A Domain Specific Language for Reconfigurable Path-based Monte Carlo Simulations

FPGAs have been successfully used to accelerate many computationally bound applications, such as high-performance Monte-Carlo simulations, but the amount of programmer effort required in development, testing, and tuning is also very high, requiring a new custom design for each application. This paper presents Contessa, a pure-functional continuation-based language for describing path-based Monte-Carlo simulations, and a completely automated method for turning platform-independent Contessa programs into high-performance hardware implementations. Our approach exploits the large degree of thread-based parallelism available in Monte-Carlo simulations, allowing data-dependent control-flow and loop-carried dependencies to be expressed, while retaining high-performance. The Contessa toolchain is evaluated using five different simulation kernels, in comparison to both software and manually described hardware. When compared to an existing FPGA implementation, Contessa requires a quarter of the Handel-C source-code length, and doubles the clock rate to over 300MHz while requiring a similar number of resources, and also provides a 35 times speedup over a C++ implementation using an Opteron 2.2GHz.