Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Abstract—Some processors designed for consumer applications, such as Graphics Processing Units (GPUs) and the CELL processor, promise outstanding floating-point performance for ...
Abstract. The problem of testing membership in the subset of the natural numbers produced at the output gate of a {∪, ∩,− , +, ×} combinational circuit is shown to capture a...
Abstract-- High performance computing platforms like Clusters, Grid and Desktop Grids are becoming larger and subject to more frequent failures. MPI is one of the most used message...
Abstract. The memory hierarchy plays an essential role in the performance of current computers, thus good analysis tools that help predict and understand its behavior are required....
Diego Andrade, Manuel Arenaz, Basilio B. Fraguela,...