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
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