A fine-grain time-sharing Time Warp system

Although Parallel Discrete Event Simulation (PDES) platforms relying on the Time Warp (optimistic) synchronization protocol already allow for exploiting parallelism, several techniques have been proposed to further favor performance. Among them we can mention optimized approaches for state restore, as well as techniques for load balancing or (dynamically) controlling the speculation degree, the latter being specifically targeted at reducing the incidence of causality errors leading to waste of computation. However, in state of the art Time Warp systems, events’ processing is not preemptable, which may prevent the possibility to promptly react to the injection of higher priority (say lower timestamp) events. Delaying the processing of these events may, in turn, give rise to higher incidence of incorrect speculation. In this article we present the design and realization of a fine-grain time-sharing Time Warp system, to be run on multi-core Linux machines, which makes systematic use of event preemption in order to dynamically reassign the CPU to higher priority events/tasks. Our proposal is based on a truly dual mode execution, application vs platform, which includes a timer-interrupt based support for bringing control back to platform mode for possible CPU reassignment according to very fine grain periods. The latter facility is offered by an ad-hoc timer-interrupt management module for Linux, which we release, together with the overall time-sharing support, within the open source ROOT-Sim platform. An experimental assessment based on the classical PHOLD benchmark and two real world models is presented, which shows how our proposal effectively leads to the reduction of the incidence of causality errors, as compared to traditional Time Warp, especially when running with higher degrees of parallelism

Predictive analysis and optimisation of pipelined wavefront applications using reusable analytic models

Pipelined wavefront computations are an ubiquitous class of high performance parallel algorithms used for the solution of many scientific and engineering applications. In order to aid the design and optimisation of these applications, and to ensure that during procurement platforms are chosen best suited to these codes, there has been considerable research in analysing and evaluating their operational performance. Wavefront codes exhibit complex computation, communication, synchronisation patterns, and as a result there exist a large variety of such codes and possible optimisations. The problem is compounded by each new generation of high performance computing system, which has often introduced a previously unexplored architectural trait, requiring previous performance models to be rewritten and reevaluated. In this thesis, we address the performance modelling and optimisation of this class of application, as a whole. This differs from previous studies in which bespoke models are applied to specific applications. The analytic performance models are generalised and reusable, and we demonstrate their application to the predictive analysis and optimisation of pipelined wavefront computations running on modern high performance computing systems. The performance model is based on the LogGP parameterisation, and uses a small number of input parameters to specify the particular behaviour of most wavefront codes. The new parameters and model equations capture the key structural and behavioural differences among different wavefront application codes, providing a succinct summary of the operations for each application and insights into alternative wavefront application design. The models are applied to three industry-strength wavefront codes and are validated on several systems including a Cray XT3/XT4 and an InfiniBand commodity cluster. Model predictions show high quantitative accuracy (less than 20% error) for all high performance configurations and excellent qualitative accuracy. The thesis presents applications, projections and insights for optimisations using the model, which show the utility of reusable analytic models for performance engineering of high performance computing codes. In particular, we demonstrate the use of the model for: (1) evaluating application configuration and resulting performance; (2) evaluating hardware platform issues including platform sizing, configuration; (3) exploring hardware platform design alternatives and system procurement and, (4) considering possible code and algorithmic optimisations

Soft thought (in architecture and choreography)

This article is an introduction to and exploration of the concept of ‘soft thought’. What we want to propose through the definition of this concept is an aesthetic of digital code that does not necessarily presuppose a relation with the generative aspects of coding, nor with its sensorial perception and evaluation. Numbers do not have to produce something, and do not need to be transduced into colours and sounds, in order to be considered as aesthetic objects. Starting from this assumption, our main aim will be to reconnect the numerical aesthetic of code with a more ‘abstract’ kind of feeling, the feeling of numbers indirectly felt as conceptual contagions’, that are ‘conceptually felt but not directly sensed. The following pages will be dedicated to the explication and exemplification of this particular mode of feeling, and to its possible definition as ‘soft thought’

Analytical Modeling of High Performance Reconfigurable Computers: Prediction and Analysis of System Performance.

The use of a network of shared, heterogeneous workstations each harboring a Reconfigurable Computing (RC) system offers high performance users an inexpensive platform for a wide range of computationally demanding problems. However, effectively using the full potential of these systems can be challenging without the knowledge of the system’s performance characteristics. While some performance models exist for shared, heterogeneous workstations, none thus far account for the addition of Reconfigurable Computing systems. This dissertation develops and validates an analytic performance modeling methodology for a class of fork-join algorithms executing on a High Performance Reconfigurable Computing (HPRC) platform. The model includes the effects of the reconfigurable device, application load imbalance, background user load, basic message passing communication, and processor heterogeneity. Three fork-join class of applications, a Boolean Satisfiability Solver, a Matrix-Vector Multiplication algorithm, and an Advanced Encryption Standard algorithm are used to validate the model with homogeneous and simulated heterogeneous workstations. A synthetic load is used to validate the model under various loading conditions including simulating heterogeneity by making some workstations appear slower than others by the use of background loading. The performance modeling methodology proves to be accurate in characterizing the effects of reconfigurable devices, application load imbalance, background user load and heterogeneity for applications running on shared, homogeneous and heterogeneous HPRC resources. The model error in all cases was found to be less than five percent for application runtimes greater than thirty seconds and less than fifteen percent for runtimes less than thirty seconds. The performance modeling methodology enables us to characterize applications running on shared HPRC resources. Cost functions are used to impose system usage policies and the results of vii the modeling methodology are utilized to find the optimal (or near-optimal) set of workstations to use for a given application. The usage policies investigated include determining the computational costs for the workstations and balancing the priority of the background user load with the parallel application. The applications studied fall within the Master-Worker paradigm and are well suited for a grid computing approach. A method for using NetSolve, a grid middleware, with the model and cost functions is introduced whereby users can produce optimal workstation sets and schedules for Master-Worker applications running on shared HPRC resources

Predictive analysis and optimisation of pipelined wavefront applications using reusable analytic models

Pipelined wavefront computations are an ubiquitous class of high performance parallel algorithms used for the solution of many scientific and engineering applications. In order to aid the design and optimisation of these applications, and to ensure that during procurement platforms are chosen best suited to these codes, there has been considerable research in analysing and evaluating their operational performance. Wavefront codes exhibit complex computation, communication, synchronisation patterns, and as a result there exist a large variety of such codes and possible optimisations. The problem is compounded by each new generation of high performance computing system, which has often introduced a previously unexplored architectural trait, requiring previous performance models to be rewritten and reevaluated. In this thesis, we address the performance modelling and optimisation of this class of application, as a whole. This differs from previous studies in which bespoke models are applied to specific applications. The analytic performance models are generalised and reusable, and we demonstrate their application to the predictive analysis and optimisation of pipelined wavefront computations running on modern high performance computing systems. The performance model is based on the LogGP parameterisation, and uses a small number of input parameters to specify the particular behaviour of most wavefront codes. The new parameters and model equations capture the key structural and behavioural differences among different wavefront application codes, providing a succinct summary of the operations for each application and insights into alternative wavefront application design. The models are applied to three industry-strength wavefront codes and are validated on several systems including a Cray XT3/XT4 and an InfiniBand commodity cluster. Model predictions show high quantitative accuracy (less than 20% error) for all high performance configurations and excellent qualitative accuracy. The thesis presents applications, projections and insights for optimisations using the model, which show the utility of reusable analytic models for performance engineering of high performance computing codes. In particular, we demonstrate the use of the model for: (1) evaluating application configuration and resulting performance; (2) evaluating hardware platform issues including platform sizing, configuration; (3) exploring hardware platform design alternatives and system procurement and, (4) considering possible code and algorithmic optimisations.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Volatility forecasting

Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications. Volatility is inherently latent, and Section 1 begins with a brief intuitive account of various key volatility concepts. Section 2 then discusses a series of different economic situations in which volatility plays a crucial role, ranging from the use of volatility forecasts in portfolio allocation to density forecasting in risk management. Sections 3, 4 and 5 present a variety of alternative procedures for univariate volatility modeling and forecasting based on the GARCH, stochastic volatility and realized volatility paradigms, respectively. Section 6 extends the discussion to the multivariate problem of forecasting conditional covariances and correlations, and Section 7 discusses volatility forecast evaluation methods in both univariate and multivariate cases. Section 8 concludes briefly. JEL Klassifikation: C10, C53, G1

A Unified Framework for Parallel Anisotropic Mesh Adaptation

Finite-element methods are a critical component of the design and analysis procedures of many (bio-)engineering applications. Mesh adaptation is one of the most crucial components since it discretizes the physics of the application at a relatively low cost to the solver. Highly scalable parallel mesh adaptation methods for High-Performance Computing (HPC) are essential to meet the ever-growing demand for higher fidelity simulations. Moreover, the continuous growth of the complexity of the HPC systems requires a systematic approach to exploit their full potential. Anisotropic mesh adaptation captures features of the solution at multiple scales while, minimizing the required number of elements. However, it also introduces new challenges on top of mesh generation. Also, the increased complexity of the targeted cases requires departing from traditional surface-constrained approaches to utilizing CAD (Computer-Aided Design) kernels. Alongside the functionality requirements, is the need of taking advantage of the ubiquitous multi-core machines. More importantly, the parallel implementation needs to handle the ever-increasing complexity of the mesh adaptation code. In this work, we develop a parallel mesh adaptation method that utilizes a metric-based approach for generating anisotropic meshes. Moreover, we enhance our method by interfacing with a CAD kernel, thus enabling its use on complex geometries. We evaluate our method both with fixed-resolution benchmarks and within a simulation pipeline, where the resolution of the discretization increases incrementally. With the Telescopic Approach for scalable mesh generation as a guide, we propose a parallel method at the node (multi-core) for mesh adaptation that is expected to scale up efficiently to the upcoming exascale machines. To facilitate an effective implementation, we introduce an abstract layer between the application and the runtime system that enables the use of task-based parallelism for concurrent mesh operations. Our evaluation indicates results comparable to state-of-the-art methods for fixed-resolution meshes both in terms of performance and quality. The integration with an adaptive pipeline offers promising results for the capability of the proposed method to function as part of an adaptive simulation. Moreover, our abstract tasking layer allows the separation of different aspects of the implementation without any impact on the functionality of the method