Open Access
98- https://doi.org/10.1016/j.cpc.2009.09.009
Accelerating numerical solution of stochastic differential equations with CUDA
- Sep 16, 2009
- Computer Physics Communications
- M Januszewski +1 more
Abstract
Accelerating numerical solution of stochastic differential equations with CUDA
- # Integration Of Stochastic Differential Equations
- # Solution Of Stochastic Differential Equations
- # Including Test Data
- # New Range Of Problems
- # CPC Program Library
- # CUDA Environment
- # Typical CPU
- # Stream Processors
- # Solution Of Differential Equations
- # Multiple Realizations
