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The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid…

Computational Finance · Quantitative Finance 2016-11-28 Tetsuya Takaishi

We present a SED model of dusty galaxies, in which the equation of radiative transfer is solved by assuming spherical symmetry. The temperature fluctuation of very small dust particles is calculated consistently with the radiative transfer.…

Astrophysics · Physics 2015-06-24 Toshinobu Takagi , Vladas Vansevicius , Nobuo Arimoto

We develop a self-consistent model for the equilibrium gas temperature and size-dependent dust temperature in cold, dense pre-stellar cores, assuming an arbitrary power-law size distribution of dust grains. Compact analytical expressions…

Astrophysics of Galaxies · Physics 2019-11-06 Alexei V. Ivlev , Kedron Silsbee , Olli Sipilä , Paola Caselli

We accelerated an ab-initio molecular QMC calculation by using GPGPU. Only the bottle-neck part of the calculation is replaced by CUDA subroutine and performed on GPU. The performance on a (single core CPU + GPU) is compared with that on a…

Computational Physics · Physics 2012-04-06 Yutaka Uejima , Tomoharu Terashima , Ryo Maezono

The implementation of a full electronic structure calculation code on a hybrid parallel architecture with Graphic Processing Units (GPU) is presented. The code which is on the basis of our implementation is a GNU-GPL code based on…

Gravitational lensing calculation using a direct inverse ray-shooting approach is a computationally expensive way to determine magnification maps, caustic patterns, and light-curves (e.g. as a function of source profile and size). However,…

Instrumentation and Methods for Astrophysics · Physics 2009-09-28 Alexander C. Thompson , Christopher J. Fluke , David G. Barnes , Benjamin R. Barsdell

Simulating the dust content of galaxies and their surrounding gas is challenging due to the wide range of physical processes affecting the dust evolution. Here we present cosmological hydrodynamical simulations of a cluster of galaxies,…

Astrophysics of Galaxies · Physics 2019-07-09 Mark Vogelsberger , Ryan McKinnon , Stephanie O'Neil , Federico Marinacci , Paul Torrey , Rahul Kannan

We present a new numerical scheme to solve the transfer of diffuse radiation on three-dimensional mesh grids which is efficient on processors with highly parallel architecture such as recently popular GPUs and CPUs with multi- and many-core…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 Satoshi Tanaka , Kohji Yoshikawa , Takashi Okamoto , Kenji Hasegawa

Real-time remote sensing applications like search and rescue missions, military target detection, environmental monitoring, hazard prevention and other time-critical applications require onboard real time processing capabilities or…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-25 Mahmoud Hossam

We consider differential Lyapunov and Riccati equations, and generalized versions thereof. Such equations arise in many different areas and are especially important within the field of optimal control. In order to approximate their…

Numerical Analysis · Mathematics 2018-10-23 Hermann Mena , Lena-Maria Pfurtscheller , Tony Stillfjord

The temperature of interstellar dust particles is of great importance to astronomers. It plays a crucial role in the thermodynamics of interstellar clouds, because of the gas-dust collisional coupling. It is also a key parameter in…

Astrophysics of Galaxies · Physics 2017-08-09 S. Hocuk , L. Szucs , P. Caselli , S. Cazaux , M. Spaans , G. B. Esplugues

We outline how auxiliary-field quantum Monte Carlo (AFQMC) can leverage graphical processing units (GPUs) to accelerate the simulation of solid state sytems. By exploiting conservation of crystal momentum in the one- and two-electron…

Computational Physics · Physics 2020-08-21 Fionn D. Malone , Shuai Zhang , Miguel A. Morales

In this work, we evaluate the energy usage of fully embedded medical diagnosis aids based on both segmentation and classification of medical images implemented on Edge TPU and embedded GPU processors. We use glaucoma diagnosis based on…

Monte Carlo algorithms are frequently used in atomistic simulations, including for computation of magnetic parameter temperature dependences in multiscale simulations. Even though parallelization strategies for Monte Carlo simulations of…

Mesoscale and Nanoscale Physics · Physics 2021-09-15 Serban Lepadatu , George McKenzie , Tim Mercer , Callum Robert MacKinnon , Philip Raymond Bissell

We present simulations of Far Infrared (FIR) emission by dust in spiral galaxies, based on the Monte Carlo radiative transfer code of Bianchi, Ferrara & Giovanardi (1996). The radiative transfer is carried out at several wavelength in the…

Astrophysics · Physics 2007-05-23 S. Bianchi , J. I. Davies , P. B. Alton

We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel…

Computation · Statistics 2015-05-05 Anthony Lee , Christopher Yau , Michael B. Giles , Arnaud Doucet , Christopher C. Holmes

Accurate temperature calculations for circumstellar disks are particularly important for their chemical evolution. Their temperature distribution is determined by the optical properties of the dust grains, which, among other parameters,…

Solar and Stellar Astrophysics · Physics 2017-07-26 S. Heese , S. Wolf , A. Dutrey , S. Guilloteau

General-purpose Computing on Graphics Processing Units (GPGPU) has been introduced to many areas of scientific research such as bioinformatics, cryptography, computer vision, and deep learning. However, computing models in the High-energy…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-23 Max Isacson , Mattias Ellert , Richard Brenner

There has been growing observational evidence for the presence of condensates in the atmospheres and/or comet-like tails of extrasolar planets. As a result, systematic and homogeneous tables of dust properties are useful in order to…

Earth and Planetary Astrophysics · Physics 2015-11-17 Jan Budaj , Miroslav Kocifaj , Raquel Salmeron , Ivan Hubeny

We present and analyse high-quality SCUBA 850- and 450-um images of 14 local spiral galaxies, including the detection of dust well out into the extended disk in many cases. We use these data in conjunction with published far-IR flux…

Astrophysics · Physics 2009-11-10 J. A. Stevens , M. Amure , W. K. Gear
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