NAG Offers GPU Routines for Environmental Engineering Research
Environmental engineers performing particle dispersion studies and other high performance research who are interested in achieving top performance from graphical processing units (GPUs) in diverse applications using Monte Carlo simulations can now obtain an updated version of numeric routines from the Numerical Algorithms Group (NAG).
General Purpose GPUs were originally used for 3-D gaming acceleration on personal computers but have recently been at the forefront of numerical and scientific computation. Monte Carlo simulations are used in a wide array of technical computing applications in diverse areas such as finance, engineering simulations, drug discovery, scientific research, oil and gas exploration, and more.
The numerical routines are available to academic researchers involved in collaborative research with the NAG organization. Commercial organizations can also get access to code and programming services by contacting nearby NAG offices.
The latest release of code for GPUs contains routines for Monte Carlo simulations—Quasi and Pseudo Random Number Generators, Brownian bridge, and associated statistical distributions.
With origins in several United Kingdom universities, the Numerical Algorithms Group is an Oxford-headquartered not-for-profit numerical software development organization that collaborates with researchers and practitioners in academia and industry.