Search results for "Solver"

CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS

2018

We present an optimal control approach to the problem of model calibration for L\'evy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond. Calibration of L\'evy processes is particularly challenging as the jump distribution is given by an arbitrary L\'evy measure, which form a infinite dimensional space. In this work, we follow an approach which is related to the maximum likelihood theory of sieves. The sampling of the L\'evy process is modelled as independent observations of the stochastic process at some terminal time $T$. We use a generic spline discretization of the L\'evy jump measure and selec…

Sobre la identidad y procedencia del poeta Filóxeno y la autoría del ditirambo ???????

2019

El presente estudio pretende resolver la controversia en torno a la identidad y procedencia del poeta Filóxeno, célebre ditirambógrafo del siglo V-IV a.C. Para ello, hemos recopilado todos los testimonios que citan a personajes con el nombre de Filóxeno desde la primera mención de Aristófanes. La investigación ha revelado que existen varios individuos con el mismo nombre y rasgos comunes. No obstante, el examen de estos testimonios revela la existencia de un único autor de ditirambos: Filóxeno de Citera. Además, creemos que este poeta fue el autor del ditirambo ???????, que algunos editores atribuyeron falsamente a Filóxeno de Léucade. Posteriormente, reflexionamos sobre la identidad de Fil…

The Two-Jacobian Scheme for Systems of Conservation Laws

2006

Parallel Genetic Solution for Multiobjective MDO

1997

Publisher Summary This chapter reviews a multiobjective, multidisciplinary design optimization of two-dimensional airfoil designs. The control points on leading and trailing edges remain fixed, and the y-coordinates of the other control points are allowed to change during the optimization process. The grid for the Euler solver depends continuously and smoothly on the design parameters. The number of nodes and elements in the mesh might vary according to design because the meshes for the Helmholtz solver are done using the local fitting. The computations are made on an IBM SP2 parallel computer using high-performance switch and the MPICH message-passing library. As gradients are not required…

New Types of Jacobian-Free Approximate Riemann Solvers for Hyperbolic Systems

2017

We present recent advances in PVM (Polynomial Viscosity Matrix) methods based on internal approximations to the absolute value function. These solvers only require a bound on the maximum wave speed, so no spectral decomposition is needed. Moreover, they can be written in Jacobian-free form, in which only evaluations of the physical flux are used. This is particularly interesting when considering systems with complex Jacobians, as the relativistic magnetohydrodynamics (RMHD) equations. The proposed solvers have also been extended to the case of approximate DOT (Dumbser-Osher-Toro) methods, which can be regarded as simple and efficient approximations to the classical Osher-Solomon method. Som…

Lattice Boltzmann Simulations at Petascale on Multi-GPU Systems with Asynchronous Data Transfer and Strictly Enforced Memory Read Alignment

2015

The lattice Boltzmann method is a well-established numerical approach for complex fluid flow simulations. Recently general-purpose graphics processing units have become accessible as high-performance computing resources at large-scale. We report on implementing a lattice Boltzmann solver for multi-GPU systems that achieves 0.69 PFLOPS performance on 16384 GPUs. In addition to optimizing the data layout on the GPUs and eliminating the halo sites, we make use of the possibility to overlap data transfer between the host CPU and the device GPU with computing on the GPU. We simulate flow in porous media and measure both strong and weak scaling performance with the emphasis being on a large scale…

Designing a graphics processing unit accelerated petaflop capable lattice Boltzmann solver: Read aligned data layouts and asynchronous communication

2016

The lattice Boltzmann method is a well-established numerical approach for complex fluid flow simulations. Recently, general-purpose graphics processing units (GPUs) have become available as high-performance computing resources at large scale. We report on designing and implementing a lattice Boltzmann solver for multi-GPU systems that achieves 1.79 PFLOPS performance on 16,384 GPUs. To achieve this performance, we introduce a GPU compatible version of the so-called bundle data layout and eliminate the halo sites in order to improve data access alignment. Furthermore, we make use of the possibility to overlap data transfer between the host central processing unit and the device GPU with com…