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2009
ACM
13 years 11 months ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
CDES
2006
99views Hardware» more  CDES 2006»
13 years 7 months ago
Teraflop Computing for Nanoscience
: Over the last three decades there has been significant progress in the first principles methods for calculating the properties of materials at the quantum level. They have largel...
Yang Wang 0008, G. M. Stocks, Aurelian Rusanu, D. ...
ISCA
2010
IEEE
232views Hardware» more  ISCA 2010»
13 years 4 months ago
Evolution of thread-level parallelism in desktop applications
As the effective limits of frequency and instruction level parallelism have been reached, the strategy of microprocessor vendors has changed to increase the number of processing ...
Geoffrey Blake, Ronald G. Dreslinski, Trevor N. Mu...