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McXtrace is an established Monte Carlo based ray-tracing tool to simulate synchrotron beamlines and X-ray laboratory instruments. This work explains and demonstrates the new capability of GPU-accelerated McXtrace ray-tracing simulations.…

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

Monte Carlo (MC) simulation is commonly considered to be the most accurate dose calculation method in radiotherapy. However, its efficiency still requires improvement for many routine clinical applications. In this paper, we present our…

Medical Physics · Physics 2015-05-28 Xun Jia , Xuejun Gu , Yan Jiang Graves , Michael Folkerts , Steve B. Jiang

Purpose: Very fast Monte Carlo (MC) simulations of proton transport have been implemented recently on GPUs. However, these usually use simplified models for non-elastic (NE) proton-nucleus interactions. Our primary goal is to build a…

Medical Physics · Physics 2015-06-11 H. Wan Chan Tseung , J. Ma , C. Beltran

Simulation-guided design represents a fundamental contribution towards the development of modern semiconductor devices aiming to reach high-performance particle detection, identification and tracking, and constitutes a strategic element of…

Instrumentation and Detectors · Physics 2025-05-12 Marco Mandurrino

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

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 (MC) neutron transport provides detailed estimates of radiological quantities within fission reactors. This involves tracking individual neutrons through a computational geometry. CPU-based MC codes use multiple polymorphic…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-01 Elliott Biondo , Thomas Evans , Seth Johnson , Steven Hamilton

We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel…

Computation · Statistics 2015-05-05 Anthony Lee , Christopher Yau , Michael B. Giles , Arnaud Doucet , Christopher C. Holmes

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

GPU computing has become popular in computational finance and many financial institutions are moving their CPU based applications to the GPU platform. Since most Monte Carlo algorithms are embarrassingly parallel, they benefit greatly from…

Computational Finance · Quantitative Finance 2014-08-26 Linlin Xu , Giray Ökten

Ray tracing is a technique for generating an image by tracing the path of light through pixels in an image plane and simulating the effects of high-quality global illumination at a heavy computational cost. Because of the high computation…

Graphics · Computer Science 2015-04-14 Yutong Qin , Jianbiao Lin , Xiang Huang

An increasing number of applications are exploiting sampling-based algorithms for planning, optimization, and inference. The Markov Chain Monte Carlo (MCMC) algorithms form the computational backbone of this emerging branch of machine…

Machine Learning · Computer Science 2025-07-18 Shirui Zhao , Jun Yin , Lingyun Yao , Martin Andraud , Wannes Meert , Marian Verhelst

This paper presents a set of simple and intuitive robot collision detection algorithms that show substantial scaling improvements for high geometric complexity and large numbers of collision queries by leveraging hardware-accelerated ray…

Robotics · Computer Science 2025-09-11 Sizhe Sui , Luis Sentis , Andrew Bylard

The computational cost of traditional first-principles method quickly becomes prohibitively expensive as the number of atoms increases. This challenge is further amplified by the need to evaluate finite-temperature properties with Monte…

Materials Science · Physics 2025-08-13 Xianglin Liu , Kai Yang , Yongxiang Liu , Fanli Zhou , Dengdong Fan , Zongrui Pei , Pengxiang Xu , Yonghong Tian

Recent developments in parallel Markov chain Monte Carlo (MCMC) algorithms allow us to run thousands of chains almost as quickly as a single chain, using hardware accelerators such as GPUs. While each chain still needs to forget its initial…

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential…

Machine Learning · Statistics 2014-03-31 Elaine Angelino , Eddie Kohler , Amos Waterland , Margo Seltzer , Ryan P. Adams

Monte Carlo (MC) method has been recognized the most accurate dose calculation method for radiotherapy. However, its extremely long computation time impedes clinical applications. Recently, a lot of efforts have been made to realize fast MC…

Medical Physics · Physics 2017-02-08 Zhen Tian , Feng Shi , Michael Folkerts , Nan Qin , Steve B. Jiang , Xun Jia

A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…

Accelerator Physics · Physics 2023-10-25 Víctor Moya , Jaime Rosado , Fernando Arqueros

We implemented a fast Reciprocal Monte Carlo algorithm, to accurately solve radiative heat transfer in turbulent flows of non-grey participating media that can be coupled to fully resolved turbulent flows, namely to Direct Numerical…

Computational Engineering, Finance, and Science · Computer Science 2019-05-21 Simone Silvestri , Rene Pecnik
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