https://github.com/LKohlhepp/Ito-Monte-Carlo

MC-Simulation of the Ito-SDE (Krülls 1994)
https://github.com/LKohlhepp/Ito-Monte-Carlo

astronomy astrophysics cuda gpu-acceleration monte-carlo physics-simulation simulation stochastic-differential-equations

Last synced: 2 months ago
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MC-Simulation of the Ito-SDE (Krülls 1994)

• Host: GitHub
• URL: https://github.com/LKohlhepp/Ito-Monte-Carlo
• Owner: LKohlhepp
• License: mit
• Created: 2022-02-17T22:33:39.000Z (almost 3 years ago)
• Default Branch: main
• Last Pushed: 2022-02-17T22:52:57.000Z (almost 3 years ago)
• Last Synced: 2023-02-24T06:27:19.145Z (almost 2 years ago)
• Topics: astronomy, astrophysics, cuda, gpu-acceleration, monte-carlo, physics-simulation, simulation, stochastic-differential-equations
• Language: Python
• Homepage:
• Size: 7.81 KB
• Stars: 2
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Ito-Monte-Carlo

Monte Carlo Simulation for simulating Ito's stochastic differential equations

Following: 

[Krülls, W. M.; Achterberg, A. Computation of cosmic-ray acceleration by Ito's stochastic differential equations. 

Astronomy and Astrophysics, Vol. 286, p. 314-327. 1994](https://ui.adsabs.harvard.edu/abs/1994A%26A...286..314K/abstract)

This is a particle shock simulation in AGN jets. By choosing different parameters in the simulations 

Fermi shocks of 1st and 2nd order as well as the syncrotron process can be simulated. 

The file ```sed_solvle.py``` contains the more general version that allows general functions for some of the parameters. 

The file ```sed_fast.py``` is more specific and is costumized for the parameter and function choices of Krülls (1994). 

Therefore, it could be programmed to utilize the GPU running mulitple Monte-Carlo-Simulations in parallel. 

Requirments:

* ```sed_solvle.py```:

  + numpy

* ```sed_fast.py```

  + numpy

  + numba

  + cudatoolkit