This paper discusses the implementation and performance of a parallel algorithm for pricing discrete Asian options. Using a partial differential equation (PDE) based method, one attempts to solve simultaneously many P...
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In this paper, we first present an O(n + m)-time sequential algorithm to solve the Hamiltonian problem on a distance-hereditary graph G, where n and m are the number of vertices and edges of G, respectively. This algo...
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In this paper, we first present an O(n + m)-time sequential algorithm to solve the Hamiltonian problem on a distance-hereditary graph G, where n and m are the number of vertices and edges of G, respectively. This algorithm is faster than the previous best known algorithm for the problem which takes O(n(2)) time. We also give an efficient parallel implementation of our sequential algorithm. Moreover, if G is represented by its decomposition tree form, the problem can be solved optimally in O(log n) time using O((n + m)l log n) processors on an EREW PRAM. (c) 2005 Elsevier B.V. All rights reserved.
A new variant of the FETI method for numerical solution of elliptic PDE is presented. The basic idea is to simplify inversion of the stiffness matrices of subdomains by using Lagrange multipliers not only for gluing t...
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A new variant of the FETI method for numerical solution of elliptic PDE is presented. The basic idea is to simplify inversion of the stiffness matrices of subdomains by using Lagrange multipliers not only for gluing the subdomains along the auxiliary interfaces, but also for implementation of the Dirichlet boundary conditions. Results of numerical experiments are presented which indicate that the new method may be even more efficient then the original FETI. Copyright (C) 2006 John Wiley & Sons, Ltd.
Expressed sequence tags, abbreviated as ESTs, are DNA molecules experimentally derived from expressed portions of genes. Clustering of ESTs is essential for gene recognition and for understanding important genetic var...
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Expressed sequence tags, abbreviated as ESTs, are DNA molecules experimentally derived from expressed portions of genes. Clustering of ESTs is essential for gene recognition and for understanding important genetic variations such as those resulting in diseases. In this paper, we present the algorithmic foundations and implementation of PaCE, a parallel software system we developed for large-scale EST clustering. The novel features of our approach include 1) design of space-efficient algorithms to limit the space required to linear in the size of the input data set, 2) a combination of algorithmic techniques to reduce the total work without sacrificing the quality of EST clustering, and 3) use of parallel processing to reduce runtime and facilitate clustering of large data sets. Using a combination of these techniques, we report the clustering of 327,632 rat ESTs in 47 minutes, and 420,694 Triticum aestivum ESTs in 3 hours and 15 minutes, using a 60-processor IBM xSeries cluster. These problems are well beyond the capabilities of state-of-the-art sequential software. We also present thorough experimental evaluation of our software including quality assessment using benchmark Arabidopsis EST data.
The suffix tree is a key data structure for biological sequence analysis, since it permits efficient solutions to many string-based problems. Constructing large suffix trees is challenging because of high memory overh...
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The suffix tree is a key data structure for biological sequence analysis, since it permits efficient solutions to many string-based problems. Constructing large suffix trees is challenging because of high memory overheads and poor memory locality. Even though efficient suffix tree construction algorithms exist, their run-time is still very high for long DNA sequences such as whole human chromosomes. In this paper, we are using a hierarchical grid system as a computational platform in order to reduce this run-time significantly. To achieve an efficient mapping onto this type of architecture we introduce a parallel suffix tree construction algorithm that makes use of a new data structure called the common prefix suffix tree. Using this algorithm together with a dynamic load balancing strategy we show that our distributed grid implementation leads to significant run-time savings. (C) 2006 Elsevier Inc. All rights reserved.
Laminar methane-air diffusion flame was simulated by coupling a method of lines based parallel direct numerical simulation code with a radiation code based on method of lines solution of discrete ordinates method. The...
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Laminar methane-air diffusion flame was simulated by coupling a method of lines based parallel direct numerical simulation code with a radiation code based on method of lines solution of discrete ordinates method. The predictions of the code are validated against experimental data as well as numerical results of the same code without radiation model. Comparisons show that incorporation of radiation code to the computational fluid dynamics code results in a significant improvement in the predicted temperatures. Transient results exhibit the physically expected trends. The coupled code is a promising tool for the simulation of transient reacting radiating flows. (c) 2006 Elsevier SAS. All rights reserved.
parallel Givens sequences for computing the QR decomposition of an m x n (m > n) matrix are considered. The Givens rotations operate on adjacent planes. A pipeline strategy for updating the pair of elements in the ...
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parallel Givens sequences for computing the QR decomposition of an m x n (m > n) matrix are considered. The Givens rotations operate on adjacent planes. A pipeline strategy for updating the pair of elements in the affected rows of the matrix is employed. This allows a Givens rotation to use rows that have been partially updated by previous rotations. Two new Givens schemes, based on this pipeline approach, and requiring respectively n n(2)/2 and n processors, are developed. Within this context a performance analysis on an exclusive-read, exclusive-write (EREW) parallel random access machine (PRAM) computational model establishes that the proposed schemes are twice as efficient as existing Givens sequences. (c) 2005 Elsevier B.V. All rights reserved.
An extension of the classical concept of unimodality was recently proposed in [4] and slightly modified in [5]. Here we present a numerical method based on the idea of bisection for determining the minimum points of a...
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An extension of the classical concept of unimodality was recently proposed in [4] and slightly modified in [5]. Here we present a numerical method based on the idea of bisection for determining the minimum points of a real unimodal function on a set. A serial and a parallel algorithm are given.
This paper presents a new multicast path-based algorithm, referred to here as the Qualified Groups (QG for short), which can achieve a high degree of parallelism and low communication latency over a wide range of traf...
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This paper presents a new multicast path-based algorithm, referred to here as the Qualified Groups (QG for short), which can achieve a high degree of parallelism and low communication latency over a wide range of traffic loads in the mesh. The QG algorithm relies on a new approach that divides the destinations in a way that balances the traffic load on network channels during the propagation of the multicast message. Results from extensive simulations under a variety of working conditions confirm that the QG algorithm exhibits Superior performance characteristics over those of some well-known existing algorithms, such as dual-path, multiple-path, and column-path algorithm. (C) 2006 Elsevier B.V. All rights reserved.
This work analyzes the relative advantages of different metaheuristic approaches to the well-known natural language processing problem of part-of-speech tagging. This consists of assigning to each word of a text its d...
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This work analyzes the relative advantages of different metaheuristic approaches to the well-known natural language processing problem of part-of-speech tagging. This consists of assigning to each word of a text its disambiguated part-of-speech according to the context in which the word is used. We have applied a classic genetic algorithm (GA), a CHC algorithm, and a simulated annealing (SA). Different ways of encoding the solutions to the problem (integer and binary) have been studied, as well as the impact of using parallelism for each of the considered methods. We have performed experiments on different linguistic corpora and compared the results obtained against other popular approaches plus a classic dynamic programming algorithm. Our results claim for the high performances achieved by the parallel algorithms compared to the sequential ones, and state the singular advantages for every technique. Our algorithms and some of its components can be used to represent a new set of state-of-the-art procedures for complex tagging scenarios. (c) 2006 Elsevier B.V. All rights reserved.
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