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FCCM
2009
IEEE
165views VLSI» more  FCCM 2009»
15 years 4 months ago
Accelerating Quadrature Methods for Option Valuation
This paper presents an architecture for FPGA acceleration of quadrature methods used for pricing complex options, such as discrete barrier, Bermudan, and American options. The arc...
Anson H. T. Tse, David B. Thomas, Wayne Luk
PDPTA
2010
14 years 7 months ago
Data-Parallelism and GPUs for Lattice Gas Fluid Simulations
Lattice gas cellular automata (LGCA) models provide a relatively fast means of simulating fluid flow and can give both quantitative and qualitative insights into flow patterns aro...
Mitchel Johnson, Daniel P. Playne, Kenneth A. Hawi...
VIS
2004
IEEE
186views Visualization» more  VIS 2004»
15 years 10 months ago
Hardware-Accelerated Adaptive EWA Volume Splatting
We present a hardware-accelerated adaptive EWA volume splatting algorithm. EWA splatting combines a Gaussian reconstruction kernel with a low-pass image filter for high image qual...
Wei Chen, Liu Ren, Matthias Zwicker, Hanspeter Pfi...
PROCEDIA
2010
80views more  PROCEDIA 2010»
14 years 8 months ago
Visualising spins and clusters in regular and small-world Ising models with GPUs
Visualising computational simulation models of solid state physical systems is a hard problem for dense lattice models. Fly throughs and cutaways can aid viewer understanding of a...
Arno Leist, Daniel P. Playne, Kenneth A. Hawick
EGITALY
2006
14 years 11 months ago
Implementing mesh-based approaches for deformable objects on GPU
These latest years witnessed an impressive improvement of graphics hardware both in terms of features and in terms of computational power. This improvement can be easily observed ...
Guido Ranzuglia, Paolo Cignoni, Fabio Ganovelli, R...