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We review recent advances in the capabilities of the open source ab initio Quantum Monte Carlo (QMC) package QMCPACK and the workflow tool Nexus used for greater efficiency and reproducibility. The auxiliary field QMC (AFQMC) implementation…

We accelerated an {\it ab-initio} QMC electronic structure calculation by using GPGPU. The bottleneck of the calculation for extended solid systems is replaced by CUDA-GPGPU subroutine kernels which build up spline basis set expansions of…

Computational Physics · Physics 2012-08-20 Yutaka Uejima , Ryo Maezono

We provide a preliminary study on utilizing GPU (Graphics Processing Unit) to accelerate computation for three simulation optimization tasks with either first-order or second-order algorithms. Compared to the implementation using only CPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-19 Jinghai He , Haoyu Liu , Yuhang Wu , Zeyu Zheng , Tingyu Zhu

We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…

Quantum Physics · Physics 2017-04-19 Nelson Leung , Mohamed Abdelhafez , Jens Koch , David I. Schuster

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

In this work we present an efficient implementation of Canonical Monte Carlo simulation for Coulomb many body systems on graphics processing units (GPU). Our method takes advantage of the GPU Single Instruction, Multiple Data (SIMD)…

Computational Physics · Physics 2017-03-13 Yihao Liang , Xiangjun Xing , Yaohang Li

Quantum computers are expected to have substantial impact on the finance industry, as they will be able to solve certain problems considerably faster than the best known classical algorithms. In this article we describe such potential…

Computational Finance · Quantitative Finance 2020-11-13 Adam Bouland , Wim van Dam , Hamed Joorati , Iordanis Kerenidis , Anupam Prakash

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

We discuss the advantages of parallelization by multithreading on graphics processing units (GPUs) for parallel tempering Monte Carlo computer simulations of an exemplified bead-spring model for homopolymers. Since the sampling of a large…

Computational Physics · Physics 2015-05-28 Jonathan Groß , Wolfhard Janke , Michael Bachmann

We created an efficient algorithm suitable for graphics processing units (GPUs) to perform Monte Carlo simulations of a subset of reaction-diffusion models. The algorithm uses techniques that are specific to GPU programming, and combines…

Computational Physics · Physics 2013-03-06 R. D. Schram

Effective Hamiltonian calculations for large quantum systems can be both analytically intractable and numerically expensive using standard techniques. In this manuscript, we present numerical techniques inspired by Nonperturbative…

We describe the use of Graphics Processing Units (GPUs) for speeding up the code NBODY6 which is widely used for direct $N$-body simulations. Over the years, the $N^2$ nature of the direct force calculation has proved a barrier for…

Instrumentation and Methods for Astrophysics · Physics 2015-06-05 Keigo Nitadori , Sverre J. Aarseth

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

The use of computers in statistical physics is common because the sheer number of equations that describe the behavior of an entire system particle by particle often makes it impossible to solve them exactly. Monte Carlo methods form a…

Physics Education · Physics 2017-04-27 Matjaz Perc

We present an implementation of phaseless Auxiliary-Field Quantum Monte Carlo (ph-AFQMC) utilizing graphical processing units (GPUs). The AFQMC method is recast in terms of matrix operations which are spread across thousands of processing…

Computational Physics · Physics 2018-09-07 James Shee , Evan J. Arthur , Shiwei Zhang , David R. Reichman , Richard A. Friesner

Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computationally expensive when it comes to running simulations in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-29 Francois Belletti , Davis King , Kun Yang , Roland Nelet , Yusef Shafi , Yi-Fan Chen , John Anderson

A new implementation of many-body calculations is of paramount importance in the field of computational physics. In this study, we leverage the capabilities of Field Programmable Gate Arrays (FPGAs) for conducting quantum many-body…

Strongly Correlated Electrons · Physics 2025-04-17 Songtai Lv , Yang Liang , Yuchen Meng , Xiaochen Yao , Jincheng Xu , Yang Liu , Qibin Zheng , Haiyuan Zou

We present near-term quantum algorithms for auxiliary-field quantum Monte Carlo (AFQMC), viewed as imaginary-time projection for ground-state calculation as an ensemble of one-body propagators driven by stochastic fields $\Omega$. Starting…

Quantum Physics · Physics 2026-03-31 Xiantao Li

Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting state-of-the-art high-performance computing platforms. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-08-19 A. K. Bahl , O. Baltzer , A. Rau-Chaplin , B. Varghese , A. Whiteway

As fusion energy devices advance, plasma simulations are crucial for reactor design. Our work extends BIT1 hybrid parallelization by integrating MPI with OpenMP and OpenACC, focusing on asynchronous multi-GPU programming. Results show…