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PGAP 2023

Short course on conservation laws on GPUs - 2023

See also the 2021 videos. The videos here are of live lectures, and thus contains all the mistakes and errors you would expect from a live 3 hour lecture.

Part 1: Introduction and Monte Carlo integration

In this three hour video, we go through an introduction to GPU computing using Jupyter Notebooks and PyCUDA, and perform Monte Carlo integration on the GPU. We also go through optimization techniques to vastly improve the performance of our solution.

Part 2: Numerical simulation on GPUs

In this three hour video, we go through topics related to GPU computing using Jupyter Notebooks and PyCUDA, and perform numerical simulation of the heat equation on the GPU. We also go through best practices for scientific computing (or any computing for that matter).

Homework, exercises, and further reading

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