TY - GEN
T1 - Application of GPU to three computational models
AU - Shi, Qiangqiang
AU - Yang, Yiyang
AU - Li, Xiaolin
N1 - Publisher Copyright:
© 2014 IEEE.
PY - 2014/11/6
Y1 - 2014/11/6
N2 - In this paper, we report three applications of Graphics Processing Unit (GPU) based algorithms for high performance computation of mathematical models with the Fron Tier++ code. In the first set of simulations, the system of one-dimensional gas dynamics equations is solved by the Weighed Essentially Non-Oscillatory (WENO) scheme, we achieved 7-20 times speedup for different mesh sizes on one GPU device. In the second case, the spring model for fabric dynamics is studied, the GPU code is about 10-20 times faster than the pure CPU code for different mesh sizes. In the last case, a GPU enhanced numerical algorithm for American option pricing under the generalized hyperbolic distribution is studied. Using one GPU device, we have achieved 2 times speedup for the price of single option and 100 times speedup for multiple options.
AB - In this paper, we report three applications of Graphics Processing Unit (GPU) based algorithms for high performance computation of mathematical models with the Fron Tier++ code. In the first set of simulations, the system of one-dimensional gas dynamics equations is solved by the Weighed Essentially Non-Oscillatory (WENO) scheme, we achieved 7-20 times speedup for different mesh sizes on one GPU device. In the second case, the spring model for fabric dynamics is studied, the GPU code is about 10-20 times faster than the pure CPU code for different mesh sizes. In the last case, a GPU enhanced numerical algorithm for American option pricing under the generalized hyperbolic distribution is studied. Using one GPU device, we have achieved 2 times speedup for the price of single option and 100 times speedup for multiple options.
KW - American option pricing
KW - gas dynamics
KW - GPGPU
KW - spring model
UR - https://www.scopus.com/pages/publications/84917727155
U2 - 10.1109/MCSoC.2014.44
DO - 10.1109/MCSoC.2014.44
M3 - Conference contribution
AN - SCOPUS:84917727155
T3 - Proceedings - 2014 IEEE 8th International Symposium on Embedded Multicore/Manycore SoCs, MCSoC 2014
SP - 261
EP - 266
BT - Proceedings - 2014 IEEE 8th International Symposium on Embedded Multicore/Manycore SoCs, MCSoC 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 8th IEEE International Symposium on Embedded Multicore/Manycore SoCs, MCSoC 2014
Y2 - 23 September 2014 through 25 September 2014
ER -