Dynamic load balancing of distributed memory parallel computational mechanics using unstructured meshes for multi-physical modelling

As the complexity of parallel applications increase, the performance limitations resulting from computational load imbalance become dominant. Mapping the problem space to the processors in a parallel machine in a manner that balances the workload of each processors will typically reduce the run-time. In many cases the computation time required for a given calculation cannot be predetermined even at run-time and so static partition of the problem returns poor performance. For problems in which the computational load across the discretisation is dynamic and inhomogeneous, for example multi-physics problems involving fluid and solid mechanics with phase changes, the workload for a static subdomain will change over the course of a computation and cannot be estimated beforehand. For such applications the mapping of loads to process is required to change dynamically, at run-time in order to maintain reasonable efficiency. The issue of dynamic load balancing are examined in the context of PHYSICA, a three dimensional unstructured mesh multi-physics continuum mechanics computational modelling code.

A future dynamically reconfigurable automotive software system

Embedded software systems in vehicles are of rapidly increasing commercial importance for the automotive industry. Current systems employ a static run-time environment; due to the difficulty and cost involved in the development of dynamic systems in a high-integrity embedded control context. A dynamic system, referring to the system configuration, would greatly increase the flexibility of the offered functionality and enable customised software configuration for individual vehicles, adding customer value through plug-and-play capability, and increased quality due to its inherent ability to adjust to changes in hardware and software. We envisage an automotive system containing a variety of components, from a multitude of organizations, not necessarily known at development time. The system dynamically adapts its configuration to suit the run-time system constraints. This paper presents our vision for future automotive control systems that will be regarded in an EU research project, referred to as DySCAS (Dynamically Self-Configuring Automotive Systems). We propose a self-configuring vehicular control system architecture, with capabilities that include automatic discovery and inclusion of new devices, self-optimisation to best-use the processing, storage and communication resources available, self-diagnostics and ultimately self-healing. Such an architecture has benefits extending to reduced development and maintenance costs, improved passenger safety and comfort, and flexible owner customisation. Specifically, this paper addresses the following issues: The state of the art of embedded software systems in vehicles, emphasising the current limitations arising from fixed run-time configurations; and the benefits and challenges of dynamic configuration, giving rise to opportunities for self-healing, self-optimisation, and the automatic inclusion of users’ Consumer Electronic (CE) devices. Our proposal for a dynamically reconfigurable automotive software system platform is outlined and a typical use-case is presented as an example to exemplify the benefits of the envisioned dynamic capabilities.

A generic strategy for dynamic load balancing of distributed memory parallel computational mechanics using unstructured meshes

A large class of computational problems are characterised by frequent synchronisation, and computational requirements which change as a function of time. When such a problem is solved on a message passing multiprocessor machine [5], the combination of these characteristics leads to system performance which deteriorate in time. As the communication performance of parallel hardware steadily improves so load balance becomes a dominant factor in obtaining high parallel efficiency. Performance can be improved with periodic redistribution of computational load; however, redistribution can sometimes be very costly. We study the issue of deciding when to invoke a global load re-balancing mechanism. Such a decision policy must actively weigh the costs of remapping against the performance benefits, and should be general enough to apply automatically to a wide range of computations. This paper discusses a generic strategy for Dynamic Load Balancing (DLB) in unstructured mesh computational mechanics applications. The strategy is intended to handle varying levels of load changes throughout the run. The major issues involved in a generic dynamic load balancing scheme will be investigated together with techniques to automate the implementation of a dynamic load balancing mechanism within the Computer Aided Parallelisation Tools (CAPTools) environment, which is a semi-automatic tool for parallelisation of mesh based FORTRAN codes.

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.

Modelling continuum mechanics phenomena using three dimensional unstructured meshes on massively parallel processors

The difficulties encountered in implementing large scale CM codes on multiprocessor systems are now fairly well understood. Despite the claims of shared memory architecture manufacturers to provide effective parallelizing compilers, these have not proved to be adequate for large or complex programs. Significant programmer effort is usually required to achieve reasonable parallel efficiencies on significant numbers of processors. The paradigm of Single Program Multi Data (SPMD) domain decomposition with message passing, where each processor runs the same code on a subdomain of the problem, communicating through exchange of messages, has for some time been demonstrated to provide the required level of efficiency, scalability, and portability across both shared and distributed memory systems, without the need to re-author the code into a new language or even to support differing message passing implementations. Extension of the methods into three dimensions has been enabled through the engineering of PHYSICA, a framework for supporting 3D, unstructured mesh and continuum mechanics modeling. In PHYSICA, six inspectors are used. Part of the challenge for automation of parallelization is being able to prove the equivalence of inspectors so that they can be merged into as few as possible.

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.