Financial modeling represents a promising industry application of high performance computing. In previous work, parallel stock option pricing models were developed for the Connect...
The low cost and wide availability of networks of workstations have made them an attractive solution for high performance computing. However, while a network of workstations may be...
— In general, existing model reduction techniques for stable nonlinear systems lack a guarantee on stability of the reduced-order model, as well as an error bound. In this paper,...
Bart Besselink, Nathan van de Wouw, Henk Nijmeijer
The performance of computer systems depends, among other things, on the workload. This motivates the use of real workloads (as recorded in activity logs) to drive simulations of n...