Mesh partitioning: A multilevel balancing and refinement algorithm

Multilevel algorithms are a successful class of optimisation techniques which address the mesh partitioning problem. They usually combine a graph contraction algorithm together with a local optimisation method which refines the partition at each graph level. In this paper we present an enhancement of the technique which uses imbalance to achieve higher quality partitions. We also present a formulation of the Kernighan-Lin partition optimisation algorithm which incorporates load-balancing. The resulting algorithm is tested against a different but related state-of the-art partitioner and shown to provide improved results.

Multilevel mesh partitioning for optimising domain shape

Multilevel algorithms are a successful class of optimisation techniques which address the mesh partitioning problem for mapping meshes onto parallel computers. They usually combine a graph contraction algorithm together with a local optimisation method which refines the partition at each graph level. To date these algorithms have been used almost exclusively to minimise the cut-edge weight in the graph with the aim of minimising the parallel communication overhead. However it has been shown that for certain classes of problem, the convergence of the underlying solution algorithm is strongly influenced by the shape or aspect ratio of the subdomains. In this paper therefore, we modify the multilevel algorithms in order to optimise a cost function based on aspect ratio. Several variants of the algorithms are tested and shown to provide excellent results.

Parallel optimisation algorithms for multilevel mesh partitioning

Abstract not available

Multilevel mesh partitioning for optimising subdomain aspect ratio

Multilevel algorithms are a successful class of optimisation techniques which address the mesh partitioning problem for mapping meshes onto parallel computers. They usually combine a graph contraction algorithm together with a local optimisation method which refines the partition at each graph level. To date these algorithms have been used almost exclusively to minimise the cut-edge weight in the graph with the aim of minimising the parallel communication overhead. However it has been shown that for certain classes of problem, the convergence of the underlying solution algorithm is strongly influenced by the shape or aspect ratio of the subdomains. In this paper therefore, we modify the multilevel algorithms in order to optimise a cost function based on aspect ratio. Several variants of the algorithms are tested and shown to provide excellent results.

Multilevel mesh partitioning for aspect ratio

Multilevel algorithms are a successful class of optimisation techniques which address the mesh partitioning problem. They usually combine a graph contraction algorithm together with a local optimisation method which refines the partition at each graph level. To date these algorithms have been used almost exclusively to minimise the cut-edge weight, however it has been shown that for certain classes of solution algorithm, the convergence of the solver is strongly influenced by the subdomain aspect ratio. In this paper therefore, we modify the multilevel algorithms in order to optimise a cost function based on aspect ratio. Several variants of the algorithms are tested and shown to provide excellent results.

A multilevel approach to the travelling salesman problem

Abstract not available

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.