Multidimensional Monte Carlo Integration on Clusters with Hybrid GPU-Accelerated Nodes

Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8384)

Abstract

The aim of this paper is to show that the multidimensional Monte Carlo integration can be efficiently implemented on clusters with hybrid GPU-accelerated nodes using recently developed parallel versions of LCG and LFG pseudorandom number generators. We explain how to utilize multiple GPUs and all available cores of CPUs within a single node and how to extend computations on all available nodes of a cluster using MPI. The results of experiments performed on a Tesla-based GPU cluster are also presented and discussed.

Keywords

Multidimensional integration Monte Carlo methods Parallelized pseudorandom number generators GPU clusters 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.Institute of MathematicsMaria Curie–Skłodowska UniversityLublinPoland

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