During my time at NVIDIA I wrote a 3D Navier-Stokes fluid solver that runs entirely on the GPU. Fluid solvers are used to generate realistic, physically-based animations of water and smoke. Typically it takes several minutes or hours to generate each frame of animation, but by making some minor compromises in visual quality and taking advantage of the GPU’s parallelism and bandwidth the solver is fast enough for real-time applications (e.g., around 120-180 frames per second at 64x64x128 on a GeForce 8800 GTX).
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