GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA

This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018) Abstract This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations ... Title of program: poisson, dich Catalogue Id: AEVP_v1_0 Nature of problem Graphics processing unit accelerated numerical simulation of stochastic differential equation. Versions of this program held in the CPC repository in Mendeley Data AEVP_v1_0; poisson, dich; 10.1016/j.cpc.2015.01.021 AEVP_v1_0; poisson, dich; 10.1016/j.cpc.2015.01.021