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In this paper, we develop a new parallel auxiliary grid algebraic multigrid (AMG) method to leverage the power of graphic processing units (GPUs). In the construction of the hierarchical coarse grid, we use a simple and fixed coarsening…
The answers to data assimilation questions can be expressed as path integrals over all possible state and parameter histories. We show how these path integrals can be evaluated numerically using a Markov Chain Monte Carlo method designed to…
Molecular dynamics facilitates the simulation of a complex system to be analyzed at molecular and atomic levels. Simulations can last a long period of time, even months. Due to this cause the graphics processing units (GPUs) and multi-core…
GPUs in High-Performance Computing systems remain under-utilised due to the unavailability of schedulers that can safely schedule multiple applications to share the same GPU. The research reported in this paper is motivated to improve the…
Simulating a single trajectory of a dynamical system under some state-dependent policy is a core bottleneck in policy optimization (PO) algorithms. The many inherently serial policy evaluations that must be performed in a single simulation…
GPUs are uniquely suited to accelerate (SQL) analytics workloads thanks to their massive compute parallelism and High Bandwidth Memory (HBM) -- when datasets fit in the GPU HBM, performance is unparalleled. Unfortunately, GPU HBMs remain…
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…
Value iteration can find the optimal replenishment policy for a perishable inventory problem, but is computationally demanding due to the large state spaces that are required to represent the age profile of stock. The parallel processing…
It has been widely accepted that Graphics Processing Units (GPU) is one of promising schemes for encryption acceleration, in particular, the support of complex mathematical calculations such as integer and logical operations makes the…
We design, implement, and evaluate GPU-based algorithms for the maximum cardinality matching problem in bipartite graphs. Such algorithms have a variety of applications in computer science, scientific computing, bioinformatics, and other…
Evolutionary computing (EC) has proven to be effective in solving complex optimization and robotics problems. Unfortunately, typical Evolutionary Algorithms (EAs) are constrained by the computational capacity available to researchers. More…
This paper presents two conceptually simple methods for parallelizing a Parallel Tempering Monte Carlo simulation in a distributed volunteer computing context, where computers belonging to the general public are used. The first method uses…
Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…
Using GPUs as general-purpose processors has revolutionized parallel computing by offering, for a large and growing set of algorithms, massive data-parallelization on desktop machines. An obstacle to widespread adoption, however, is the…
The increasing scale and wealth of inter-connected data, such as those accrued by social network applications, demand the design of new techniques and platforms to efficiently derive actionable knowledge from large-scale graphs. However,…
The Cox proportional hazards model stands as a widely-used semi-parametric approach for survival analysis in medical research and many other fields. Numerous extensions of the Cox model have further expanded its versatility. Statistical…
'How can GPU acceleration be obtained as a service in a cluster?' This question has become increasingly significant due to the inefficiency of installing GPUs on all nodes of a cluster. The research reported in this paper is motivated to…
We examine the problem of optimizing classification tree evaluation for on-line and real-time applications by using GPUs. Looking at trees with continuous attributes often used in image segmentation, we first put the existing algorithms for…
Graphics Processing Units (GPUs) are now powerful and flexible systems adapted and used for other purposes than graphics calculations (General Purpose computation on GPU -- GPGPU). We present here a prototype to be integrated into…
The goal of this work is to parallelize the multistep scheme for the numerical approximation of the backward stochastic differential equations (BSDEs) in order to achieve both, a high accuracy and a reduction of the computation time as…