We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
Abstract Parallel algorithms for the approximation of a multi-dimensional integral over an hyper-rectangular region are discussed. Algorithms based on quasi-Monte Carlo techniques ...
GRM and PROVE were originally designed and implemented as part of the P-GRADE graphical parallel program development environment running on clusters. In the framework of the bigges...
Computational Scientists often cannot easily access the large amounts of resources their applications require. Legion is a collection of software services that facilitate the secur...
Anand Natrajan, Marty Humphrey, Andrew S. Grimshaw
This paper presents a tool that enables programmers to use cyclic debugging techniques for debugging non-deterministic parallel programs. The solution consists of a combination of ...
Michiel Ronsse, Mark Christiaens, Koenraad De Boss...