Reachability Analysis for Stochastic Hybrid Systems Using Multilevel Splitting
HSCC '09 Proceedings of the 12th International Conference on Hybrid Systems: Computation and Control
Lightweight parallel accumulators using C++ templates
Proceedings of the 4th International Workshop on Multicore Software Engineering
Multilevel splitting for reachability analysis of stochastic hybrid systems
Proceedings of the 2010 Conference on Grand Challenges in Modeling & Simulation
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We discuss the parallelization and object-oriented implementation of Monte Carlo simulations for physical problems. We present a C++ Monte Carlo class library for the automatic parallelization of Monte Carlo simulations. Besides discussing the advantages of object-oriented design in the development of this library, we show examples how C++ template techniques have allowed very generic but still optimal algorithms to be implemented for wide classes of problems. These parallel and object-oriented codes have allowed us to perform the largest quantum Monte Carlo simulations ever done in condensed matter physics.