Monte Carlo Simulation of Dynamic Systems on GPU’s

DOI10.1007/978-3-319-06548-9_15MaRDI QIDQ5261411zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

cost-benefit considerationMonte Carlo simulationoptimization techniquepoint-mass in atmospheric flight

Mathematics Subject Classification ID

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

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Cited in

(10)

• A GPU-CUDA based direct simulation Monte Carlo algorithm for real gas flows
• A Monte Carlo volumetric-ray-casting estimator for global fluence tallies on GPUs
• Energy aware performance study for a class of computationally intensive Monte Carlo algorithms
• A GPU-based large-scale Monte Carlo simulation method for systems with long-range interactions
• GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA
• Lifespan distribution of SIMD groups on a GPU engaged in a class of probabilistic computation
• Massively parallel Monte Carlo for many-particle simulations on GPUs
• A GPGPU-based simulator for Prism: statistical verification of results of PMC
• Hybrid Monte Carlo CT simulation on GPU
• Data assimilation using a GPU accelerated path integral Monte Carlo approach

Describes a project that uses

Uses Software

• CUDA
• cuRAND

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