  This work presents an updated and extended guide on methods of a proper
acceleration of the Monte Carlo integration of stochastic differential
equations with the commonly available NVIDIA Graphics Processing Units using
the CUDA programming environment. We outline the general aspects of the
scientific computing on graphics cards and demonstrate them with two models of
a well known phenomenon of the noise induced transport of Brownian motors in
periodic structures. As a source of fluctuations in the considered systems we
selected the three most commonly occurring noises: the Gaussian white noise,
the white Poissonian noise and the dichotomous process also known as a random
telegraph signal. The detailed discussion on various aspects of the applied
numerical schemes is also presented. The measured speedup can be of the
astonishing order of about 3000 when compared to a typical CPU. This number
significantly expands the range of problems solvable by use of stochastic
simulations, allowing even an interactive research in some cases.
