Simulation of stochastic processes using graphics hardware

DOI10.1016/J.CPC.2010.12.043zbMATH Open1221.65025OpenAlexW2069803840MaRDI QIDQ634086FDOQ634086

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Cites Work

• Mersenne twister
• Title not available (Why is that?)

Cited In (4)

• Title not available (Why is that?)
• GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA
• Accelerating numerical solution of stochastic differential equations with CUDA
• Reaction-diffusion model Monte Carlo simulations on the GPU

Uses Software

• CUDA

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