检索结果-内蒙古大学图书馆

Parallelization and Acceleration of Dynamic Option Pricing Models on GPU-CPU Heterogeneous Systems

Journal of Systems Science and Information 2023年第5期11卷 622-635页

作者： Brian Wesley MUGANDA Bernard Shibwabo KASAMANI Institute of Mathematical Sciences Strathmore UniversityOle Sangale Rd.Nairobi 00200Kenya School of Computing and Engineering Sciences Strathmore UniversityOle Sangale Rd.Nairobi 00200Kenya

In this paper,stochastic global optimization algorithms,specifically,genetic algorithm and simulated annealing are used for the problem of calibrating the dynamic option pricing model under stochastic volatility to market prices by adopting a hybrid programming *** performance of this dynamic option pricing model under the obtained optimal parameters is also *** enhance the model throughput and reduce latency,a heterogeneous hybrid programming approach on GPU was adopted which emphasized a data-parallel implementation of the dynamic option pricing model on a GPU-based *** offloading to the GPU of the compute-intensive segments of the pricing algorithms was done in *** GPU approach was found to significantly reduce latency by an optimum of 541 times faster than a parallel implementation approach on the CPU,reducing the computation time from 46.24 minutes to 5.12 seconds.

关键词： parallelization GPU computing option pricing GPU acceleration stochastic volatility hybrid programming

来源：评论

学校读者我要写书评

暂无评论

Parallelization of FDM/FEM Computation for PDEs on PARAM YUVA-II Cluster of Xeon Phi coprocessors 11

Parallelization of FDM/FEM Computation for PDEs on PARAM YUV...

引用

11th Annual IEEE India Conference (INDICON)

作者： Rani, Sonia Rao, Vudutala China V. Maity, Samrit Kumar Gupta, Krishan Gopal Pune Univ Campus C DAC High Performance Comp Frontier Technol Explorat H Pune 411007 Maharashtra India

ISBN: (纸本)9781479953646

This paper discusses an efficient implementation of finite difference method (FDM) and finite element method (FEM) computations for Partial Differential Equation (Poisson Equation) on a message passing cluster with Intel Xeon Phi coprocessors[6,15]. We have performed computations on PARAM YUVA-II [9] which is a message passing cluster with compute nodes as Xeon multi-core processors and Xeon Phi coprocessors [6,15,17-19]. A combination of OpenMP [4] and MPI [5,19,20] is used for structured grid FDM computations. The unstructured triangular and hexahedral meshes and graph partitioning software METIS [10] are used in FEM computations. The Jacobi iterative method is used to solve resulting matrix system of linear equations. A detailed performance analysis of optimizations on Xeon Phi coprocessor using OpenMP and MPI framework are presented. Our experiments indicate that MPI-OpenMP codes on FDM computations achieve 2X to 3X speed-ups for large mesh sizes. The FEM implementation has shown marginal improvement in speed-up on Xeon Phi Cluster.

关键词： FEM FDM Intel Xeon Processors Xeon Phi coprocessors GPUs OpenMP MPI Heterogeneous clusters hybrid programming Performance Analysis Partial Differential Equations Parallel Computing

来源：评论

学校读者我要写书评

暂无评论

A hybrid Parallel Delaunay Image-to-Mesh Conversion Algorithm Scalable on Distributed-Memory Clusters 25th

A Hybrid Parallel Delaunay Image-to-Mesh Conversion Algorith...

引用

25th International Meshing Roundtable (IMR)

作者： Feng, Daming Chernikov, Andrey N. Chrisochoides, Nikos P. Old Dominion Univ Dept Comp Sci Norfolk VA 23508 USA

In this paper, we present a scalable three dimensional hybrid MPI+ Threads parallel Delaunay image-to-mesh conversion algorithm. A nested master-worker communication model for parallel mesh generation is implemented which simultaneously explores process-level parallelization and thread-level parallelization: inter-node communication using MPI and inter-core communication inside one node using threads. In order to overlap the communication (task request and data movement) and computation (parallel mesh refinement), the inter-node MPI communication and intra-node local mesh refinement is separated. The master thread that initializes the MPI environment is in charge of the inter-node MPI communication while the worker threads of each process are only responsible for the local mesh refinement within the node. We conducted a set of experiments to test the performance of the algorithm on Turing, a distributed memory cluster at Old Dominion University High Performance Computing Center and observed that the granularity of coarse level data decomposition, which affects the coarse level concurrency, has a significant influence on the performance of the algorithm. With the proper value of granularity, the algorithm expresses impressive performance potential and is scalable to 30 distributed memory compute nodes with 20 cores each (the maximum number of nodes available for us in the experiments). (C) 2016 The Authors. Published by Elsevier Ltd.

关键词： hybrid programming Parallel Mesh Generation Nested Master-Worker Model Two-Level Parallelization

来源：评论

学校读者我要写书评

暂无评论

Realization of Wave Direction Estimation on Upper Computer Software of Acoustics Wave Gauge 8

Realization of Wave Direction Estimation on Upper Computer S...

引用

8th IEEE International Conference on Software Engineering and Service Science (ICSESS)

作者： Zhao, Bin Zheng, Wei Hui, Li Yang, Ying Lu, Chengji Yang, Li Wang, Zhi Ran, Xiangtao Shandong Acad Sci Inst Oceanog Instrumentat Shandong Prov Key Lab Ocean Environm Monitoring T Qingdao Shandong Peoples R China

ISBN: (纸本)9781538604977

The paper works on realization of wave direction estimation algorithm on upper computer software of acoustics wave gauge, now existing software is based on Delphi. Considering the scientific computing ability of Delphi is poor, and wave direction estimation algorithm is complicated, it is hard to realize the algorithm on Delphi. The paper adopts hybrid programming based on Delphi and Matlab to realize the algorithm, respectively using powerful scientific computing ability of Matlab, and good man-machine interface of Delphi. The research shows that the method is feasible, the upper computer software can accurately estimate wave direction, the method is relatively simple, and the development cycle is short.

关键词： acoustics wave gauge wave direction estimation Delphi Matlab hybrid programming upper computer software

来源：评论

学校读者我要写书评

暂无评论

Performance Analysis of AES on CPU-GPU Heterogeneous Systems 10th

Performance Analysis of AES on CPU-GPU Heterogeneous Systems

引用

10th Conference on Cloud Computing, Big Data and Emerging Topics (JCC-BD and ET)

作者： Sanz, Victoria Pousa, Adrian Naiouf, Marcelo De Giusti, Armando Natl Univ La Plata III LIDI Sch Comp Sci La Plata Argentina CIC Buenos Aires DF Argentina Consejo Nacl Invest Cient & Tecn Buenos Aires DF Argentina

ISBN: (纸本)9783031145995;9783031145988

AES is one of the most widely used encryption algorithms. With the ever-increasing amount of sensitive data that need protection, it is natural to turn to parallel AES solutions that exploit emerging architectures and reduce encryption time. In this paper, we present a collaborative implementation of AES (PAES-CPU-MultiGPU) for CPU-GPU heterogeneous systems. PAES-CPU-MultiGPU takes advantage of the hardware support for AES provided by modern CPU cores and, at the same time, benefits from the GPUs available on these systems. We compare the performance of our proposal with that of two other solutions that use only the CPU cores (PAES-CPU) and only the GPUs of the system (PAES-MultiGPU). The results reveal that PAES-CPU-MultiGPU achieves an overall performance similar to that of PAES-CPU, but using fewer CPU cores, outperforming by far PAES-MultiGPU. Also, PAES-CPU-MultiGPU outperforms PAES-CPU when an amount of CPU cores similar to that of commodity multicore machines is used.

关键词： Advanced Encryption Standard Data protection CPU-GPU Heterogeneous Systems CPU-GPU Collaborative Computing hybrid programming

来源：评论

学校读者我要写书评

暂无评论

hybrid CPU-GPU Solver for Gradient Domain Processing of Massive Images

Hybrid CPU-GPU Solver for Gradient Domain Processing of Mass...

引用

17th IEEE International Conference on Parallel and Distributed Systems (ICPADS)

作者： Philip, Sujin Summa, Brian Pascucci, Valerio Bremer, Peer-Timo Sci Comp & Imaging Inst Salt Lake City UT USA Lawrence Livermore Natl Lab Livermore CA USA

ISBN: (纸本)9780769545769

Gradient domain processing is a computationally expensive image processing technique. Its use for processing massive images, giga or terapixels in size, can take several hours with serial techniques. To address this challenge, parallel algorithms are being developed to make this class of techniques applicable to the largest images available with running times that are more acceptable to the users. To this end we target the most ubiquitous form of computing power available today, which is small or medium scale clusters of commodity hardware. Such clusters are continuously increasing in scale, not only in the number of nodes, but also in the amount of parallelism available within each node in the form of multicore CPUs and GPUs. In this paper we present a hybrid parallel implementation of gradient domain processing for seamless stitching of gigapixel panoramas that utilizes MPI, threading and a CUDA based GPU component. We demonstrate the performance and scalability of our implementation by presenting results from two GPU clusters processing two large data sets.

关键词： hybrid programming gpgpu cluster gradient domain image processing

来源：评论

学校读者我要写书评

暂无评论

Transforming an Internal Textual DSL into a Blended Modelling Environment 2

Transforming an Internal Textual DSL into a Blended Modellin...

引用

2nd ACM SIGPLAN International Workshop on programming Abstractions and Interactive Notations, Tools, and Environments (PAINT)

作者： Mifsud, Aleandro Samaritaki, Georgia Tikhonova, Ulyana Stoel, Jouke Univ Amsterdam Amsterdam Netherlands Axini Rotterdam Netherlands

ISBN: (纸本)9798400703997

Blended Modelling seamlessly integrates textual and visual representations of models, overcoming the limitations of either individually. This approach allows for greater complexity in coding while also lowering the entry barrier for less-technical users. While existing literature primarily focuses on external Domain Specific Languages (DSLs), there is a gap in the literature when it comes to incorporating internal DSLs into a Blended Modelling Environment, since migrating an internal DSL to an external DSL may not be feasible due to the internal DSL utilising many features of its host language. We focus on leveraging the Axini Modelling Language (AML), an industry-established internal DSL that is based on Ruby. By leveraging Ruby's meta-language features, we transform AML into a Blended Modelling Environment, enabling real-time synchronization between the textual and visual representations of the model and ensuring instant reflection of updates across both models. To validate the usability of the solution, we conduct two case studies, demonstrating the seamless integration of the textual and visual models. Additionally, we develop a prototype Ruby API, facilitating the transformation of models into a parseable notation and ensuring synchronization of all nodes within the models. We also developed a web application as a platform for the textual and visual models, serving as a foundation for blended modelling environments. This work contributes to the field of blended modelling, providing practical demonstrations and laying the groundwork for further research and development in interactive modelling environments specifically based on internal DSLs.

关键词： blended modelling internal domain-specific languages hybrid programming bi-directional programming

来源：评论

学校读者我要写书评

暂无评论

Efficient Pattern Matching on CPU-GPU Heterogeneous Systems 19th

Efficient Pattern Matching on CPU-GPU Heterogeneous Systems

引用

19th International Conference on Algorithms and Architectures for Parallel Processing (ICA3PP)

作者： Sanz, Victoria Pousa, Adrian Naiouf, Marcelo De Giusti, Armando Natl Univ La Plata Sch Comp Sci III LIDI La Plata Argentina CIC Buenos Aires DF Argentina Consejo Nacl Invest Cient & Tecn Buenos Aires DF Argentina

ISBN: (纸本)9783030389918;9783030389901

Pattern matching algorithms are used in several areas such as network security, bioinformatics and text mining, where the volume of data is growing rapidly. In order to provide real-time response for large inputs, high-performance computing should be considered. In this paper, we present a novel hybrid pattern matching algorithm that efficiently exploits the computing power of a heterogeneous system composed of multicore processors and multiple graphics processing units (GPUs). We evaluate the performance of our algorithm on a machine with 36 CPU cores and 2 GPUs and study its behaviour as the data size and the number of processing resources increase. Finally, we compare the performance of our proposal with that of two other algorithms that use only the CPU cores and only the GPUs of the system respectively. The results reveal that our proposal outperforms the other approaches for data sets of considerable size.

关键词： Pattern matching CPU-GPU computing CPU-GPU heterogeneous systems hybrid programming Aho-Corasick

来源：评论

学校读者我要写书评

暂无评论

Creative write-ins at academic libraries: Fostering virtual and in-person space for writers and the potential for multi-directional learning

引用

JOURNAL OF ACADEMIC LIBRARIANSHIP 2024年第5期50卷

作者： Power, Helen Univ Saskatchewan Room 2B41 Engn Bldg 57 Campus Dr Saskatoon SK S7N 5A9 Canada

In 2022, the University of Saskatchewan's University Library in Saskatoon, Canada launched the Creative WriteIns program, which invites creative writers from the university and the broader community to come to the university library to work on their projects. The two-hour, monthly program adopted an informal community of practice (CoP) model, since it allowed for multi -directional learning along the spectrum of participants, from experienced writers to hobbyists. This paper will discuss the intrinsic case study of these hybrid creative write-ins through the lens of Wenger et al.'s (2002) CoP model. Reflections include the lessons learned, areas for improvement, perspectives on how academic libraries can collaborate with external partners, and reflections on how this program demonstrated the potential for multi -directional learning.

关键词： Write-ins Creative writing Library programming Academic libraries Community building Community engagement Alumni engagement hybrid programming

来源：评论

学校读者我要写书评

暂无评论

Guided installation of basic linear algebra routines in a cluster with manycore components

Guided installation of basic linear algebra routines in a cl...

引用

Euro-Par Conference / 7th International Workshop on programming Models and Applications for Multicores and Manycores (PMAM) held in conjunction with the 21st SIGPLAN Symposium on Principles and Practice of Parallel programming (PPoPP)

作者： Cuenca, J. Garcia, L. P. Gimenez, D. Herrera, F. J. Univ Murcia Dept Engn & Technol Comp Murcia Spain Tech Univ Cartagena Serv Support Technol Res Murcia Spain Univ Murcia Dept Comp & Syst Murcia Spain

Computational systems are nowadays composed of basic computational components that share multiprocessors and coprocessors of different types, typically several graphics processing units (GPUs) or many integrated cores (MICs), and those computational components are combined in heterogeneous clusters of nodes with different characteristics, including coprocessors of different types, with varying numbers of nodes at different speeds. The software previously developed and optimized for simpler system needs to be redesigned and reoptimized for these new, more complex systems. The adaptation to hybrid multicore+multiGPU and multicore+multiMIC of autotuning techniques for basic linear algebra routines is analyzed. The matrix-matrix multiplication kernel, which is optimized for different computational system components through guided experimentation, is studied. The routine is installed for each node in the cluster, and the information generated from individual installations may be used for a hierarchical installation in a cluster. The basic matrix-matrix multiplication may, in turn, be used inside higher level routines, which delegate their efficient execution to the optimization of the lower level routine. Experimental results are satisfactory in different multicore+multiGPU and multicore+multiMIC systems. So the guided search of execution configurations for satisfactory execution times proves to be a useful tool for heterogeneous systems, where the complexity of the system means a correct use of highly efficient routines and libraries is difficult.

关键词： autotuning heterogeneous computing hybrid programming parallel linear algebra manycore

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：