![]() The independent trials are inherently parallelizable, and they typically consist of dense numeric operations, so GPUs provide an almost ideal platform for Monte Carlo simulations. The results of the independent trials are then combined to extract the average answer, relying on the Law of Large Numbers, which states that as more trials are combined, the average answer will converge on the true answer. The defining characteristic of Monte Carlo simulations is the use of multiple independent trials, each driven by some stochastic (random) process. Monte Carlo methods provide approximate numerical solutions to problems that would be difficult or impossible to solve exactly. ![]() Efficient Random Number Generation and Application Using CUDA You can also subscribe to our Developer News Feed to get notifications of new material on the site.Ĭhapter 37. The CD content, including demos and content, is available on the web and for download. GPU Gems 3 GPU Gems 3 is now available for free online!
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