Posts
Aug, 13
Executing Process Networks on Heterogeneous Platforms using OpenCL
Upcoming heterogeneous systems ask for new programming paradigms. Abstracting the underlying hardware architecture is desirable in order to support productive software development. This thesis proposes a design flow and runtime-system for executing process networks on heterogeneous systems using OpenCL. Process networks are a popular model of computation for deterministic parallel programming and OpenCL is a […]
Aug, 13
Achieving Speedup in Aggregate Risk Analysis using Multiple GPUs
Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis’, can benefit from exploiting state-of-the-art high-performance computing platforms. In this paper, parallel methods to speed-up aggregate risk analysis for supporting real-time pricing are explored. An algorithm for analysing aggregate risk is proposed and implemented for multi-core […]
Aug, 13
29th ACM Symposium on Applied Computing, SAC 2014
Special track at SAC 2014 Embedded Systems: New Perspectives for Hardware, System Software, and Applications High performance embedded computing has recently become more and more present in devices used in everyday life. A wide variety of applications, from consumer electronics to biomedical systems, require building up powerful yet cheap embedded devices. In this context, embedded […]
Aug, 13
Faraday Discussions 169: Molecular simulations and visualization
Molecular simulations and visualization represent formidable communication and learning tools that could significantly speed up understanding of complex biomolecular systems. Interactive and immersive scientific computing includes aspects from the natural sciences, such as biology, chemistry and material sciences, and from the computational sciences, such as HPC architectures, graphical rendering, human-computer interaction, virtual reality and game […]
Aug, 13
GPU computing in MATLAB webinar (in Russian)
Softline and MathWorks invite you to participate in a free webinar, “GPU Computing in MATLAB”, which will be held on August 29 at 10:00 Moscow time. In this webinar, you will learn how to use the NVIDIA CUDA GPUs in your calculations in MATLAB with minimal code changes. Opportunities to work with MATLAB GPU is […]
Aug, 12
GPU Computing in Discrete Optimization. Part II: Survey Focused on Routing Problems
In many cases there is still a large gap between the performance of current optimization technology and the requirements of real world applications. As in the past, performance will improve through a combination of more powerful solution methods and a general performance increase of computers. These factors are not independent. Due to physical limits, hardware […]
Aug, 12
GPU Computing in Discrete Optimization. Part I: Introduction to the GPU
In many cases there is still a large gap between the performance of current optimization technology and the requirements of real world applications. As in the past, performance will improve through a combination of more powerful solution methods and a general performance increase of computers. These factors are not independent. Due to physical limits, hardware […]
Aug, 12
Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk
At the heart of the analytical pipeline of a modern quantitative insurance/reinsurance company is a stochastic simulation technique for portfolio risk analysis and pricing process referred to as Aggregate Analysis. Support for the computation of risk measures including Probable Maximum Loss (PML) and the Tail Value at Risk (TVAR) for a variety of types of […]
Aug, 12
Molecular Dynamics Simulation of Multi-Scale Flows on GPUs
The aim of the project described in this report was to integrate the Molecular Fluid Dynamics simulation package OpenFOAM with the molecular-modelling library OpenMM, in order to enable the execution of Molecular Fluid Dynamics simulations on Graphics Processing Units (GPUs). The reason for this integration, rather than a straightforward substitution of OpenFOAM with OpenMM, was […]
Aug, 12
A Memory Efficient Algorithm for Adaptive Multidimensional Integration with Multiple GPUs
We present a memory efficient algorithm and its implementation for solving multidimensional numerical integration on a cluster of compute nodes with multiple GPU devices per node. The effective use of shared memory is important for improving the performance on GPUs, because of the bandwidth limitation of the global memory. The best known sequential algorithm for […]
Aug, 12
A Parallel Algorithm for Calculation of Large Determinants with High Accuracy for GPUs and MPI clusters
We present a parallel algorithm for calculating very large determinants with arbitrary precision on computer clusters. This algorithm minimises data movements between the nodes and computes not only the determinant but also all minors corresponding to a particular row or column at a little extra cost, and also the determinants and minors of all submatrices […]
Aug, 10
Heterogeneous Computing for Real-Time Stereo Matching
Stereo matching is used in many computer vision applications such as 3D reconstruction, robot navigation, robotic surgery, 3-D video surveillance, and tracking object in 3D space. Real time stereo matching is difficult due to the heavy computation required for matching algorithms. In this paper a CPU/GPU heterogeneous computing platform is used to accelerate the processing […]

