Scheduling batches with sequential job processing for two-machine flow and open shops

In this paper, we study a problem of scheduling and batching on two machines in a flow-shop and open-shop environment. Each machine processes operations in batches, and the processing time of a batch is the sum of the processing times of the operations in that batch. A setup time, which depends only on the machine, is required before a batch is processed on a machine, and all jobs in a batch remain at the machine until the entire batch is processed. The aim is to make batching and sequencing decisions, which specify a partition of the jobs into batches on each machine, and a processing order of the batches on each machine, respectively, so that the makespan is minimized. The flow-shop problem is shown to be strongly NP-hard. We demonstrate that there is an optimal solution with the same batches on the two machines; we refer to these as consistent batches. A heuristic is developed that selects the best schedule among several with one, two, or three consistent batches, and is shown to have a worst-case performance ratio of 4/3. For the open-shop, we show that the problem is NP-hard in the ordinary sense. By proving the existence of an optimal solution with one, two or three consistent batches, a close relationship is established with the problem of scheduling two or three identical parallel machines to minimize the makespan. This allows a pseudo-polynomial algorithm to be derived, and various heuristic methods to be suggested.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. 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. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

Computer aided parallelisation tools (CAPTools) — conceptual overview and performance on the parallelisation of structured mesh codes

Computer Aided Parallelisation Tools (CAPTools) is a toolkit designed to automate as much as possible of the process of parallelising scalar FORTRAN 77 codes. The toolkit combines a very powerful dependence analysis together with user supplied knowledge to build an extremely comprehensive and accurate dependence graph. The initial version has been targeted at structured mesh computational mechanics codes (eg. heat transfer, Computational Fluid Dynamics (CFD)) and the associated simple mesh decomposition paradigm is utilised in the automatic code partition, execution control mask generation and communication call insertion. In this, the first of a series of papers [1–3] the authors discuss the parallelisations of a number of case study codes showing how the various component tools may be used to develop a highly efficient parallel implementation in a few hours or days. The details of the parallelisation of the TEAMKE1 CFD code are described together with the results of three other numerical codes. The resulting parallel implementations are then tested on workstation clusters using PVM and an i860-based parallel system showing efficiencies well over 80%.

Automatic parallel code generation for message passing on distributed memory systems

The availability of a very accurate dependence graph for a scalar code is the basis for the automatic generation of an efficient parallel implementation. The strategy for this task which is encapsulated in a comprehensive data partitioning code generation algorithm is described. This algorithm involves the data partition, calculation of assignment ranges for partitioned arrays, addition of a comprehensive set of execution control masks, altering loop limits, addition and optimisation of communications for all data. In this context, the development and implementation of strategies to merge communications wherever possible has proved an important feature in producing efficient parallel implementations for numerical mesh based codes. The code generation strategies described here are embedded within the Computer Aided Parallelisation tools (CAPTools) software as a key part of a toolkit for automating as much as possible of the parallelisation process for mesh based numerical codes. The algorithms used enables parallelisation of real computational mechanics codes with only minor user interaction and without any prior manual customisation of the serial code to suit the parallelisation tool.

A scalable strategy for the parallelization of multiphysics unstructured mesh-iterative codes on distributed-memory systems

Realizing scalable performance on high performance computing systems is not straightforward for single-phenomenon codes (such as computational fluid dynamics [CFD]). This task is magnified considerably when the target software involves the interactions of a range of phenomena that have distinctive solution procedures involving different discretization methods. The problems of addressing the key issues of retaining data integrity and the ordering of the calculation procedures are significant. A strategy for parallelizing this multiphysics family of codes is described for software exploiting finite-volume discretization methods on unstructured meshes using iterative solution procedures. A mesh partitioning-based SPMD approach is used. However, since different variables use distinct discretization schemes, this means that distinct partitions are required; techniques for addressing this issue are described using the mesh-partitioning tool, JOSTLE. In this contribution, the strategy is tested for a variety of test cases under a wide range of conditions (e.g., problem size, number of processors, asynchronous / synchronous communications, etc.) using a variety of strategies for mapping the mesh partition onto the processor topology.

Computational modelling of multi-physics processes on high performance parallel computer systems

The demands of the process of engineering design, particularly for structural integrity, have exploited computational modelling techniques and software tools for decades. Frequently, the shape of structural components or assemblies is determined to optimise the flow distribution or heat transfer characteristics, and to ensure that the structural performance in service is adequate. From the perspective of computational modelling these activities are typically separated into: • fluid flow and the associated heat transfer analysis (possibly with chemical reactions), based upon Computational Fluid Dynamics (CFD) technology • structural analysis again possibly with heat transfer, based upon finite element analysis (FEA) techniques.

Portability, predictability and performance for parallel computing: BSP in practice

We report on practical experience using the Oxford BSP Library to parallelize a large electromagnetic code, the British Aerospace finite-difference time-domain code EMMA T:FD3D. The Oxford BS Library is one of the first realizations of the Bulk Synchronous Parallel computational model to be targeted at numerically intensive scientific (typically Fortran) computing. The BAe EMMA code is one of the first large-scale applications to be parallelized using this library, and it is an important demonstration of the cost effectiveness of the BSP approach. We illustrate how BSP cost-modelling techniques can be used to predict and optimize performance for single-source programs across different parallel platforms. We provide predicted and observed performance figures for an industrial-strength, single-source parallel code for a variety of real parallel architectures: shared memory multiprocessors, workstation clusters and massively parallel platforms.

On the coupling of Navier–Stokes and linearised Euler equations for aeroacoustic simulation

Aerodynamic generation of sound is governed by the Navier–Stokes equations while acoustic propagation in a non-uniform medium is effectively described by the linearised Euler equations. Different numerical schemes are required for the efficient solution of these two sets of equations, and therefore, coupling techniques become an essential issue. Two types of one-way coupling between the flow solver and the acoustic solver are discussed: (a) for aerodynamic sound generated at solid surfaces, and (b) in the free stream. Test results indicate how the coupling achieves the necessary accuracy so that Computational Fluid Dynamics codes can be used in aeroacoustic simulations.

CAPLib - A 'thin layer' message passing library to support computational mechanics codes on distributed memory parallel systems

The Computer Aided Parallelisation Tools (CAPTools) [Ierotheou, C, Johnson SP, Cross M, Leggett PF, Computer aided parallelisation tools (CAPTools)-conceptual overview and performance on the parallelisation of structured mesh codes, Parallel Computing, 1996;22:163±195] is a set of interactive tools aimed to provide automatic parallelisation of serial FORTRAN Computational Mechanics (CM) programs. CAPTools analyses the user's serial code and then through stages of array partitioning, mask and communication calculation, generates parallel SPMD (Single Program Multiple Data) messages passing FORTRAN. The parallel code generated by CAPTools contains calls to a collection of routines that form the CAPTools communications Library (CAPLib). The library provides a portable layer and user friendly abstraction over the underlying parallel environment. CAPLib contains optimised message passing routines for data exchange between parallel processes and other utility routines for parallel execution control, initialisation and debugging. By compiling and linking with different implementations of the library, the user is able to run on many different parallel environments. Even with today's parallel systems the concept of a single version of a parallel application code is more of an aspiration than a reality. However for CM codes the data partitioning SPMD paradigm requires a relatively small set of message-passing communication calls. This set can be implemented as an intermediate `thin layer' library of message-passing calls that enables the parallel code (especially that generated automatically by a parallelisation tool such as CAPTools) to be as generic as possible. CAPLib is just such a `thin layer' message passing library that supports parallel CM codes, by mapping generic calls onto machine specific libraries (such as CRAY SHMEM) and portable general purpose libraries (such as PVM an MPI). This paper describe CAPLib together with its three perceived advantages over other routes: - as a high level abstraction, it is both easy to understand (especially when generated automatically by tools) and to implement by hand, for the CM community (who are not generally parallel computing specialists); - the one parallel version of the application code is truly generic and portable; - the parallel application can readily utilise whatever message passing libraries on a given machine yield optimum performance.

Computing regular equivalence: practical and theoretical issues

Social network analysts have tried to capture the idea of social role explicitly by proposing a framework that precisely gives conditions under which group actors are playing equivalent roles. They term these methods positional analysis techniques. The most general definition is regular equivalence which captures the idea that equivalent actors are related in a similar way to equivalent alters. Regular equivalence gives rise to a whole class of partitions on a network. Given a network we have two different computational problems. The first is how to find a particular regular equivalence. An algorithm exists to find the largest regular partition but there are not efficient algorithms to test whether there is a regular k-partition. That is a partition in k groups that is regular. In addition, when dealing with real data, it is unlikely that any regular partitions exist. To overcome this problem relaxations of regular equivalence have been proposed along with optimisation techniques to find nearly regular partitions. In this paper we review the algorithms that have developed to find particular regular equivalences and look at some of the recent theoretical results which give an insight into the complexity of finding regular partitions.

On a flexible elimination algorithm with applications to panel element equations

A flexible elimination algorithm is presented and is applied to the solution of dense systems of linear equations. Properties of the algorithm are exploited in relation to panel element methods for potential flow and subsonic compressible flow. Further properties in relation to distributed computing are also discussed.

Parallel mesh partitioning on distributed memory systems

The problem of deriving parallel mesh partitioning algorithms for mapping unstructured meshes to parallel computers is discussed in this chapter. In itself this raises a paradox - we seek to find a high quality partition of the mesh, but to compute it in parallel we require a partition of the mesh. In fact, we overcome this difficulty by deriving an optimisation strategy which can find a high quality partition even if the quality of the initial partition is very poor and then use a crude distribution scheme for the initial partition. The basis of this strategy is to use a multilevel approach combined with local refinement algorithms. Three such refinement algorithms are outlined and some example results presented which show that they can produce very high global quality partitions, very rapidly. The results are also compared with a similar multilevel serial partitioner and shown to be almost identical in quality. Finally we consider the impact of the initial partition on the results and demonstrate that the final partition quality is, modulo a certain amount of noise, independent of the initial partition.

Computer Museum, School of Computing and Mathematical Sciences, University of Greenwich

Computer equipment, once viewed as leading edge, is quickly condemned as obsolete and banished to basement store rooms or rubbish bins. The magpie instincts of some of the academics and technicians at the University of Greenwich, London, preserved some such relics in cluttered offices and garages to the dismay of colleagues and partners. When the University moved into its new campus in the historic buildings of the Old Royal Naval College in the center of Greenwich, corridor space in King William Court provided an opportunity to display some of this equipment so that students could see these objects and gain a more vivid appreciation of their subject's history.

Self-adaptability and man-in-the-loop: a dilemma in autonomic computing systems

This paper addresses some controversial issues relating to two main questions. Firstly, we discuss 'man-in-the loop' issues in SAACS. Some people advocate this must always be so that man's decisions can override autonomic components. In this case, the system has two subsystems - man and machine. Can we, however, have a fully autonomic machine - with no man in sight; even for short periods of time? What kinds of systems require man to always be in the loop? What is the optimum balance in self-to-human control? How do we determine the optimum? How far can we go in describing self-behaviour? How does a SAACS system handle unexpected behaviour? Secondly, what are the challenges/obstacles in testing SAACS in the context of self/human dilemma? Are there any lesson to be learned from other programmes e.g. Star-wars, aviation and space explorations? What role human factors and behavioural models play whilst in interacting with SAACS?.

Parallel implementation of the recurrence method for computing the power-spectral density of thin avalanche photodiodes

A simulation program has been developed to calculate the power-spectral density of thin avalanche photodiodes, which are used in optical networks. The program extends the time-domain analysis of the dead-space multiplication model to compute the autocorrelation function of the APD impulse response. However, the computation requires a large amount of memory space and is very time consuming. We describe our experiences in parallelizing the code using both MPI and OpenMP. Several array partitioning schemes and scheduling policies are implemented and tested Our results show that the OpenMP code is scalable up to 64 processors on an SGI Origin 2000 machine and has small average errors.