Mathematica Mathematica GPU quasi monte carlo integrals using CUDA

Click For Summary
A user has acquired a new computer with an Nvidia GPU and is interested in leveraging GPU parallel processing in Mathematica using CUDA for numerical integrals. They have been successfully using Quasi-Monte Carlo (QMC) methods in Mathematica but seek to enhance performance by implementing these methods on the GPU. The user notes that Mathematica lacks built-in support for this functionality and expresses a need for assistance in developing a solution. Despite the lack of responses, they remain determined to continue their efforts independently, humorously suggesting that support could be offered in exchange for a CUDA-capable GPU.
Wesleytf
Messages
31
Reaction score
0
hello all! I just got a new computer with an Nvidia card, and am now able to do some GPU parallel processing inside mathematica using CUDA.

My main interest is in taking tons of moderate accuracy (3-4 digits) numerical integrals. I've been using QMC in MMA and that's been working well, but I'd like to try it on the GPU to hopefully expedite the process. This would be trivial if they'd included that as one of the built in functions, but alas, they did not.

Has anyone on here attempted doing something like this? After reviewing the documentation, it looks like something I wouldn't be able to implement without some help.
 
Physics news on Phys.org
Aw, no one to help it looks like. For now, I forge on alone!
 
Sorry there were no bites...
If you buy me a computer with a CUDA capable GPU card, I'll be glad to try to help!
 

Similar threads

Mathematica Numerical vs. Monte-Carlo Simulations
  • · Replies 58 ·
2
Replies
58
Views
7K
Mathematica Mathematica Assumptions for integration [pertaining to loop corrections]
  • · Replies 2 ·
Replies
2
Views
3K
Mathematica Integration of Numerical Solution Mathematica
  • · Replies 3 ·
Replies
3
Views
3K
Computing integral using Monte Carlo method
  • · Replies 12 ·
Replies
12
Views
2K
Understanding Quantum Monte Carlo Methods: Clearing up Doubts on Their Use
  • · Replies 1 ·
Replies
1
Views
2K
Idea for using a Desktop GPU on a Laptop to Drive Internal LCD
  • · Replies 1 ·
Replies
1
Views
5K
How can a double integral be used to estimate pi using Monte Carlo integration?
  • · Replies 7 ·
Replies
7
Views
3K
Integration using Monte-Carlo method
  • · Replies 3 ·
Replies
3
Views
2K
Writing a method of integration using the Monte Carlo method.
  • · Replies 1 ·
Replies
1
Views
2K
Uncertainty calculation for calculating pi using Monte Carlo integration
  • · Replies 5 ·
Replies
5
Views
7K