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Particle-in-Cell (PIC) Monte Carlo (MC) simulations are central to plasma physics but face increasing challenges on heterogeneous HPC systems due to excessive data movement, synchronization overheads, and inefficient utilization of multiple…

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

Monte Carlo techniques play a central role in statistical mechanics approaches for connecting macroscopic thermodynamic and kinetic properties to the electronic structure of a material. This paper describes the implementation of Monte Carlo…

Materials Science · Physics 2023-09-22 Brian Puchala , John C. Thomas , Anton Van der Ven

Quantum computing (QC) has the potential to revolutionise the future of scientific simulations. To harness the capabilities that QC offers, we can integrate it into hybrid quantum-classical simulations, which can boost the capabilities of…

Plasma Physics · Physics 2026-01-08 Lucas I. Iñigo Gamiz , Óscar Amaro , Efstratios Koukoutsis , Marija Vranić

GPU accelerators have had a notable impact on high-performance computing across many disciplines. They provide high performance with low cost/power, and therefore have become a primary compute resource on many of the largest supercomputers.…

Computational Physics · Physics 2019-10-02 R. M. Caplan , J. A. Linker , Z. Mikić , C. Downs , T. Török , V. S. Titov

Computational biology has increasingly turned to agent-based modeling to explore complex biological systems. Biological diffusion (diffusion, decay, secretion, and uptake) is a key driver of biological tissues. GPU computing can vastly…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-27 Matt Stack , Paul Macklin , Robert Searles , Sunita Chandrasekaran

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

We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…

Optimization and Control · Mathematics 2025-10-31 Akif Çördük , Piotr Sielski , Alice Boucher , Kumar Aatish

Graphics Processing Units (GPUs) can speed up the numerical solution of various problems in astrophysics including the dynamical evolution of stellar systems; the performance gain can be more than a factor 100 compared to using a Central…

Instrumentation and Methods for Astrophysics · Physics 2015-01-28 Mario Spera

Quantum circuit simulators have a long tradition of exploiting massive hardware parallelism. Most of the times, parallelism has been supported by special purpose libraries tailored specifically for the quantum circuits. Quantum circuit…

Quantum Physics · Physics 2021-06-29 Oumarou Oumarou , Alexandru Paler , Robert Basmadjian

It is known that quantum computers yield a speed-up for certain discrete problems. Here we want to know whether quantum computers are useful for continuous problems. We study the computation of the integral of functions from the classical…

Quantum Physics · Physics 2013-04-16 Erich Novak

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the…

Computational Physics · Physics 2011-05-31 M. Januszewski , M. Kostur

We report a novel application of graphics processing units (GPUs) for the purpose of accelerating the search pipelines for gravitational waves from coalescing binaries of compact objects. A speed-up of 16 fold has been achieved compared…

General Relativity and Quantum Cosmology · Physics 2010-05-25 Shin Kee Chung , Linqing Wen , David Blair , Kipp Cannon , Amitava Datta

Classical multivariate statistical methods such as covariance estimation and principal component analysis are well understood mathematically, yet their application at extreme data scales remains challenging. When the number of observations…

Computation · Statistics 2026-05-20 Mike Crowhurst

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

In this paper we describe and demonstrate a C++ code written to determine the trajectory of particles traversing oriented single crystals and a CUDA code written to evaluate the radiation spectra from charged particles with arbitrary…

Computational Physics · Physics 2019-10-24 Christian Flohr Nielsen

Astronomers have come to rely on the increasing performance of computers to reduce, analyze, simulate and visualize their data. In this environment, faster computation can mean more science outcomes or the opening up of new parameter spaces…

Instrumentation and Methods for Astrophysics · Physics 2010-01-14 Benjamin R. Barsdell , David G. Barnes , Christopher J. Fluke

This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then…

Quantum Physics · Physics 2025-09-24 Jose Blanchet , Mark S. Squillante , Mario Szegedy , Guanyang Wang

We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known…

Quantum Physics · Physics 2007-05-23 Daniel S. Abrams , Colin P. Williams