We present a new very fast tree-code which runs on massively parallel Graphical Processing Units (GPU) with NVIDIA CUDA architecture. The tree-construction and calculation of multipole moments is carried out on the host CPU, while the force…

Instrumentation and Methods for Astrophysics · Physics 2010-10-15 Evghenii Gaburov , Jeroen Bédorf , Simon Portegies Zwart