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...
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...
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,...
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...
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...