MIC architecture performance benchmark in problem of solving stochastic differential equations

Vector computers have seen their evolution from general-purpose processors to vector accelerators, now represented mainly by graphical processors, and emergence of x86-based vector processors (MIC) makes problem of their performance comparison to traditional computing devices a topical question of today. Such a comparison was carried out on the basis of Monte-Carlo simulation in a problem of solving stochastic differential equations and results showed inefficiency of novel technology.

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@inproceedings{gankevich2013mic,
  title={MIC architecture performance benchmark in problem of solving stochastic differential equations},
  author={I. G. Gankevich},
  booktitle={Proceedings of CPS'13},
  year={2013},
  month={01},
  language={english},
  address={Saint Petersburg, Russia},
  type={inproceedings}
}