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We present FlashFolio, a GPU-accelerated solver for single-period and multi-period portfolio optimization with factor-based risk modeling, bid-offer spread costs, and nonlinear market impact. These models are widely used in portfolio…

Optimization and Control · Mathematics 2026-04-27 Yilun Jiang , Haihao Lu , Zedong Peng , Jinwen Yang

The performance of discrete general purpose graphics processing units (GPGPUs) has been improving at a rapid pace. The PCIe interconnect that controls the communication of data between the system host memory and the GPU has not improved as…

Computational Physics · Physics 2019-05-15 Connor Kenyon , Glenn Volkema , Gaurav Khanna

GPU has a significantly higher performance in single-precision computing than that of double precision. Hence, it is important to take a maximal advantage of the single precision in the CG inverter, using the mixed precision method. We have…

Computational Physics · Physics 2011-11-02 Yong-Chull Jang , Hyung-Jin Kim , Weonjong Lee

The edge computing paradigm has emerged to handle cloud computing issues such as scalability, security and low response time among others. This new computing trend heavily relies on ubiquitous embedded systems on the edge. Performance and…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-28 Mohammad Hosseinabady , Mohd Amiruddin Bin Zainol , Jose Nunez-Yanez

We propose, implement, and experimentally evaluate a runtime middleware to support high-throughput execution on hybrid cluster machines of large-scale analysis applications. A hybrid cluster machine consists of computation nodes which have…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-18 George Teodoro , Tony Pan , Tahsin M. Kurc , Jun Kong , Lee A. D. Cooper , Joel H. Saltz

High fidelity Computational Fluid Dynamics simulations are generally associated with large computing requirements, which are progressively acute with each new generation of supercomputers. However, significant research efforts are required…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-07 R. Borrell , D. Dosimont , M. Garcia-Gasulla , G. Houzeaux , O. Lehmkuhl , V. Mehta , H. Owen , M. Vazquez , G. Oyarzun

Accurate performance estimation of future many-node machines is challenging because it requires detailed simulation models of both node and network. However, simulating the full system in detail is unfeasible in terms of compute and memory…

Performance · Computer Science 2024-01-19 Stijn Eyerman , Wim Heirman , Kristof Du Bois , Ibrahim Hur

Growing deployment of power and energy efficient throughput accelerators (GPU) in data centers demands enhancement of power-performance co-optimization capabilities of GPUs. Realization of exascale computing using accelerators requires…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-06 Nilanjan Goswami , Amer Qouneh , Chao Li , Tao Li

Graph Neural Networks (GNNs) have shown success in many real-world applications that involve graph-structured data. Most of the existing single-node GNN training systems are capable of training medium-scale graphs with tens of millions of…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-02 Yi-Chien Lin , Viktor Prasanna

Matrix multiplication is a foundational operation in scientific computing and machine learning, yet its computational complexity makes it a significant bottleneck for large-scale applications. The shift to parallel architectures, primarily…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-30 Mufakir Qamar Ansari , Mudabir Qamar Ansari

This paper compares quantum computing simulators running on a single CPU or GPU-based HPC node using the Quantum Volume benchmark commonly proposed for comparing NISQ systems. As simulators do not suffer from noise, the metric used in the…

It is shown micromagnetic and atomistic spin dynamics simulations can use multiple GPUs in order to reduce computation time, but also to allow for a larger simulation size than is possible on a single GPU. Whilst interactions which depend…

Mesoscale and Nanoscale Physics · Physics 2023-10-12 Serban Lepadatu

A heterogeneous CPU-GPU node is getting popular in HPC clusters. We need to rethink algorithms and optimization techniques for such system depending on the relative performance of CPU vs. GPU. In this paper, we report a performance…

Instrumentation and Methods for Astrophysics · Physics 2012-06-07 Naohito Nakasato , Go Ogiya , Yohei Miki , Masao Mori , Ken'ichi Nomoto

We introduce CaLES, a GPU-accelerated finite-difference solver designed for large-eddy simulations (LES) of incompressible wall-bounded flows in massively parallel environments. Built upon the existing direct numerical simulation (DNS)…

Fluid Dynamics · Physics 2024-11-18 Maochao Xiao , Alessandro Ceci , Pedro Costa , Johan Larsson , Sergio Pirozzoli

Advances in quantum simulator technology is increasingly required because research on quantum algorithms is becoming more sophisticated and complex. State vector simulation utilizes CPU and memory resources in computing nodes exponentially…

Quantum Physics · Physics 2024-09-04 Mikio Morita , Yoshinori Tomita , Junpei Koyama , Koichi Kimura

We scrutinize how to accelerate the bottleneck operations of Pythonic coupled cluster implementations performed on a \texttt{NVIDIA} Tesla V100S PCIe 32GB (rev 1a) Graphics Processing Unit (GPU). The \texttt{NVIDIA} Compute Unified Device…

Real-world node embedding applications often contain hundreds of billions of edges with high-dimension node features. Scaling node embedding systems to efficiently support these applications remains a challenging problem. In this paper we…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-19 Wanjing Wei , Yangzihao Wang , Pin Gao , Shijie Sun , Donghai Yu

As is intrinsic to the fundamental goal of quantum computing, classical simulation of quantum algorithms is notoriously demanding in resource requirements. Nonetheless, simulation is critical to the success of the field and a requirement…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-01 W. Michael Brown , Anurag Ramesh , Thomas Lubinski , Thien Nguyen , David E. Bernal Neira

We provide a preliminary study on utilizing GPU (Graphics Processing Unit) to accelerate computation for three simulation optimization tasks with either first-order or second-order algorithms. Compared to the implementation using only CPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-19 Jinghai He , Haoyu Liu , Yuhang Wu , Zeyu Zheng , Tingyu Zhu

Heterogeneous computing integrates diverse processing elements, such as CPUs, GPUs, and FPGAs, within a single system, aiming to leverage the strengths of each architecture to optimize performance and energy consumption. In this context,…

Performance · Computer Science 2025-11-19 Maksymilian Graczyk , Vincent Desbiolles , Stefan Roiser , Andrea Guerrieri