@misc{Wende, type = {Master Thesis}, author = {Wende, Florian}, title = {Simulation of Spin Models on Nvidia Graphics Cards using CUDA}, school = {Humboldt-Universit{\"a}t zu Berlin}, pages = {149}, abstract = {This thesis reports on simulating spin models on Nvidia graphics cards using the CUDA programming model; a particular approach for making GPGPU (General Purpose Computation on Graphics Processing Units) available for a wide range of software developers not necessarily acquainted with (massively) parallel programming. By comparing program execution times for simulations of the Ising model and the Ising spin glass by means of the Metropolis algorithm on Nvidia Tesla C1060 graphics cards and an Intel Core i7-920 quad-core x86 CPU (we used OpenMP to make our simulations run on all 4 execution units of the CPU), we noticed that the Tesla C1060 performed about a factor 5-10 faster than the Core i7-920, depending on the particular model and the accuracy of the calculations (32-bit or 64-bit). We also investigated the reliability of GPGPU computations, especially with respect to the occurrence of soft-errors as suggested in [23]. We noticed faulty program outputs during long-time simulations of the Ising model on ''large'' lattices. We were able to link these problems to overheating of the corresponding graphics cards. Doing Monte Carlo simulations on parallel computer architectures, as was the case in this thesis, suggests to also generate random numbers in a parallel manner. We present implementations of the random number generators Ranlux and Mersenne Twister. In addition, we give an alternative and very efficient approach for producing parallel random numbers on Nvidia graphics cards. We successfully tested all random number generators used in this thesis for their quality by comparing Monte Carlo estimates against exact calculations.}, language = {en} } @article{WitzigBeckenbachEifleretal., author = {Witzig, Jakob and Beckenbach, Isabel and Eifler, Leon and Fackeldey, Konstantin and Gleixner, Ambros and Grever, Andreas and Weber, Marcus}, title = {Mixed-Integer Programming for Cycle Detection in Non-reversible Markov Processes}, series = {Multiscale Modeling and Simulation}, volume = {16}, journal = {Multiscale Modeling and Simulation}, number = {1}, issn = {1438-0064}, doi = {10.1137/16M1091162}, pages = {248 -- 265}, abstract = {In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst.}, language = {en} }