Simulating anomalous diffusion on graphics processing units

The computational power of modern graphics processing units (GPUs) has become an interesting alternative in high performance computing. The specialized hardware of GPUs delivers a high degree of parallelism and performance. Various applications in scientific computing have been implemented such that computationally intensive parts are executed on GPUs. In this article, we present a GPU implementation of an application for the simulation of diffusion processes using random fractal structures. It is shown how the irregular computational structure that is inherent to the application can be implemented efficiently in the regular computing environment of a GPU. Performance results are shown to demonstrate the benefits of the chosen implementation approaches.