Monte Carlo simulations on Intel Xeon Phi: Offload and native mode

In high performance computing, Monte Carlo methods are widely used to solve problems in various areas of computational physics, finance, mathematics, electrical engineering and many other fields. We present Monte Carlo methods for the Intel Xeon Phi coprocessor, to compute Feynman loop integrals in high energy physics, and integrals arising in stochastic geometry as two types of sample problems. The Intel Xeon Phi is based on a Many Integrated Core (MIC) architecture to gain extreme performance. We use two modes, “offload” and “native”, to implement the simulations. We compare the parallel performance of our applications running on Intel Xeon Phi, in terms of time and speedup, with a sequential execution on the CPU. In addition, the applications are designed in both single and double precision.