Study of solving the Brownian motion deterministic ordinary differential equation with the Euler-Maruyama and Box-Muller methods. Serial, MPI, and CUDA programming were all used to optimize and test the algorithm. The CUDA portion is a work in progress. Close, but not quite there.
gavinwale/brownian_motion
Study of solving the Brownian motion deterministic ordinary differential equation with the Euler-Maruyama and Box-Muller methods. Serial, MPI, and CUDA programming were all used to optimize and test the algorithm.
Cuda