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Pricing a multi-asset derivative is an important problem in financial engineering, both theoretically and practically. Although it is suitable to numerically solve partial differential equations to calculate the prices of certain types of…
Microprocessor roadmaps clearly show a trend towards multiple core CPUs. Modern operating systems already make use of these CPU architectures by distributing tasks between processing cores thereby increasing system performance. This review…
The quantum multicomputer consists of a large number of small nodes and a qubus interconnect for creating entangled state between the nodes. The primary metric chosen is the performance of such a system on Shor's algorithm for factoring…
A quantitative first-principles description of complex substitutional materials like alloys is challenging due to the vast number of configurations and the high computational cost of solving the quantum-mechanical problem. Therefore,…
We address the problem of recovering multiple structures of different classes in a dataset contaminated by noise and outliers. In particular, we consider geometric structures defined by a mixture of underlying parametric models (e.g. planes…
With technology scaling, the size of cache systems in chip-multiprocessors (CMPs) has been dramatically increased to efficiently store and manipulate a large amount of data in future applications and decrease the gap between cores and…
In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes…
The latest trends in high-performance computing systems show an increasing demand on the use of a large scale multicore systems in a efficient way, so that high compute-intensive applications can be executed reasonably well. However, the…
This paper presents the interesting observation that by performing fewer of the optimizations available in a standard compiler optimization level such as -O2, while preserving their original ordering, significant savings can be achieved in…
In recent years, various computing-in-memory (CIM) processors have been presented, showing superior performance over traditional architectures. To unleash the potential of various CIM architectures, such as device precision, crossbar size,…
We propose a modular quantum computation architecture based on utilizing multipartite entanglement. Each module consists of a small-scale quantum computer comprising data, memory and entangling qubits. Entangling qubits are used to…
Probing correlated states of many-body systems is one of the central tasks for quantum simulators and processors. A promising approach to state preparation is to realize desired correlated states as steady states of engineered dissipative…
Fundamental theories and practical methods for large-scale electronic structure calculations are given, in which the computational cost is proportional to the system size. Accuracy controlling methods for microscopic freedoms are focused on…
In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…
The smart integrated systems of tomorrow would demand a combination of micromechanical components and traditional electronics. On-chip solutions will be the ultimate goal. One way of making such systems is to implement the mechanical parts…
In this paper we propose and analyse a method for estimating three quantities related to an Asian option: the fair price, the cumulative distribution function, and the probability density. The method involves preintegration with respect to…
A coarse-grained multi-blob description of polymer solutions is presented, based on soft, transferable effective interactions between bonded and non-bonded blobs. The number of blobs is chosen such that the blob density does not exceed…
This paper analyzes the performance of multicell massive multiple-input and multiple-output (MIMO) systems with variable-resolution analog-to-digital converters (ADCs). In such an architecture, each ADC uses arbitrary quantization…
Reliability has become an increasing concern in modern computing. Integrated circuits (ICs) are the backbone of modern computing devices across industries, including artificial intelligence (AI), consumer electronics, healthcare,…
This paper introduces a methodology to develop energy models for the design space exploration of embedded many-core systems. The design process of such systems can benefit from sophisticated models. Software and hardware can be specifically…