Numerical Computations With GPUs 2014
DOI: 10.1007/978-3-319-06548-9_15
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Monte Carlo Simulation of Dynamic Systems on GPU’s

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(2 citation statements)
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“…While historically Monte Carlo algorithms have suffered from poor computational scalability and real-time implementation has been considered to be infeasible, new advancements in embedded massively parallel computing now allow Monte Carlo to be performed up to two orders of magnitude faster than on comparable serial processors. 24,25 This performance improvement has been established even for 6DOF vehicle simulations (for instance, see Ilg et al 26 ). Furthermore, a similar Monte Carlo based guidance law to that considered here was recently flight tested by the authors using an embedded GPU onboard a small autonomous parafoil system, demonstrating real-time execution of Monte Carlo uncertainty propagation.…”
Section: Implementation Considerationsmentioning
confidence: 88%
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“…While historically Monte Carlo algorithms have suffered from poor computational scalability and real-time implementation has been considered to be infeasible, new advancements in embedded massively parallel computing now allow Monte Carlo to be performed up to two orders of magnitude faster than on comparable serial processors. 24,25 This performance improvement has been established even for 6DOF vehicle simulations (for instance, see Ilg et al 26 ). Furthermore, a similar Monte Carlo based guidance law to that considered here was recently flight tested by the authors using an embedded GPU onboard a small autonomous parafoil system, demonstrating real-time execution of Monte Carlo uncertainty propagation.…”
Section: Implementation Considerationsmentioning
confidence: 88%
“…While historically Monte Carlo algorithms have suffered from poor computational scalability and real-time implementation has been considered to be infeasible, new advancements in embedded massively parallel computing now allow Monte Carlo to be performed up to two orders of magnitude faster than on comparable serial processors. 24,25 This performance improvement has been established even for 6DOF vehicle simulations (for instance, see Ilg et al. 26 ).…”
Section: Probabilistic Path Planning Algorithmmentioning
confidence: 91%