SIMD Monte-Carlo Numerical Simulations Accelerated on GPU and Xeon Phi

The efficiency of a pleasingly parallel application is studied for several computing platforms. A real world problem, i.e., Monte-Carlo numerical simulations of stratospheric balloon envelope drift descent is considered. We detail the optimization of the SIMD parallel codes on the K40 and K80 GPUs as well as on the Intel Xeon Phi. We emphasize on loop and task parallelism, multi-threading and vectorization, respectively. The experiments show that GPU and MIC permit one to decrease computing time by non negligeable factors, as compared to a parallel code implemented on a two sockets CPU (E5-2680-v2) which finally allows us to use these devices in operational conditions.