A Hybrid Software Framework for the GPU Acceleration of Multi-Threaded Monte Carlo Applications

Monte Carlo simulations are extensively used in wide of application areas. Although the basic framework of these is simple, they can be extremely computationally intensive. In this paper we present a software framework partitions a generic Monte Carlo simulation into two asynchronous parts: (a) a threaded, GPU-accelerated pseudo-random number generator (or producer), and (b) a multi-threaded Monte Carlo application (or consumer). The advantage of this approach is that this software framework can be directly used in most any Monte Carlo application without requiring application-specific programming of the GPU. We present an analysis of the performance of this software framework. Finally, we compare this analysis to experimental results obtained from our implementation of this software framework.