Stochastic first passage time accelerated with CUDA
arXiv:1802.05065 · doi:10.1016/j.jcp.2018.01.039
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 about 400x with a GPU GTX980 respect to standard multicore CPU. This method allows with off the shell GPU to challenge problems that are otherwise prohibitive, as thermal activation in slowly tilted potentials. In particular, we demonstrate that it is possible to simulate the switching currents distributions of Josephson junctions in the timescale of actual experiments.
arXiv comment11 pages, 11 figures
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Cited by in corpus (6)
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- Noise and disorder effects in a series of birhythmic Josephson junctions coupled to a resonator
- Lévy noise induced transitions and enhanced stability in a birhythmic van der Pol system
- Can Lèvy noise induce coherence and stochastic resonances in a birhythmic van der Pol system?
- Parallel Simulation of Josephson Junctions With Multiplicative Noise