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IJPP
2010
137views more  IJPP 2010»
15 years 3 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
STOC
2005
ACM
156views Algorithms» more  STOC 2005»
16 years 5 months ago
Convex programming for scheduling unrelated parallel machines
We consider the classical problem of scheduling parallel unrelated machines. Each job is to be processed by exactly one machine. Processing job j on machine i requires time pij . ...
Yossi Azar, Amir Epstein
ATVA
2011
Springer
295views Hardware» more  ATVA 2011»
14 years 5 months ago
Parallel Nested Depth-First Searches for LTL Model Checking
Even though the well-known nested-depth first search algorithm for LTL model checking provides good performance, it cannot benefit from the recent advent of multi-core computers....
Sami Evangelista, Laure Petrucci, Samir Youcef
169
Voted
EUROPAR
2008
Springer
15 years 6 months ago
Load-Balancing for a Block-Based Parallel Adaptive 4D Vlasov Solver
This work is devoted to the numerical resolution of the 4D Vlasov equation using an adaptive mesh of phase space. We previously proposed a parallel algorithm designed for distribut...
Olivier Hoenen, Eric Violard
142
Voted
ICCS
2001
Springer
15 years 9 months ago
On Parallel Pseudo-Random Number Generation
Parallel computing has been touted as the pinnacle of high performance digital computing by many. However, many problems remain intractable using deterministic algorithms. Randomiz...
Chih Jeng Kenneth Tan