GPU Optimization of Pseudo Random Number Generators for Random Ordinary Differential Equations

@inproceedings{Riesinger2014GPUOO,
  title={GPU Optimization of Pseudo Random Number Generators for Random Ordinary Differential Equations},
  author={Christoph Riesinger and Tobias Neckel and Florian Rupp and Alfredo Parra-Hinojosa and Hans-Joachim Bungartz},
  booktitle={ICCS},
  year={2014}
}
Technische Universität M ¨ unchen Motivation • For many computational applications, random numbers are essential (e.g. Monte Carlo simulations, cryptography, etc.) • One possibility to provide (a large amount of) random numbers are pseudo random number generators (PRNGs) which generate random numbers by deterministic rules • A current hot topic are stochastic differential equations (SDEs) which combine classic differential equations with stochastic processes Additional information on this topic… CONTINUE READING
BETA