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Yes, in fact GPUs are perfect for this. Here is a Monte Carlo financial simulation I built in WebGL 2. https://james.darpinian.com/money/ (Warning, programmer UI) It performs one million Monte Carlo runs instantly every time you move a slider. Each run is one execution of a pixel shader and they all happen in parallel. WebGPU will make this kind of thing more accessible. It's kind of a pain to do it in WebGL, but eve…
Hmm the UI is super unresponsive for me. As in, I try to move a slider, I can't tell where it's moving to... then I let go and it's somewhere I didn't expect. Latest Firefox, Windows 10, Radeon RX 6700XT 16GB.
I haven't tested the code extensively so I'm sure it's broken in some configurations. It's just a proof of concept demo for now.