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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

Massively parallel architectures such as the GPU are becoming increasingly important due to the recent proliferation of data. In this paper, we propose a key class of hybrid parallel graphlet algorithms that leverages multiple CPUs and GPUs…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-10-31 Ryan A. Rossi , Rong Zhou

Graphics Processing Unit, or GPUs, have been successfully adopted both for graphic computation in 3D applications, and for general purpose application (GP-GPUs), thank to their tremendous performance-per-watt. Recently, there is a big…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-03 Paolo Burgio

Computational Pangenomics is an emerging field that studies genetic variation using a graph structure encompassing multiple genomes. Visualizing pangenome graphs is vital for understanding genome diversity. Yet, handling large graphs can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-29 Jiajie Li , Jan-Niklas Schmelzle , Yixiao Du , Simon Heumos , Andrea Guarracino , Giulia Guidi , Pjotr Prins , Erik Garrison , Zhiru Zhang

The present work describes the development of heterogeneous GPGPU implicit CFD coupled solvers, encompassing both density- and pressure- based approaches. In this setup, the assembled linear matrix is offloaded onto multiple GPUs using…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-14 Stefano Oliani , Ettore Fadiga , Ivan Spisso , Luigi Capone , Federico Piscaglia

Heterogeneous graph neural networks (HGNNs) are essential for capturing the structure and semantic information in heterogeneous graphs. However, existing GPU-based solutions, such as PyTorch Geometric, suffer from low GPU utilization due to…

Hardware Architecture · Computer Science 2024-08-19 Meng Wu , Jingkai Qiu , Mingyu Yan , Wenming Li , Yang Zhang , Zhimin Zhang , Xiaochun Ye , Dongrui Fan

In this paper, we accelerate a gravitational physics numerical modelling application using hardware accelerators -- Cell processor and Tesla CUDA GPU. We describe these new technologies and our approach in detail, and then present our final…

General Relativity and Quantum Cosmology · Physics 2009-09-23 Gaurav Khanna , Justin McKennon

Subgraph matching has garnered increasing attention for its diverse real-world applications. Given the dynamic nature of real-world graphs, addressing evolving scenarios without incurring prohibitive overheads has been a focus of research.…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-31 Linshan Qiu , Lu Chen , Hailiang Jie , Xiangyu Ke , Yunjun Gao , Yang Liu , Zetao Zhang

This paper discusses the potential of graphics processing units (GPUs) in high-dimensional optimization problems. A single GPU card with hundreds of arithmetic cores can be inserted in a personal computer and dramatically accelerates many…

Computation · Statistics 2015-03-13 Hua Zhou , Kenneth Lange , Marc A. Suchard

Computational fluid dynamic simulations often produce large clusters of finite elements with non-trivial, non-convex boundaries and uneven distributions among compute nodes, posing challenges to compositing during interactive volume…

We present a scalable dissipative particle dynamics simulation code, fully implemented on the Graphics Processing Units (GPUs) using a hybrid CUDA/MPI programming model, which achieves 10-30 times speedup on a single GPU over 16 CPU cores…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-01 Yu-Hang Tang , George Em Karniadakis

Particle accelerator modeling is an important field of research and development, essential to investigating, designing and operating some of the most complex scientific devices ever built. Kinetic simulations of relativistic, charged…

Accelerator Physics · Physics 2024-05-02 Ryan T. Sandberg , Remi Lehe , Chad E. Mitchell , Marco Garten , Andrew Myers , Ji Qiang , Jean-Luc Vay , Axel Huebl

We present GFORS, a GPU-accelerated framework for large binary integer programs. It couples a first-order (PDHG-style) routine that guides the search in the continuous relaxation with a randomized, feasibility-aware sampling module that…

Optimization and Control · Mathematics 2025-11-03 Ningji Wei , Jiaming Liang

Solving discretized versions of the Dirac equation represents a large share of execution time in lattice Quantum Chromodynamics (QCD) simulations. Many high-performance computing (HPC) clusters use graphics processing units (GPUs) to offer…

High Energy Physics - Lattice · Physics 2024-07-02 Tilmann Matthaei

A novel Gibbs Markov random field for spatial data on Cartesian grids based on the modified planar rotator (MPR) model of statistical physics has been recently introduced for efficient and automatic interpolation of big data sets, such as…

Computational Physics · Physics 2019-10-21 Milan Žukovič , Michal Borovský , Matúš Lach , Dionissios T. Hristopulos

Geometric Semantic Genetic Programming (GSGP) is a state-of-the-art machine learning method based on evolutionary computation. GSGP performs search operations directly at the level of program semantics, which can be done more efficiently…

Neural and Evolutionary Computing · Computer Science 2021-06-09 Leonardo Trujillo , Jose Manuel Muñoz Contreras , Daniel E Hernandez , Mauro Castelli , Juan J Tapia

We propose a real-time pedestrian detection system for the embedded Nvidia Tegra X1 GPU-CPU hybrid platform. The pipeline is composed by the following state-of-the-art algorithms: Histogram of Local Binary Patterns (LBP) and Histograms of…

Computer Vision and Pattern Recognition · Computer Science 2016-11-08 Victor Campmany , Sergio Silva , Antonio Espinosa , Juan Carlos Moure , David Vázquez , Antonio M. López

We present the GPU calculation with the common unified device architecture (CUDA) for the Wolff single-cluster algorithm of the Ising model. Proposing an algorithm for a quasi-block synchronization, we realize the Wolff single-cluster Monte…

Computational Physics · Physics 2012-01-10 Yukihiro Komura , Yutaka Okabe

Diffusion models have exhibited exciting capabilities in generating images and are also very promising for video creation. However, the inference speed of diffusion models is limited by the slow sampling process, restricting its use cases.…

Computer Vision and Pattern Recognition · Computer Science 2024-12-05 XiuYu Zhang , Zening Luo , Michelle E. Lu

We present an accelerated pipeline, based on high-performance computing techniques and normalizing flows, for joint Bayesian parameter estimation and model selection and demonstrate its efficiency in gravitational wave astrophysics. We…

Instrumentation and Methods for Astrophysics · Physics 2024-11-01 Alicja Polanska , Thibeau Wouters , Peter T. H. Pang , Kaze K. W. Wong , Jason D. McEwen
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