On a parallel time-domain method for the nonlinear Black-Scholes equation

A parallel time-domain algorithm is described for the time-dependent nonlinear Black-Scholes equation, which may be used to build financial analysis tools to help traders making rapid and systematic evaluation of buy/sell contracts. The algorithm is particularly suitable for problems that do not require fine details at each intermediate time step, and hence the method applies well for the present problem.

Parallel CFD fire modelling on office PCs with dynamic load balancing

Parallel processing techniques have been used in the past to provide high performance computing resources for activities such as Computational Fluid Dynamics. This is normally achieved using specialized hardware and software, the expense of which would be difficult to justify for many fire engineering practices. In this paper, we demonstrate how typical office-based PCs attached to a local area network have the potential to offer the benefits of parallel processing with minimal costs associated with the purchase of additional hardware or software. A dynamic load balancing scheme was devised to allow the effective use of the software on heterogeneous PC networks. This scheme ensured that the impact between the parallel processing task and other computer users on the network was minimized thus allowing practical parallel processing within a conventional office environment. Copyright © 2006 John Wiley & Sons, Ltd.

Simulating the evacuation of very large populations in large domains using a parallel implementation of the buildingEXODUS evacuation model

Computer egress simulation has potential to be used in large scale incidents to provide live advice to incident commanders. While there are many considerations which must be taken into account when applying such models to live incidents, one of the first concerns the computational speed of simulations. No matter how important the insight provided by the simulation, numerical hindsight will not prove useful to an incident commander. Thus for this type of application to be useful, it is essential that the simulation can be run many times faster than real time. Parallel processing is a method of reducing run times for very large computational simulations by distributing the workload amongst a number of CPUs. In this paper we examine the development of a parallel version of the buildingEXODUS software. The parallel strategy implemented is based on a systematic partitioning of the problem domain onto an arbitrary number of sub-domains. Each sub-domain is computed on a separate processor and runs its own copy of the EXODUS code. The software has been designed to work on typical office based networked PCs but will also function on a Windows based cluster. Two evaluation scenarios using the parallel implementation of EXODUS are described; a large open area and a 50 story high-rise building scenario. Speed-ups of up to 3.7 are achieved using up to six computers, with high-rise building evacuation simulation achieving run times of 6.4 times faster than real time.

Design of parallel algorithms for fractal video compression

The intrinsic independent features of the optimal codebook cubes searching process in fractal video compression systems are examined and exploited. The design of a suitable parallel algorithm reflecting the concept is presented. The Message Passing Interface (MPI) is chosen to be the communication tool for the implementation of the parallel algorithm on distributed memory parallel computers. Experimental results show that the parallel algorithm is able to reduce the compression time and achieve a high speed-up without changing the compression ratio and the quality of the decompressed image. A scalability test was also performed, and the results show that this parallel algorithm is scalable.

Parallel genetic algorithms for the solution of inverse heat conduction problems

A parallel genetic algorithm (PGA) is proposed for the solution of two-dimensional inverse heat conduction problems involving unknown thermophysical material properties. Experimental results show that the proposed PGA is a feasible and effective optimization tool for inverse heat conduction problems

Scheduling parallel dedicated machines with the speeding-up resource

We consider a problem of scheduling jobs on m parallel machines. The machines are dedicated, i.e., for each job the processing machine is known in advance. We mainly concentrate on the model in which at any time there is one unit of an additional resource. Any job may be assigned the resource and this reduces its processing time. A job that is given the resource uses it at each time of its processing. No two jobs are allowed to use the resource simultaneously. The objective is to minimize the makespan. We prove that the two-machine problem is NP-hard in the ordinary sense, describe a pseudopolynomial dynamic programming algorithm and convert it into an FPTAS. For the problem with an arbitrary number of machines we present an algorithm with a worst-case ratio close to 3/2, and close to 3, if a job can be given several units of the resource. For the problem with a fixed number of machines we give a PTAS. Virtually all algorithms rely on a certain variant of the linear knapsack problem (maximization, minimization, multiple-choice, bicriteria). © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008

Preemptive scheduling on uniform parallel machines with controllable job processing times

In this paper, we provide a unified approach to solving preemptive scheduling problems with uniform parallel machines and controllable processing times. We demonstrate that a single criterion problem of minimizing total compression cost subject to the constraint that all due dates should be met can be formulated in terms of maximizing a linear function over a generalized polymatroid. This justifies applicability of the greedy approach and allows us to develop fast algorithms for solving the problem with arbitrary release and due dates as well as its special case with zero release dates and a common due date. For the bicriteria counterpart of the latter problem we develop an efficient algorithm that constructs the trade-off curve for minimizing the compression cost and the makespan.

The SPHERE Study: Secondary prevention of heart disease in general practice: protocol of a randomised controlled trial of tailored practice and patient care plans with parallel qualitative, economic and policy analyses. [ISRCTN24081411]

Background: The aim of the SPHERE study is to design, implement and evaluate tailored practice and personal care plans to improve the process of care and objective clinical outcomes for patients with established coronary heart disease (CHD) in general practice across two different health systems on the island of Ireland.CHD is a common cause of death and a significant cause of morbidity in Ireland. Secondary prevention has been recommended as a key strategy for reducing levels of CHD mortality and general practice has been highlighted as an ideal setting for secondary prevention initiatives. Current indications suggest that there is considerable room for improvement in the provision of secondary prevention for patients with established heart disease on the island of Ireland. The review literature recommends structured programmes with continued support and follow-up of patients; the provision of training, tailored to practice needs of access to evidence of effectiveness of secondary prevention; structured recall programmes that also take account of individual practice needs; and patient-centred consultations accompanied by attention to disease management guidelines.

Methods: SPHERE is a cluster randomised controlled trial, with practice-level randomisation to intervention and control groups, recruiting 960 patients from 48 practices in three study centres (Belfast, Dublin and Galway). Primary outcomes are blood pressure, total cholesterol, physical and mental health status (SF-12) and hospital re-admissions. The intervention takes place over two years and data is collected at baseline, one-year and two-year follow-up. Data is obtained from medical charts, consultations with practitioners, and patient postal questionnaires. The SPHERE intervention involves the implementation of a structured systematic programme of care for patients with CHD attending general practice. It is a multi-faceted intervention that has been developed to respond to barriers and solutions to optimal secondary prevention identified in preliminary qualitative research with practitioners and patients. General practitioners and practice nurses attend training sessions in facilitating behaviour change and medication prescribing guidelines for secondary prevention of CHD. Patients are invited to attend regular four-monthly consultations over two years, during which targets and goals for secondary prevention are set and reviewed. The analysis will be strengthened by economic, policy and qualitative components.

Partial structure of the phylloxin gene from the giant monkey frog, Phyllomedusa bicolor: parallel cloning of precursor cDNA and genomic DNA from lyophilized skin secretion

Phylloxin is a novel prototype antimicrobial peptide from the skin of Phyllomedusa bicolor. Here, we describe parallel identification and sequencing of phylloxin precursor transcript (mRNA) and partial gene structure (genomic DNA) from the same sample of lyophilized skin secretion using our recently-described cloning technique. The open-reading frame of the phylloxin precursor was identical in nucleotide sequence to that previously reported and alignment with the nucleotide sequence derived from genomic DNA indicated the presence of a 175 bp intron located in a near identical position to that found in the dermaseptins. The highly-conserved structural organization of skin secretion peptide genes in P. bicolor can thus be extended to include that encoding phylloxin (plx). These data further reinforce our assertion that application of the described methodology can provide robust genomic/transcriptomic/peptidomic data without the need for specimen sacrifice.