Monte Carlo Automatic Integration with Dynamic Parallelism in CUDA

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

Rida Assaf, John A. Kapenga, 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

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)

Uses Software

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

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