Simulation of stochastic processes using graphics hardware

DOI10.1016/J.CPC.2010.12.043MaRDI QIDQ634086zbMATH OpenOpenAlexFDO

Authors Alison Barros, Euler de Vilhena Garcia, Rafael Morgado Silva

Publication date 2 August 2011

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2010.12.043

zbMATH Keywords

numerical examplesstochastic simulationhigh performance computingstochastic integro-differential equationgeneralized Langevin equationcorrelated Brownian motionlgraphics processing unit acceleration

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 3261539 (Why is no real title available?)
• Mersenne twister

Cited in

(4)

• GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA
• scientific article; zbMATH DE number 2099187 (Why is no real title available?)
• Accelerating numerical solution of stochastic differential equations with CUDA
• Reaction-diffusion model Monte Carlo simulations on the GPU

Describes a project that uses

Uses Software

• CUDA

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