Monte Carlo Automatic Integration with Dynamic Parallelism in CUDA

Author:

de Doncker Elise,Kapenga John,Assaf Rida

Publisher

Springer International Publishing

Reference33 articles.

1. CUDA Library. http://www.nvidia.com/getcuda (last accessed May 2014)

2. Brown, R.: DIEHARDER. http://www.phy.duke.edu/~rgb/General/dieharder.php (last accessed May 2014)

3. Chan, T.F., Golub, G.H., LeVeque, R.J.: Updating formulae and a pairwise algorithm for computing sample variances. Technical Report STAN-CS-79-773, Stanford University  ftp://reports.stanford.edu/pub/cstr/reports/cs/tr/79/773/CS-TR-79-773.pdf (1979)

4. Davis, P.J., Rabinowitz, P.: Methods of Numerical Integration. Academic, New York (1975)

5. de Doncker, E., Assaf, R.: GPU integral computations in stochastic geometry. In: VII Workshop Computational Geometry and Applications (CGA). Lecture Notes in Computer Science, vol. 7972, pp. 129–139 (2013)

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