BibTeX
@MISC{Carlo_applications,
author = {Multi-threaded Monte Carlo and Joo Hong Lee and Mark T. Jones and Paul E. Plassmann},
title = {Applications},
year = {}
}
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Abstract
Abstract – Monte Carlo simulations are extensively used in wide of application areas. Although the basic framework of these is simple, they can be extremely computationally intensive. In this paper we present a software framework partitions a generic Monte Carlo simulation into two asynchronous parts: (a) a threaded, GPU-accelerated pseudo-random number generator (or producer), and (b) a multi-threaded Monte Carlo application (or consumer). The advantage of this approach is that this software framework can be directly used in most any Monte Carlo application without requiring application-specific programming of the GPU. We present an analysis of the performance of this software framework. Finally, we compare this analysis to experimental results obtained from our implementation of this software framework.
Keyphrases
software framework application-specific programming application area gpu-accelerated pseudo-random number generator monte carlo application asynchronous part software framework partition generic monte carlo simulation basic framework abstract monte carlo simulation experimental result multi-threaded monte carlo application
