2018
DOI: 10.1016/j.jcp.2018.01.039
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Stochastic first passage time accelerated with CUDA

Abstract: The numerical integration of stochastic trajectories to estimate the time to pass a threshold is an interesting physical quantity, for instance in Josephson junctions and atomic force microscopy, where the full trajectory is not accessible. We propose an algorithm suitable for efficient implementation on graphical processing unit in CUDA environment. The proposed approach for well balanced loads achieves almost perfect scaling with the number of available threads and processors, and allows an acceleration of a… Show more

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Cited by 11 publications
(4 citation statements)
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“…Thus, the total simulation time for a single distribution is still feasible, although very long. Nevertheless, stochastic simulations can be extensively parallelized [78] taking advantage of fast and low cost general purpose graphic process units. The estimation of the minimum number of realizations required to detect the presence of a Lévy noise component can be done through a Kolmogorov-Smirnov (KS) test (see Ref.…”
Section: Resultsmentioning
confidence: 99%
“…Thus, the total simulation time for a single distribution is still feasible, although very long. Nevertheless, stochastic simulations can be extensively parallelized [78] taking advantage of fast and low cost general purpose graphic process units. The estimation of the minimum number of realizations required to detect the presence of a Lévy noise component can be done through a Kolmogorov-Smirnov (KS) test (see Ref.…”
Section: Resultsmentioning
confidence: 99%
“…It would be interesting to extend the investigation to other configurations [26,27], to investigate the role of the resonator and JJ parameters, and to consider many more JJs. The latter case calls for much more demanding numerical simulations, that presumably are only possible with massive parallel computations, possibly on cheap CUDA hardware [39].…”
Section: Discussionmentioning
confidence: 99%
“…This paper used Tensorflow as the training platform, which integrates Compute Unified Device Architecture (CUDA) based Graphics Processing Unit (GPU) acceleration [45].…”
Section: Platform and Hardware For Training The Dnns Classifiermentioning
confidence: 99%