User-Friendly Parallel Computations with Econometric Examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced. Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave.parallel computing, Monte Carlo, bootstrapping,maximum likelihood, GMM, kernel regression

The engineering design integration (EDIN) system

A digital computer program complex for the evaluation of aerospace vehicle preliminary designs is described. The system consists of a Univac 1100 series computer and peripherals using the Exec 8 operating system, a set of demand access terminals of the alphanumeric and graphics types, and a library of independent computer programs. Modification of the partial run streams, data base maintenance and construction, and control of program sequencing are provided by a data manipulation program called the DLG processor. The executive control of library program execution is performed by the Univac Exec 8 operating system through a user established run stream. A combination of demand and batch operations is employed in the evaluation of preliminary designs. Applications accomplished with the EDIN system are described

User-friendly parallel computations with econometric examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced. Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave

PyMorph: Automated Galaxy Structural Parameter Estimation using Python

We present a new software pipeline -- PyMorph -- for automated estimation of structural parameters of galaxies. Both parametric fits through a two dimensional bulge disk decomposition as well as structural parameter measurements like concentration, asymmetry etc. are supported. The pipeline is designed to be easy to use yet flexible; individual software modules can be replaced with ease. A find-and-fit mode is available so that all galaxies in a image can be measured with a simple command. A parallel version of the Pymorph pipeline runs on computer clusters and a Virtual Observatory compatible web enabled interface is under development.Comment: 15 pages, 12 figures, 1 table, accepted for publication in MNRA

Dynare: Reference Manual Version 4

Dynare is a software platform for handling a wide class of economic models, in particular dynamic stochastic general equilibrium (DSGE) and overlapping generations (OLG) models. The models solved by Dynare include those relying on the rational expectations hypothesis, wherein agents form their expectations about the future in a way consistent with the model. But Dynare is also able to handle models where expectations are formed differently: on one extreme, models where agents perfectly anticipate the future; on the other extreme, models where agents have limited rationality or imperfect knowledge of the state of the economy and, hence, form their expectations through a learning process. Dynare offers a user-friendly and intuitive way of describing these models. It is able to perform simulations of the model given a calibration of the model parameters and is also able to estimate these parameters given a dataset. Dynare is a free software, which means that it can be downloaded free of charge, that its source code is freely available, and that it can be used for both non-profit and for-profit purposes.Dynare; Numerical methods; Perturbation; Rational expectations

Algorithms and software for solving finite element equations on serial and parallel architectures

The primary objective was to compare the performance of state-of-the-art techniques for solving sparse systems with those that are currently available in the Computational Structural Mechanics (MSC) testbed. One of the first tasks was to become familiar with the structure of the testbed, and to install some or all of the SPARSPAK package in the testbed. A brief overview of the CSM Testbed software and its usage is presented. An overview of the sparse matrix research for the Testbed currently employed in the CSM Testbed is given. An interface which was designed and implemented as a research tool for installing and appraising new matrix processors in the CSM Testbed is described. The results of numerical experiments performed in solving a set of testbed demonstration problems using the processor SPK and other experimental processors are contained

A non-hybrid method for the PDF equations of turbulent flows on unstructured grids

In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A set of parallel algorithms is proposed to provide an efficient solution of the PDF transport equation, modeling the joint PDF of turbulent velocity, frequency and concentration of a passive scalar in geometrically complex configurations. An unstructured Eulerian grid is employed to extract Eulerian statistics, to solve for quantities represented at fixed locations of the domain (e.g. the mean pressure) and to track particles. All three aspects regarding the grid make use of the finite element method (FEM) employing the simplest linear FEM shape functions. To model the small-scale mixing of the transported scalar, the interaction by exchange with the conditional mean model is adopted. An adaptive algorithm that computes the velocity-conditioned scalar mean is proposed that homogenizes the statistical error over the sample space with no assumption on the shape of the underlying velocity PDF. Compared to other hybrid particle-in-cell approaches for the PDF equations, the current methodology is consistent without the need for consistency conditions. The algorithm is tested by computing the dispersion of passive scalars released from concentrated sources in two different turbulent flows: the fully developed turbulent channel flow and a street canyon (or cavity) flow. Algorithmic details on estimating conditional and unconditional statistics, particle tracking and particle-number control are presented in detail. Relevant aspects of performance and parallelism on cache-based shared memory machines are discussed.Comment: Accepted in Journal of Computational Physics, Feb. 20, 200