Physical Sciences and Mathematics Commons^™

Monte Carlo Simulations On Xeon Phi: Offload And Native Mode, Bryar Shareef

Masters Theses

In high performance computing, Monte Carlo methods are widely used to solve problems in various areas of computational physics, finance, mathematics, electrical engineering and many other fields. We have designed Monte Carlo methods to compute Feynman loop integrals in high energy physics, and to solve problems in stochastic geometry with applications to computer graphics, such as the tetrahedron picking problem leading to 12 dimensional integrals.

The Intel Xeon Phi is a coprocessor based on a Many Integrated Core (MIC) architecture to gain extreme performance. We have used two different modes, "offload" and "native", to implement the simulations. In offload mode, …