Pseudorandom numbers generation for Monte Carlo simulations on GPUs: OpenCL approach

DOI10.1007/978-3-319-06548-9_12MaRDI QIDQ5261407zbMATH OpenOpenAlexFDO

Authors Vadim Demchik

Publication date 3 July 2015

Published in Numerical Computations with GPUs (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-06548-9_12

zbMATH Keywords

performanceMonte Carlo simulationpseudorandom numbers generation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical algorithms for specific classes of architectures (65Y10)

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Cited in

(6)

• Novel approaches in generating random numbers using graphics processing unit
• Memory efficient lagged-Fibonacci random number generators for GPU supercomputing
• Pseudo-random number generation for Brownian dynamics and dissipative particle dynamics simulations on GPU devices
• GPUs and chaos: a new true random number generator
• An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units
• Pseudo-random number generators for Monte Carlo simulations on ATI graphics processing units

Describes a project that uses

Uses Software

• ShoveRand
• PRAND
• GASPRNG
• PRNGCL
• cuRAND
• Diehard
• TestU01
• dieharder
• trng
• OpenCL
• MersenneTwister
• CUDA
• NAG

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