Some recent articles reporting the implementation of Monte Carlo simulations on GPUs:
GPU-based Swendsen–Wang multi-cluster algorithm for the simulation of two-dimensional classical spin systems.
Yukihiro Komura, Yutaka Okabe
http://www.sciencedirect.com/science/article/pii/S001046551200032X
Simulating spin models on GPU
Martin Weigel
http://dx.doi.org/10.1016/j.cpc.2010.10.031
GPU accelerated Monte Carlo simulations of lattice spin models
M. Weigel, T. Yavors’kii
Physics Procedia 15 (2011) 92–96
Benchmarking GPU and CPU codes for Heisenberg spin glass over-relaxation
M. Bernaschi , G. Parisi , L. Parisi
Computer Physics Communications 182 (2011) 1265–1271
Simulating Lattice Spin Models on Graphics Processing Units
Tal Levy, Guy Cohen, and Eran Rabani
J. Chem. Theory Comput. 2010, 6, 3293–3301
Multi-GPU accelerated multi-spin Monte Carlo simulations of the 2D Ising model ✩
Benjamin Block, Peter Virnau, Tobias Preis
Computer Physics Communications 181 (2010) 1549–1556
GPU accelerated Monte Carlo simulation of the 2D and 3D Ising model q
Tobias Preis, Peter Virnau, Wolfgang Paul, Johannes J. Schneider
Journal of Computational Physics 228 (2009) 4468
http://www.tobiaspreis.de/gpgpu.html