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High Performance Monte Carlo and Time-Stepping Dynamics for the Classical Spin Heisenberg Model on GPUs

K.A. Hawick, D.P. Playne

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Tags: Algorithms, CUDA, Heisenberg model, Monte Carlo simulation, nVidia, Physics, Rendering, Stochastic simulation

May 19, 2012 by hgpu

A Monte Carlo Neutron Transport Code for Eigenvalue Calculations on a Dual-GPU System and CUDA Environment

Tianyu Liu, Aiping Ding, Wei Ji, X. George Xu, Christopher D. Carothers, Forrest B. Brown

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Tags: Algorithms, CUDA, Monte Carlo simulation, Nuclear physics, nVidia, Physics, Tesla M2090

May 15, 2012 by hgpu

Using high performance computing and Monte Carlo simulation for pricing american options

Verche Cvetanoska, Toni Stojanovski

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Tags: Computational finance, Computer science, CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GT 540 M

May 3, 2012 by hgpu

Random number generators for massively parallel simulations on GPU

Markus Manssen, Martin Weigel, Alexander K. Hartmann

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Tags: Algorithms, Computational Physics, CUDA, High Energy Physics - Lattice, Molecular dynamics, Monte Carlo simulation, nVidia, nVidia GeForce GTX 480, Physics, Pseudo-random number generators, Review, Statistical Mechanics

May 1, 2012 by hgpu

An On-Demand Fast Parallel Pseudo Random Number Generator with Applications

Dip Sankar Banerjee, Aman Kumar Bahl, Kishore Kothapalli

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Tags: Algorithms, Computer science, CUDA, List ranking, Monte Carlo simulation, nVidia, Pseudo-random number generators, Tesla C1060

April 21, 2012 by hgpu

Monte Carlo Modeling of Electron Transport Using CUDA Technology

Mikhail E. Zhukovskiy, Gerd-Ruediger Jaenisch, Andreas Deresch, Roman V. Uskov

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Tags: Algorithms, CUDA, Monte Carlo simulation, nVidia, Physics

April 17, 2012 by hgpu

Advancing Large Scale Many-Body QMC Simulations on GPU Accelerated Multicore Systems

Andres Tomas, Chia-Chen Chang, Richard Scalettar, Zhaojun Bai

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Tags: Computer science, CUDA, Linear Algebra, Monte Carlo simulation, nVidia, QMC, Tesla C2050

February 15, 2012 by hgpu

Stochastic Differential Equations simulation using GPU

Narayana Darapaneni, Prakalp Somawanshi, Meghana Joshi

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Tags: Algorithms, Computer science, CUDA, Differential equations, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 275, Pseudo-random number generators, Stochastic simulation

February 7, 2012 by hgpu

GPU-based Swendsen-Wang multi-cluster algorithm for the simulation of two-dimensional classical spin systems

Yukihiro Komura, Yutaka Okabe

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Tags: Algorithms, Computational Physics, CUDA, Ising model, Monte Carlo simulation, nVidia, nVidia GeForce GTX 285, nVidia GeForce GTX 580, Physics, Spin Systems, Statistical Mechanics

February 6, 2012 by hgpu

Accelerating the Simulations of the Ising Model by the GPU under the CUDA Environment

Xing Lu, Jing Cai, Peidong Cui, Wei Zhang

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Tags: Algorithms, CUDA, Ising model, Monte Carlo simulation, nVidia, Physics, Tesla C1060

January 22, 2012 by hgpu

Markov Chain Monte Carlo on the GPU

Michael D. Dumont

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Tags: Algorithms, Computer science, Monte Carlo simulation, nVidia, nVidia GeForce GT 330 M, OpenCL, Thesis

January 21, 2012 by hgpu

Acceleration and Optimisation of a Monte Carlo Code for Light Propagation in Sprays and Other Scattering Media

Joakim Jonsson

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Tags: CUDA, Monte Carlo simulation, nVidia, nVidia GeForce GTX 460, Optics, Optimization, Physics, Thesis

January 13, 2012 by hgpu

Over-synchronization in GPU Programs

profile_util: simple C++ library to report memory, timing, thread affinity

Profile Util library: A quick and easy way to get MPI, OpenMP and GPU runtime information

MaC: Mamba CPU performance predictor

MambaCPU: Enhanced Correlation Mining with State Space Models for CPU Performance Prediction

Mixed-precision finite element kernels

Mixed-precision finite element kernels and assembly: Rounding error analysis and hardware acceleration

SHMT: The Simultaneous and Heterogenous Multithreading project

General-Purpose Computing on Tensor Processors

Superpipeline: A Universal Approach for Reducing GPU Memory Usage in Large Models

EnergyUCB-Bandit

Online Energy Optimization in GPUs: A Multi-Armed Bandit Approach

See all packages

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high performance computing on graphics processing units: hgpu.org

High Performance Monte Carlo and Time-Stepping Dynamics for the Classical Spin Heisenberg Model on GPUs

A Monte Carlo Neutron Transport Code for Eigenvalue Calculations on a Dual-GPU System and CUDA Environment

Using high performance computing and Monte Carlo simulation for pricing american options

Random number generators for massively parallel simulations on GPU

Monte Carlo Modeling of Electron Transport Using CUDA Technology

Advancing Large Scale Many-Body QMC Simulations on GPU Accelerated Multicore Systems

Stochastic Differential Equations simulation using GPU

GPU-based Swendsen-Wang multi-cluster algorithm for the simulation of two-dimensional classical spin systems

Accelerating the Simulations of the Ising Model by the GPU under the CUDA Environment

Markov Chain Monte Carlo on the GPU

Acceleration and Optimisation of a Monte Carlo Code for Light Propagation in Sprays and Other Scattering Media

Recent source codes

Kokkidio: Kokkos+Eigen - write fast, readable multi-platform code

LLaMA-Inference-Bench

MATAR

Over-synchronization in GPU Programs

profile_util: simple C++ library to report memory, timing, thread affinity

MaC: Mamba CPU performance predictor

Mixed-precision finite element kernels

SHMT: The Simultaneous and Heterogenous Multithreading project

Superpipeline: A Universal Approach for Reducing GPU Memory Usage in Large Models

EnergyUCB-Bandit

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