Parallel Tempering Simulation of the three-dimensional Edwards-Anderson Model with Compact Asynchronous Multispin Coding on GPU

Monte Carlo simulations of the Ising model play an important role in the field of computational statistical physics, and they have revealed many properties of the model over the past few decades. However, the effect of frustration due to random disorder, in particular the possible spin glass phase, remains a crucial but poorly understood problem. One of the obstacles in the Monte Carlo simulation of random frustrated systems is their long relaxation time making an efficient parallel implementation on state-of-the-art computation platforms highly desirable. The Graphics Processing Unit (GPU) is such a platform that provides an opportunity to significantly enhance the computational performance and thus gain new insight into this problem. In this paper, we present optimization and tuning approaches for the CUDA implementation of the spin glass simulation on GPUs. We discuss the integration of various design alternatives, such as GPU kernel construction with minimal communication, memory tiling, and look-up tables. We present a binary data format, Compact Asynchronous Multispin Coding (CAMSC), which provides an additional $28.4\%$ speedup compared with the traditionally used Asynchronous Multispin Coding (AMSC). Our overall design sustains a performance of 33.5 picoseconds per spin flip attempt for simulating the three-dimensional Edwards-Anderson model with parallel tempering, which significantly improves the performance over existing GPU implementations.Comment: 15 pages, 18 figure

Development of a GPU-based Monte Carlo dose calculation code for coupled electron-photon transport

Monte Carlo simulation is the most accurate method for absorbed dose calculations in radiotherapy. Its efficiency still requires improvement for routine clinical applications, especially for online adaptive radiotherapy. In this paper, we report our recent development on a GPU-based Monte Carlo dose calculation code for coupled electron-photon transport. We have implemented the Dose Planning Method (DPM) Monte Carlo dose calculation package (Sempau et al, Phys. Med. Biol., 45(2000)2263-2291) on GPU architecture under CUDA platform. The implementation has been tested with respect to the original sequential DPM code on CPU in phantoms with water-lung-water or water-bone-water slab geometry. A 20 MeV mono-energetic electron point source or a 6 MV photon point source is used in our validation. The results demonstrate adequate accuracy of our GPU implementation for both electron and photon beams in radiotherapy energy range. Speed up factors of about 5.0 ~ 6.6 times have been observed, using an NVIDIA Tesla C1060 GPU card against a 2.27GHz Intel Xeon CPU processor.Comment: 13 pages, 3 figures, and 1 table. Paper revised. Figures update

Accelerating Monte Carlo simulations with an NVIDIA® graphics processor

Modern graphics cards, commonly used in desktop computers, have evolved beyond a simple interface between processor and display to incorporate sophisticated calculation engines that can be applied to general purpose computing. The Monte Carlo algorithm for modelling photon transport in turbid media has been implemented on an NVIDIA® 8800gt graphics card using the CUDA toolkit. The Monte Carlo method relies on following the trajectory of millions of photons through the sample, often taking hours or days to complete. The graphics-processor implementation, processing roughly 110 million scattering events per second, was found to run more than 70 times faster than a similar, single-threaded implementation on a 2.67 GHz desktop computer

A Shuffled Complex Evolution Metropolis algorithm for optimization and uncertainty assessment of hydrologic model parameters

Markov Chain Monte Carlo (MCMC) methods have become increasingly popular for estimating the posterior probability distribution of parameters in hydrologic models. However, MCMC methods require the a priori definition of a proposal or sampling distribution, which determines the explorative capabilities and efficiency of the sampler and therefore the statistical properties of the Markov Chain and its rate of convergence. In this paper we present an MCMC sampler entitled the Shuffled Complex Evolution Metropolis algorithm (SCEM-UA), which is well suited to infer the posterior distribution of hydrologic model parameters. The SCEM-UA algorithm is a modified version of the original SCE-UA global optimization algorithm developed by Duan et al. [1992]. The SCEM-UA algorithm operates by merging the strengths of the Metropolis algorithm, controlled random search, competitive evolution, and complex shuffling in order to continuously update the proposal distribution and evolve the sampler to the posterior target distribution. Three case studies demonstrate that the adaptive capability of the SCEM-UA algorithm significantly reduces the number of model simulations needed to infer the posterior distribution of the parameters when compared with the traditional Metropolis-Hastings samplers