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VegasFlow: accelerating Monte Carlo simulation across platforms

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 Publication date 2020
  fields Physics
and research's language is English




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In this work we demonstrate the usage of the VegasFlow library on multidevice situations: multi-GPU in one single node and multi-node in a cluster. VegasFlow is a new software for fast evaluation of highly parallelizable integrals based on Monte Carlo integration. It is inspired by the Vegas algorithm, very often used as the driver of cross section integrations and based on Googles powerful TensorFlow library. In this proceedings we consider a typical multi-GPU configuration to benchmark how different batch sizes can increase (or decrease) the performance on a Leading Order example integration.



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90 - Ji Qiang 2020
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection method, and Markov chain Monte Carlo to sample a probability distribution function, and methods for variance reduction to evaluate numerical integrals using the Monte Carlo simulation. We will also briefly introduce the quasi-Monte Carlo sampling at the end of this lecture.
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Comptonization is the process in which photon spectrum changes due to multiple Compton scatterings in the electronic plasma. It plays an important role in the spectral formation of astrophysical X-ray and gamma-ray sources. There are several intrinsic limitations for the analytical method in dealing with the Comptonization problem and Monte Carlo simulation is one of the few alternatives. We describe an efficient Monte Carlo method that can solve the Comptonization problem in a fully relativistic way. We expanded the method so that it is capable of simulating Comptonization in the media where electron density and temperature varies discontinuously from one region to the other and in the isothermal media where density varies continuously along photon paths. The algorithms are presented in detail to facilitate computer code implementation. We also present a few examples of its application to the astrophysical research.
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