Physics Commons^™

M-Cubes: An Efficient And Portable Implementation Of Multi-Dimensional Integration For Gpus, Ioannis Sakiotis, Kamesh Arumugam, Marc Paterno, Desh Ranjan, Balŝa Terzić, Mohammad Zubair

Computer Science Faculty Publications

The task of multi-dimensional numerical integration is frequently encountered in physics and other scientific fields, e.g., in modeling the effects of systematic uncertainties in physical systems and in Bayesian parameter estimation. Multi-dimensional integration is often time-prohibitive on CPUs. Efficient implementation on many-core architectures is challenging as the workload across the integration space cannot be predicted a priori. We propose m-Cubes, a novel implementation of the well-known Vegas algorithm for execution on GPUs. Vegas transforms integration variables followed by calculation of a Monte Carlo integral estimate using adaptive partitioning of the resulting space. mCubes improves performance on GPUs by maintaining relatively …