Dresden 2011 – scientific programme

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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 5: Focus Session: GPU Computing (with DY)

SOE 5.1: Invited Talk

Monday, March 14, 2011, 14:00–14:30, GÖR 226

GPU-Computing in Statistical Physics and Finance — •Tobias Preis — ETH Zürich

Although simulations and data analysis on Graphic Processing Units require additional programming efforts, and even though not all problems are well-suited for this particular environment, GPU-computing has emerged as a viable low-cost complement to conventional supercomputers in the past three years. In this talk I will highlight recent applications which focus on classical problems of statistical physics and related fields. I will present an extremely fast, freely available Ising code based on multispin coding concepts, which is able to run on multi-GPU clusters. I will also present interdisciplinary research on econophysics, which focuses on analysis of financial market time series, and discuss future challenges of GPU-computing.