Monte Carlo automatic integration with dynamic parallelism in CUDA

DOI10.1007/978-3-319-06548-9_13zbMATH Open1317.65024OpenAlexW1021519151MaRDI QIDQ5261409FDOQ5261409

Authors: John A. Kapenga, Rida Assaf, Elise De Doncker-Kapenga 

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_13

Recommendations

• Numerical integration on GPUs for higher order finite elements
• Accelerating numerical solution of stochastic differential equations with CUDA
• Concurrent Cuba
• CAMPARY: CUDA multiple precision arithmetic library and applications
• scientific article; zbMATH DE number 1728368

zbMATH Keywords

numerical integrationCUDAquasi-Monte Carlo methodautomatic error controlroundoff error

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical algorithms for specific classes of architectures (65Y10)

Cited In (5)

• Concurrent Cuba
• Numerical integration on GPUs for higher order finite elements
• Accelerating numerical solution of stochastic differential equations with CUDA
• VegasFlow: accelerating Monte Carlo simulation across multiple hardware platforms
• CAMPARY: CUDA multiple precision arithmetic library and applications

Uses Software

• SPRNG
• CUDA
• MersenneTwister
• dieharder
• Diehard
• MVNPACK
• Random123

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