Communication latency hiding in a parallel conjugate gradient method

Abstract not available

Parallel partitioning of unstructured meshes

A method is outlined for optimising graph partitions which arise in mapping un- structured mesh calculations to parallel computers. The method employs a combination of iterative techniques to both evenly balance the workload and minimise the number and volume of interprocessor communications. They are designed to work efficiently in parallel as well as sequentially and when combined with a fast direct partitioning technique (such as the Greedy algorithm) to give an initial partition, the resulting two-stage process proves itself to be both a powerful and flexible solution to the static graph-partitioning problem. The algorithms can also be used for dynamic load-balancing and a clustering technique can additionally be employed to speed up the whole process. Experiments indicate that the resulting parallel code can provide high quality partitions, independent of the initial partition, within a few seconds.

Mesh partitioning and load balancing for distributed memory parallel systems

A method is outlined for optimising graph partitions which arise in mapping unstructured mesh calculations to parallel computers. The method employs a relative gain iterative technique to both evenly balance the workload and minimise the number and volume of interprocessor communications. A parallel graph reduction technique is also briefly described and can be used to give a global perspective to the optimisation. The algorithms work efficiently in parallel as well as sequentially and when combined with a fast direct partitioning technique (such as the Greedy algorithm) to give an initial partition, the resulting two-stage process proves itself to be both a powerful and flexible solution to the static graph-partitioning problem. Experiments indicate that the resulting parallel code can provide high quality partitions, independent of the initial partition, within a few seconds. The algorithms can also be used for dynamic load-balancing, reusing existing partitions and in this case the procedures are much faster than static techniques, provide partitions of similar or higher quality and, in comparison, involve the migration of a fraction of the data.

A parallel method for solving pentadiagonal systems of linear equations

A new parallel approach for solving a pentadiagonal linear system is presented. The parallel partition method for this system and the TW parallel partition method on a chain of P processors are introduced and discussed. The result of this algorithm is a reduced pentadiagonal linear system of order P \Gamma 2 compared with a system of order 2P \Gamma 2 for the parallel partition method. More importantly the new method involves only half the number of communications startups than the parallel partition method (and other standard parallel methods) and hence is a far more efficient parallel algorithm.

Load-balancing for parallel adaptive unstructured grids

A parallel method for the dynamic partitioning of unstructured meshes is outlined. The method includes diffusive load-balancing techniques and an iterative optimisation technique known as relative gain optimisationwhich both balances theworkload and attempts to minimise the interprocessor communications overhead. It can also optionally include amultilevel strategy. Experiments on a series of adaptively refined meshes indicate that the algorithmprovides partitions of an equivalent or higher quality to static partitioners (which do not reuse the existing partition) and much more rapidly. Perhaps more importantly, the algorithm results in only a small fraction of the amount of data migration compared to the static partitioners.

Parallel dynamic load-balancing for adaptive unstructured meshes

This chapter describes a parallel optimization technique that incorporates a distributed load-balancing algorithm and provides an extremely fast solution to the problem of load-balancing adaptive unstructured meshes. Moreover, a parallel graph contraction technique can be employed to enhance the partition quality and the resulting strategy outperforms or matches results from existing state-of-the-art static mesh partitioning algorithms. The strategy can also be applied to static partitioning problems. Dynamic procedures have been found to be much faster than static techniques, to provide partitions of similar or higher quality and, in comparison, involve the migration of a fraction of the data. The method employs a new iterative optimization technique that balances the workload and attempts to minimize the interprocessor communications overhead. Experiments on a series of adaptively refined meshes indicate that the algorithm provides partitions of an equivalent or higher quality to static partitioners (which do not reuse the existing partition) and much more quickly. The dynamic evolution of load has three major influences on possible partitioning techniques; cost, reuse, and parallelism. The unstructured mesh may be modified every few time-steps and so the load-balancing must have a low cost relative to that of the solution algorithm in between remeshing.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

Dynamic load-balancing for parallel adaptive unstructured meshes

A parallel method for dynamic partitioning of unstructured meshes is described. The method employs a new iterative optimisation technique which both balances the workload and attempts to minimise the interprocessor communications overhead. Experiments on a series of adaptively refined meshes indicate that the algorithm provides partitions of an equivalent or higher quality to static partitioners (which do not reuse the existing partition) and much more quickly. Perhaps more importantly, the algorithm results in only a small fraction of the amount of data migration compared to the static partitioners.

Parallel dynamic graph-partitioning for unstructured meshes

A parallel method for the dynamic partitioning of unstructured meshes is described. The method introduces a new iterative optimisation technique known as relative gain optimisation which both balances the workload and attempts to minimise the interprocessor communications overhead. Experiments on a series of adaptively refined meshes indicate that the algorithm provides partitions of an equivalent or higher quality to static partitioners (which do not reuse the existing partition) and much more rapidly. Perhaps more importantly, the algorithm results in only a small fraction of the amount of data migration compared to the static partitioners.