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2009
ACM
14 years 3 days ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
IPPS
2000
IEEE
13 years 12 months ago
An Open Market-Based Architecture for Distributed Computing
One of the challenges in large scale distributed computing is to utilize the thousands of idle personal computers. In this paper, we present a system that enables users to e ortles...
Spyros Lalis, Alexandros Karypidis
STTT
2011
195views more  STTT 2011»
13 years 2 months ago
Parallel probabilistic model checking on general purpose graphics processors
We present algorithms for parallel probabilistic model checking on general purpose graphic processing units (GPGPUs). Our improvements target the numerical components of the tradit...
Dragan Bosnacki, Stefan Edelkamp, Damian Sulewski,...
HPCC
2009
Springer
14 years 2 days ago
A Streaming Intrusion Detection System for Grid Computing Environments
Abstract—In this paper, a novel architecture for a streaming intrusion detection system for Grid computing environments is presented. Detection mechanisms based on traditional lo...
Matthew Smith, Fabian Schwarzer, Marian Harbach, T...
PC
2002
118views Management» more  PC 2002»
13 years 7 months ago
Parallel algorithms for indefinite linear systems
Saddle-point problems give rise to indefinite linear systems that are challenging to solve via iterative methods. This paper surveys two recent techniques for solving such problem...
Ahmed H. Sameh, Vivek Sarin