In simulations of the depletion interaction between colloidal particles, the depletants, modeled as penetrable hard spheres, are usually represented by explicit particles. We present a novel Monte Carlo method  to implicitly take into account the effective, attractive interaction between arbitrarily shaped hard colloids, by integrating out the depletant degrees of freedom in the grand-canonical ensemble. In contrast to earlier, inexact schemes the method is rigorous, highly efficient and parallelizable and has been implemented on GPUs and multi-core CPUs within the HPMC hard-particle Monte Carlo framework . Our algorithm is useful to study e.g. depletion-stabilized crystallization of anisotropic particles as well as the formation of fibrillar structures from dilute solutions of spheroidal colloids. For systems with very dense or small depletants, we improve efficiency through the use of a configurational-bias scheme already employed in earlier works . The method should therefore in particular enable the simulation of short-ranged, attractive and facet-specific interactions between anisotropic particles, which are necessary for the formation of open colloidal structures, driven by entropy.
 Glaser, J., Karas, A. and Glotzer, S.C. preprint
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