In this paper we present and evaluate a Fourier-based sparse grid method for pricing multi-asset options. This involves computing multidimensional integrals efficiently and we do it by the Fast Fourier Transform. We also propose and evaluate ways to deal with the curse of dimensionality by means of parallel partitioning of the Fourier transform and by incorporating a parallel sparse grids metho...

This paper discusses the influence of the partitioning of parallel resources in a computational grid on the quality of the schedule. To this end, several machine configurations have been simulated with different parallel job workloads which were extracted from real traces. The quality of the parallel job scheduling is measured by the average weighted response or waiting time. The results show t...

The parallelization of the solution algorithm for the set of continuity, Navier–Stokes and turbulence model equations is carried out by parallelization in space, that means by application of the domain decomposition or grid partitioning method. Using a block-structured grid the flow domain is partitioned in a number of subdomains. Usually the number of grid blocks exceeds the number of processo...

A highly parallelizable domain decomposition solution technique for adaptive hp finite element methods is developed. The technique uses good partitioning strategies and a subspace decomposition based preconditioned iterative solver, Two level orthogonalization is used to obtain a reduced system which is preconditioned by a coarse grid operator. Numerical results show fast cOIl\'ergence for the ...

An ACO Inspired Strategy to Improve Jobs Scheduling in a Grid Environment p. 30 Architecture Aware Partitioning Algorithms p. 42 A Simple and Efficient Fault-Tolerant Adaptive Routing Algorithm for Meshes p. 54 Deadlock-Free Adaptive Routing in 2D Tori with a New Turn Model p. 58 Neighbourhood Broadcasting and Broadcasting on the (n, k)-Star Graph p. 70 Fault Tolerance in the Biswapped Network ...

We present a block data decomposition algorithm for two-dimensional grid problems. Our method includes load balancing to accommodate heterogeneous processors, and we characterize the conditions that must be met for our partitioning strategy to be of value. While we concentrate on the workstation network model of parallel processing because of its high communication costs and inherent heterogene...

This paper examine that the geographic routing protocols are used in the mobile ad hoc networks. In routing protocols defines that each node identify the position of one hop neighbours, and also the packets are forwarded to a neighbours that is closer to the destination. This forwarding strategy should prevent radio communications between node. However, inexpensive position devices do not provi...

Implicit surface networks, such as arrangements of implicit surfaces and materials interfaces, are used for modeling piecewise smooth or partitioned shapes. However, accurate numerically robust algorithms discretizing either structure on a grid still lacking. We present unified approach computing both types networks linear functions defined tetrahedral grid. Both guaranteed to produce correct c...

1 Abstract In this paper realization aspects of borders in a mixed-mode CNN with the grid size smaller than the input data are evaluated. Ways of fractioning the input data into blocks are overviewed. Implications of the partitioning to hardware realization of borders of CNN are discussed. Also, a border cell design is shown with boundaries between blocks virtually connected to each other so th...

With the enormous amount of data available for geographic spatial analysis, parallel processing enhances the capabilities for processing large amounts of data and intensive computer bound algorithms. The author examines data structures, load balancing, data partitioning, algorithms, and performance for Geographic Information/Imaging Systems. The R-tree data structure and Triangulated Irregular ...