Three parallel programming paradigms: Comparisons on an archetypal PDE computation

Three paradigms for distributed-memory parallel computation that free the application programmer from the details of message passing are compared for an archetypal structured scientific computation -- a nonlinear, structured-grid partial differential equation boundary value problem -- using the same algorithm on the same hardware. All of the paradigms -- parallel languages represented by the Portland Group's HPF, (semi-)automated serial-to-parallel source-to-source translation represented by CAP-Tools from the University of Greenwich, and parallel libraries represented by Argonne's PETSc -- are found to be easy to use for this problem class, and all are reasonably effective in exploiting concurrency after a short learning curve. The level of involvement required by the application programmer under any paradigm includes specification of the data partitioning, corresponding to a geometrically simple decomposition of the domain of the PDE. Programming in SPMD style for the PETSc library requires writing only the routines that discretize the PDE and its Jacobian, managing subdomain-to-processor mappings (affine global-to-local index mappings), and interfacing to library solver routines. Programming for HPF requires a complete sequential implementation of the same algorithm as a starting point, introduction of concurrency through subdomain blocking (a task similar to the index mapping), and modest experimentation with rewriting loops to elucidate to the compiler the latent concurrency. Programming with CAPTools involves feeding the same sequential implementation to the CAPTools interactive parallelization system, and guiding the source-to-source code transformation by responding to various queries about quantities knowable only at runtime. Results representative of "the state of the practice" for a scaled sequence of structured grid problems are given on three of the most important contemporary high-performance platforms: the IBM SP, the SGI Origin 2000, and the CRAYY T3E.

Semi-Lagrange time integration for PDE models of asian options

Semi-Lagrange time integration is used with the finite difference method to provide accurate stable prices for Asian options, with or without early exercise. These are combined with coordinate transformations for computational efficiency and compared with published results

Image denoise by fourth-order PDE based on the changes of laplacian

Fourth-order partial differential equation (PDE) proposed by You and Kaveh (You-Kaveh fourth-order PDE), which replaces the gradient operator in classical second-order nonlinear diffusion methods with a Laplacian operator, is able to avoid blocky effects often caused by second-order nonlinear PDEs. However, the equation brought forward by You and Kaveh tends to leave the processed images with isolated black and white speckles. Although You and Kaveh use median filters to filter these speckles, median filters can blur the processed images to some extent, which weakens the result of You-Kaveh fourth-order PDE. In this paper, the reason why You-Kaveh fourth-order PDE can leave the processed images with isolated black and white speckles is analyzed, and a new fourth-order PDE based on the changes of Laplacian (LC fourth-order PDE) is proposed and tested. The new fourth-order PDE preserves the advantage of You-Kaveh fourth-order PDE and avoids leaving isolated black and white speckles. Moreover, the new fourth-order PDE keeps the boundary from being blurred and preserves the nuance in the processed images, so, the processed images look very natural.