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Monte Carlo integration on GPU

J. Kanzaki
KEK, Tsukuba 305-0801, Japan
arXiv:1010.2107v1 [physics.comp-ph] (11 Oct 2010)

@article{kanzaki2010monte,

   title={Monte Carlo integration on GPU},

   author={Kanzaki, J.},

   journal={Arxiv preprint arXiv:1010.2107},

   year={2010}

}

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We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized on GPU. By using $W^+$ plus multi-gluon production processes at LHC, we test integrated cross sections and execution time for programs in FORTRAN and C on CPU and those on GPU. Integrated results agree with each other within statistical errors. Execution time of programs on GPU run about 50 times faster than those in C, and more than 60 times faster than the original FORTRAN programs.
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