Simulation of stochastic processes using graphics hardware

DOI10.1016/J.CPC.2010.12.043zbMath1221.65025OpenAlexW2069803840MaRDI QIDQ634086

Alison Barros, Rafael Morgado Silva, Euler de Vilhena Garcia

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 exampleshigh performance computingstochastic simulationstochastic integro-differential equationgeneralized Langevin equationcorrelated Brownian motionlgraphics processing unit acceleration

Mathematics Subject Classification ID

Related Items (2)

GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA ⋮ Unnamed Item

Uses Software

• CUDA

Cites Work

• Mersenne twister
• Unnamed Item

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