The sequential Monte Carlo (smc) methods have been widely used for modern scientific computation. Bayesian model comparison has been successfully applied in many fields. Yet there have been few researches on the use of smc for the purpose of Bayesian model comparison. This thesis studies different smc strategies for Bayesian model computation. In addition, various […]

July 28, 2014 by hgpu

Two new algorithms for numerical solution of static Hamilton-Jacobi equations are presented. These algorithms are designed to work efficiently on different parallel computing architectures, and numerical results for multicore CPU and GPU implementations are reported and discussed. The numerical experiments show that the proposed solution strategies scale well with the computational power of the hardware. […]

July 26, 2014 by hgpu

CONTEXT: Reinforcement Learning (RL) is a time consuming effort that requires a lot of computational power as well. There are mainly two approaches to improving RL efficiency, the theoretical mathematics and algorithmic approach or the practical implementation approach. In this study, the approaches are combined in an attempt to reduce time consumption. OBJECTIVES: We investigate […]

July 9, 2014 by hgpu

Parallel computing is a topic that became very popular in the last few decades. Parallel computers are being used in many different areas of science such as astrophysics, climate modelling, quantum chemistry, fluid dynamics and medicine. Parallel programming is a type of programming where computations can be performed concurrently on different processors or devices. There […]

July 7, 2014 by hgpu

This paper deals with a Galerkin-based multi-scale time integration of a viscoelastic rope model. Using Hamilton’s dynamical formulation, Newton’s equation of motion as a second-order partial differential equation is transformed into two coupled first order partial differential equations in time. The considered finite viscoelastic deformations are described by means of a deformation-like internal variable determined […]

April 24, 2014 by hgpu

This paper presents initial experiments in implementing two notable matrix multiplication algorithms – the DNS algorithm and Cannon’s algorithm – using NVIDIA’s general-purpose graphics processing units (GPGPUs) and CUDA development platform. We demonstrate that these implementations are comparable with traditional methods in terms of computational expense and may scale better than traditional techniques.

April 3, 2014 by hgpu

This report gives a brief introduction to the interpolation with radial basis functions and it’s application to the deformation of computational grids. The FGP algorithm is quoted as an iterative method for the calculation of the interpolation coefficients. A multipole method is described for the efficient approximation of the required matrix-vector product. Results are presented […]

March 25, 2014 by hgpu

Massively parallel processors, such as graphical processing units (GPUs), have in recent years proven to be effective for a vast amount of scientific appli- cations. Today, most desktop computers are equipped with one or more pow- erful GPUs, offering heterogeneous high-performance computing to a broad range of scientific researchers and software developers. Though GPUs are […]

March 12, 2014 by apek

We discuss the development, verification, and performance of a GPU accelerated discontinuous Galerkin method for the solutions of two dimensional nonlinear shallow water equations. The shallow water equations are hyperbolic partial differential equations and are widely used in the simulation of tsunami wave propagations. Our algorithms are tailored to take advantage of the single instruction […]

March 10, 2014 by hgpu

We present an efficient, robust and fully GPU-accelerated aggregation-based algebraic multigrid preconditioning technique for the solution of large sparse linear systems. These linear systems arise from the discretization of elliptic PDEs. The method involves two stages, setup and solve. In the setup stage, hierarchical coarse grids are constructed through aggregation of the fine grid nodes. […]

March 10, 2014 by hgpu

The turbulent transport of a passive scalar is an important and challenging problem in many applications in fluid mechanics. It involves different range of scales in the fluid and in the scalar and requires important computational resources. In this work we show how hybrid numerical methods, combining Eulerian and Lagrangian schemes, are natural tools to […]

March 3, 2014 by hgpu

Great strides have been made in recent years in the search for ever larger prime Generalized Fermat Numbers (GFN). We briefly review the history of the GFN prime search, and describe new implementations of the ‘Genefer’ software (now available as open source) using CUDA and optimised CPU assembler which have underpinned this unprecedented progress. The […]

February 27, 2014 by hgpu