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American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods

Lokman Abbas-Turki, Bernard Lapeyre

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Tags: CUDA, Finance, Monte Carlo simulation, nVidia, nVidia GeForce GTX 480, Pricing of Securities, Probability

April 29, 2011 by hgpu

Finite temperature lattice QCD with GPUs

Nuno Cardoso, Marco Cardoso, Pedro Bicudo

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Tags: CUDA, High Energy Physics - Lattice, Monte Carlo simulation, nVidia, nVidia GeForce GTX 295, nVidia GeForce GTX 480, OpenMP, Physics, QCD

April 29, 2011 by hgpu

GPU simulations for risk assessment in CO2 geologic sequestration

Yan Zhang, Panagiotis Vouzis, Nikolaos V. Sahinidis

Tags: Algorithms, Earth and Space Sciences, Monte Carlo simulation

April 25, 2011 by hgpu

Accelerating spatial clustering detection of epidemic disease with graphics processing unit

Sisi Zhao, Chenghu Zhou

Tags: CUDA, Earth and Space Sciences, Medicine, Monte Carlo simulation, nVidia

April 14, 2011 by hgpu

Multi-mass solvers for lattice QCD on GPUs

A. Alexandru, C. Pelissier, B. Gamari, F. Lee

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Tags: CUDA, High Energy Physics - Lattice, Monte Carlo simulation, nVidia, nVidia GeForce GTX 480, Physics, QCD

March 29, 2011 by hgpu

Data Assimilation using a GPU Accelerated Path Integral Monte Carlo Approach

John C. Quinn, Henry D. I. Abarbanel

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Tags: Computational Physics, CUDA, Monte Carlo simulation, nVidia, nVidia GeForce GTX 460, Physics, Probability, Statistics

March 28, 2011 by hgpu

Scalable and Parallel Implementation of a Financial Application on a GPU: With Focus on Out-of-Core Case

Myungho Lee, Jin-hong Jeon, Joonsuk Kim, Joonhyun Song

Tags: Finance, Monte Carlo simulation

March 27, 2011 by hgpu

Application-guided tool development for architecturally diverse computation

Roger D. Chamberlain, Jeremy Buhler, Mark A. Franklin, James H. Buckley

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Tags: Algorithms, Astrophysics, Biology, Computer science, CUDA, Finance, FPGA, Heterogeneous systems, Monte Carlo simulation, nVidia, nVidia GeForce GTX 260, Search, Security

March 7, 2011 by hgpu

Accelerating Statistical Static Timing Analysis Using Graphics Processing Units

Kanupriya Gulati, Sunil P. Khatri

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Tags: Computer science, CUDA, Monte Carlo simulation, nVidia, nVidia GeForce 8800 GTX

March 2, 2011 by hgpu

SU(2) Lattice Gauge Theory Simulations on Fermi GPUs

Nuno Cardoso, Pedro Bicudo

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Source codes

Tags: Computational Physics, CUDA, High Energy Physics - Lattice, Monte Carlo simulation, nVidia, nVidia GeForce GTX 295, nVidia GeForce GTX 480, Package, Physics

February 25, 2011 by hgpu

Architectural Comparisons for a Quantum Monte Carlo Application

Akila Gothandaraman, Rick Weber, Gregory D. Peterson, Robert J. Hinde, Robert J. Harrison

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Tags: AMD FireStream 9170, ATI, Brook, Computer science, CUDA, FPGA, Monte Carlo simulation, nVidia, QMC, Tesla C1060

February 23, 2011 by hgpu

Accelerating the Stochastic Simulation Algorithm

David Jenkins, Gregory D. Peterson

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Tags: Biology, CUDA, Monte Carlo simulation, MPI, nVidia, Stochastic simulation, Tesla C870

February 21, 2011 by hgpu

gpu_tracker: Context manager and CLI that tracks the computational-resource-usage of a code block or shell command, particularly the GPU usage

gpu_tracker: Python package for tracking and profiling GPU utilization in both desktop and high-performance computing environments

LOOPer: a polyhedral compiler for expressing fast and portable data parallel algorithms

LOOPer: A Learned Automatic Code Optimizer For Polyhedral Compilers

OpenMC Monte Carlo Code

Performance Portable Monte Carlo Particle Transport on Intel, NVIDIA, and AMD GPUs

Polygeist: C/C++ frontend for MLIR

Retargeting and Respecializing GPU Workloads for Performance Portability

Parallel Gaussian process with kernel approximation in CUDA

Optical flow algorithms for SYCL

SYCL in the edge: performance and energy evaluation for heterogeneous acceleration

OpenMP5-Offload-OpenMC-Intel-PVC

Distributed OpenMP Offloading of OpenMC on Intel GPU MAX Accelerators

See all packages

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high performance computing on graphics processing units: hgpu.org

American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods

Finite temperature lattice QCD with GPUs

GPU simulations for risk assessment in CO2 geologic sequestration

Accelerating spatial clustering detection of epidemic disease with graphics processing unit

Multi-mass solvers for lattice QCD on GPUs

Data Assimilation using a GPU Accelerated Path Integral Monte Carlo Approach

Scalable and Parallel Implementation of a Financial Application on a GPU: With Focus on Out-of-Core Case

Application-guided tool development for architecturally diverse computation

Accelerating Statistical Static Timing Analysis Using Graphics Processing Units

SU(2) Lattice Gauge Theory Simulations on Fermi GPUs

Architectural Comparisons for a Quantum Monte Carlo Application

Accelerating the Stochastic Simulation Algorithm

Recent source codes

QArray

Celerity: High-level C++ for Accelerator Clusters

CIFAR-10 Airbench: 94% on CIFAR-10 in 3.29 second

gpu_tracker: Context manager and CLI that tracks the computational-resource-usage of a code block or shell command, particularly the GPU usage

LOOPer: a polyhedral compiler for expressing fast and portable data parallel algorithms

OpenMC Monte Carlo Code

Polygeist: C/C++ frontend for MLIR

Parallel Gaussian process with kernel approximation in CUDA

Optical flow algorithms for SYCL

OpenMP5-Offload-OpenMC-Intel-PVC

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