Fast vectorized algorithm for the Monte Carlo Simulation of the Random Field Ising Model

In studying the avalanches and noise in a model of hysteresis loops we have developed two relatively straightforward algorithms which have allowed us to study large systems efficiently. Our model is the random-field Ising model at zero temperature, with deterministic albeit random dynamics. The first algorithm, implemented using sorted lists, scales in computer time as O(N log N), and asymptotically uses N (sizeof(double)+ sizeof(int)) bits of memory. The second algorithm, wh...

The push-relabel algorithm can be used to calculate rapidly the exact ground states for a given sample with a random-field Ising model (RFIM) Hamiltonian. Although the algorithm is guaranteed to terminate after a time polynomial in the number of spins, implementation details are important for practical performance. Empirical results for the timing in dimensions d=1,2, and 3 are used to determine the fastest among several implementations. Direct visualization of the auxiliary ...

This paper is devoted to computational algorithms designed to describe the classical Ising magnet in some specific cases when an additional macroscopic restriction in form of constant charge density exists in the system. We developed and implemented a parallel algorithm for modeling such a systems on GPU with CUDA technology. This work focuses on technical aspects of implementing the algorithm.

The high-performance scalable parallel algorithm for rigorous calculation of partition function of lattice systems with finite number Ising spins was developed. The parallel calculations run by C++ code with using of Message Passing Interface and massive parallel instructions. The algorithm can be used for the research of the interacting spin systems in the Ising models of 2D and 3D. The processing power and scalability is analyzed for different parallel and distributed syste...

We review recent numerical progress in the study of finite dimensional strongly disordered magnetic systems like spin glasses and random field systems. In particular we report in some details results for the critical properties and the non-equilibrium dynamics of Ising spin glasses. Furthermore we present an overview over recent investigations on the random field Ising model and finally of quantum spin glasses.

In this paper we propose an Ising model which simulates multiple financial time series. Our model introduces the interaction which couples to spins of other systems. Simulations from our model show that time series exhibit the volatility clustering that is often observed in the real financial markets. Furthermore we also find non-zero cross correlations between the volatilities from our model. Thus our model can simulate stock markets where volatilities of stocks are mutually...

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most approaches do not generalise to arbitrary lattices and couplings. We present a formalism that allows one to apply Hybrid Monte Carlo (HMC) simulations to the Ising model, demonstrating how a system with discrete degrees of freedom can be sim...

We consider Monte Carlo simulations of classical spin models of statistical mechanics using the massively parallel architecture provided by graphics processing units (GPUs). We discuss simulations of models with discrete and continuous variables, and using an array of algorithms ranging from single-spin flip Metropolis updates over cluster algorithms to multicanonical and Wang-Landau techniques to judge the scope and limitations of GPU accelerated computation in this field. F...

We present a highly optimized implementation of a Monte Carlo (MC) simulator for the three-dimensional Ising spin-glass model with bimodal disorder, i.e., the 3D Edwards-Anderson model running on CUDA enabled GPUs. Multi-GPU systems exchange data by means of the Message Passing Interface (MPI). The chosen MC dynamics is the classic Metropolis one, which is purely dissipative, since the aim was the study of the critical off-equilibrium relaxation of the system. We focused on t...

We present recent results on two attempts at understanding and utilizing large-scale simulations of magnetic materials. In the first study we consider massively parallel implementations on a Cray T3E of the n-fold way algorithm for magnetization switching in kinetic Ising models. We find an intricate relationship between the average time increment and the size of the spin blocks on each processor. This narrows the regime of efficient implementation. The second study concerns ...