Monte Carlo integration on GPU

被引:0
|
作者
J. Kanzaki
机构
[1] KEK,
来源
关键词
Graphic Processing Unit; Total Cross Section; Thread Block; Monte Carlo Integration; Parton Distribution Function;
D O I
暂无
中图分类号
学科分类号
摘要
We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized for running on a GPU. By using W+ plus multi-gluon production processes at LHC, we test the integrated cross sections and execution time for programs written in FORTRAN and running in the CPU and those running on a GPU. The integrated results agree with each other within statistical errors. The programs run about 50 times faster on the GPU than on the CPU.
引用
收藏
相关论文
共 50 条
  • [1] Monte Carlo integration on GPU
    Kanzaki, J.
    EUROPEAN PHYSICAL JOURNAL C, 2011, 71 (02):
  • [2] Multidimensional Monte Carlo Integration on Clusters with Hybrid GPU-Accelerated Nodes
    Szalkowski, Dominik
    Stpiczynski, Przemyslaw
    PARALLEL PROCESSING AND APPLIED MATHEMATICS (PPAM 2013), PT I, 2014, 8384 : 603 - 612
  • [3] Fast quantum Monte Carlo on a GPU
    Lutsyshyn, Y.
    COMPUTER PHYSICS COMMUNICATIONS, 2015, 187 : 162 - 174
  • [4] Fast quantum Monte Carlo on a GPU
    Institut für Physik, Universität Rostock, Rostock
    18051, Germany
    Comput Phys Commun, 1600, (162-174):
  • [5] Vectorized algorithm for multidimensional Monte Carlo integration on modern GPU, CPU and MIC architectures
    Przemysław Stpiczyński
    The Journal of Supercomputing, 2018, 74 : 936 - 952
  • [6] Using distributed memory parallel computers and GPU clusters for multidimensional Monte Carlo integration
    Szalkowski, Dominik
    Stpiczynski, Przemyslaw
    CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2015, 27 (04): : 923 - 936
  • [7] Vectorized algorithm for multidimensional Monte Carlo integration on modern GPU, CPU and MIC architectures
    Stpiczynski, Przemyslaw
    JOURNAL OF SUPERCOMPUTING, 2018, 74 (02): : 936 - 952
  • [8] On the use of stochastic approximation Monte Carlo for Monte Carlo integration
    Liang, Faming
    STATISTICS & PROBABILITY LETTERS, 2009, 79 (05) : 581 - 587
  • [9] Hybrid Monte Carlo CT Simulation on GPU
    Jakab, Gabor
    Szirmay-Kalos, Laszlo
    LARGE-SCALE SCIENTIFIC COMPUTING, LSSC 2013, 2014, 8353 : 161 - 169
  • [10] Magnetorheological fluids particles simulation through integration of Monte Carlo method and GPU accelerated technology
    Liu, Xinhua
    Liu, Yongzhi
    Liu, Hao
    CMES-COMPUTER MODELING IN ENGINEERING & SCIENCES, 2013, 91 (01): : 65 - 80