Monte Carlo Simulation of Dynamic Systems on GPU’s

DOI10.1007/978-3-319-06548-9_15zbMATH Open1317.65019OpenAlexW2182250133MaRDI QIDQ5261411FDOQ5261411

Authors: Jonathan Rogers 

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_15

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zbMATH Keywords

Monte Carlo simulationoptimization techniquecost-benefit considerationpoint-mass in atmospheric flight

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Meteorology and atmospheric physics (86A10)

Cited In (4)

• A GPU-CUDA based direct simulation Monte Carlo algorithm for real gas flows
• GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA
• Data assimilation using a GPU accelerated path integral Monte Carlo approach
• Lifespan distribution of SIMD groups on a GPU engaged in a class of probabilistic computation

Uses Software

• CUDA
• cuRAND

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