Quantum Monte Carlo on graphical processing units

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Quantum Monte Carlo on graphical processing units

Quantum Monte Carlo (QMC) is among the most accurate methods for solving the time independent Schrödinger equation. Unfortunately, the method is very expensive and requires a vast array of computing resources in order to obtain results of a reasonable convergence level. On the other hand, the method is not only easily parallelizable across CPU clusters, but as we report here, it also has a high...

متن کامل

Pricing derivatives on graphics processing units using Monte Carlo simulation

This paper is about using the existing Monte Carlo approach for pricing European and American contracts on a state-of-the-art graphics processing unit (GPU) architecture. First, we adapt on a cluster of GPUs two different suitable paradigms of parallelizing random number generators, which were developed for CPU clusters. Because in financial applications, we request results within seconds of si...

متن کامل

Monte Carlo Option Pricing With Graphics Processing Units

Monte Carlo methods are common practice in financial engineering for a wide variety of problems, one being option pricing. Large clusters of computers are used to run these calculations. Growing volumes and complexity of work that needs to be performed as well as strict requirements for fast responses makes for a pressing demand for high performance computing. We present a prototype implementat...

متن کامل

Quantum Monte Carlo Simulation

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating analytically intractable quantities. We derive the bias and variance for the proposed Monte Carlo quantum simulation estimator and establish the asymptotic theory for ...

متن کامل

Quantum monte carlo.

An outline of a random walk computational method for solving the Schrödinger equation for many interacting particles is given, together with a survey of results achieved so far and of applications that remain to be explored. Monte Carlo simulations can be used to calculate accurately the bulk properties of the light elements hydrogen, helium, and lithium as well as the properties of the isolate...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computer Physics Communications

سال: 2007

ISSN: 0010-4655

DOI: 10.1016/j.cpc.2007.03.004