Optimising runtime reconfigurable designs for high performance applications

This thesis proposes novel optimisations for high performance runtime reconfigurable designs. For a reconfigurable design, the proposed approach investigates idle resources introduced by static design approaches, and exploits runtime reconfiguration to eliminate the inefficient resources. The approach covers the circuit level, the function level, and the system level. At the circuit level, a method is proposed for tuning reconfigurable designs with two analytical models: a resource model for computational and memory resources and memory bandwidth, and a performance model for estimating execution time. This method is applied to tuning implementations of finite-difference algorithms, optimising arithmetic operators and memory bandwidth based on algorithmic parameters, and eliminating idle resources by runtime reconfiguration. At the function level, a method is proposed to automatically identify and exploit runtime reconfiguration opportunities while optimising resource utilisation. The method is based on Reconfiguration Data Flow Graph, a new hierarchical graph structure enabling runtime reconfigurable designs to be synthesised in three steps: function analysis, configuration organisation, and runtime solution generation. At the system level, a method is proposed for optimising reconfigurable designs by dynamically adapting the designs to available runtime resources in a reconfigurable system. This method includes two steps: compile-time optimisation and runtime scaling, which enable efficient workload distribution, asynchronous communication scheduling, and domain-specific optimisations. It can be used in developing effective servers for high performance applications.Open Acces

Automatic generation of high-throughput systolic tree-based solvers for modern FPGAs

Tree-based models are a class of numerical methods widely used in financial option pricing, which have a computational complexity that is quadratic with respect to the solution accuracy. Previous research has employed reconfigurable computing with small degrees of parallelism to provide faster hardware solutions compared with general-purpose processing software designs. However, due to the nature of their vector hardware architectures, they cannot scale their compute resources efficiently, leaving them with pricing latency figures which are quadratic with respect to the problem size, and hence to the solution accuracy. Also, their solutions are not productive as they require hardware engineering effort, and can only solve one type of tree problems, known as the standard American option. This thesis presents a novel methodology in the form of a high-level design framework which can capture any common tree-based problem, and automatically generates high-throughput field-programmable gate array (FPGA) solvers based on proposed scalable hardware architectures. The thesis has made three main contributions. First, systolic architectures were proposed for solving binomial and trinomial trees, which due to their custom systolic data-movement mechanisms, can scale their compute resources efficiently to provide linear latency scaling for medium-size trees and improved quadratic latency scaling for large trees. Using the proposed systolic architectures, throughput speed-ups of up to 5.6X and 12X were achieved for modern FPGAs, compared to previous vector designs, for medium and large trees, respectively. Second, a productive high-level design framework was proposed, that can capture any common binomial and trinomial tree problem, and a methodology was suggested to generate high-throughput systolic solvers with custom data precision, where the methodology requires no hardware design effort from the end user. Third, a fully-automated tool-chain methodology was proposed that, compared to previous tree-based solvers, improves user productivity by removing the manual engineering effort of applying the design framework to option pricing problems. Using the productive design framework, high-throughput systolic FPGA solvers have been automatically generated from simple end-user C descriptions for several tree problems, such as American, Bermudan, and barrier options.Open Acces

Optimal Distribution Reconfiguration and Demand Management within Practical Operational Constraints

This dissertation focuses on specific aspects of the technical design and operation of a `smart\u27 distribution system incorporating new technology in the design process. The main purpose of this dissertation is to propose new algorithms in order to achieve a more reliable and economic distribution system. First, a general approach based on Mixed Integer Programming (MIP) is proposed to formulate the reconfiguration problem for a radial/weakly meshed distribution network or restoration following a fault. Two objectives considered in this study are to minimize the active power loss, and to minimize the number of switching operations with respect to operational constraints, such as power balance, line ow limits, voltage limit, and radiality of the network. The latter is the most challenging issue in solving the problem by MIP. A novel approach based on Depth-First Search (DFS) algorithm is implemented to avoid cycles and loops in the system. Due to insufficient measurements and high penetration of controllable loads and renewable resources, reconfiguration with deterministic optimization may not lead to an optimal/feasible result. Therefore, two different methods are proposed to solve the reconfiguration problem in presence of load uncertainty. Second, a new pricing algorithm for residential load participation in demand response program is proposed. The objective is to reduce the cost to the utility company while mitigating the impact on customer satisfaction. This is an iterative approach in which residents and energy supplier exchange information on consumption and price. The prices as well as appliance schedule for the residential customers will be achieved at the point of convergence. As an important contribution of this work, distribution network constraints such as voltage limits, equipment capacity limits, and phase balance constraints are considered in the pricing algorithm. Similar to the locational marginal price (LMP) at the transmission level, different prices for distribution nodes will be obtained. Primary consideration in the proposed approach, and frequently ignored in the literature, is to avoid overly sophisticated decision-making at the customer level. Most customers will have limited capacity or need for elaborate scheduling where actual energy cost savings will be modest

Quality of Service Driven Runtime Resource Allocation in Reconfigurable HPC Architectures

Heterogeneous System Architectures (HSA) are gaining importance in the High Performance Computing (HPC) domain due to increasing computational requirements coupled with energy consumption concerns, which conventional CPU architectures fail to effectively address. Systems based on Field Programmable Gate Array (FPGA) recently emerged as an effective alternative to Graphical Processing Units (GPUs) for demanding HPC applications, although they lack the abstractions available in conventional CPU-based systems. This work tackles the problem of runtime resource management of a system using FPGA-based co-processors to accelerate multi-programmed HPC workloads. We propose a novel resource manager able to dynamically vary the number of FPGAs allocated to each of the jobs running in a multi-accelerator system, with the goal of meeting a given Quality of Service metric for the running jobs measured in terms of deadline or throughput. We implement the proposed resource manager in a commercial HPC system, evaluating its behavior with representative workloads

Accelerating Reconfigurable Financial Computing

This thesis proposes novel approaches to the design, optimisation, and management of reconfigurable computer accelerators for financial computing. There are three contributions. First, we propose novel reconfigurable designs for derivative pricing using both Monte-Carlo and quadrature methods. Such designs involve exploring techniques such as control variate optimisation for Monte-Carlo, and multi-dimensional analysis for quadrature methods. Significant speedups and energy savings are achieved using our Field-Programmable Gate Array (FPGA) designs over both Central Processing Unit (CPU) and Graphical Processing Unit (GPU) designs. Second, we propose a framework for distributing computing tasks on multi-accelerator heterogeneous clusters. In this framework, different computational devices including FPGAs, GPUs and CPUs work collaboratively on the same financial problem based on a dynamic scheduling policy. The trade-off in speed and in energy consumption of different accelerator allocations is investigated. Third, we propose a mixed precision methodology for optimising Monte-Carlo designs, and a reduced precision methodology for optimising quadrature designs. These methodologies enable us to optimise throughput of reconfigurable designs by using datapaths with minimised precision, while maintaining the same accuracy of the results as in the original designs

The Distribution of Stock Return Volatility

We exploit direct model-free measures of daily equity return volatility and correlation obtained from high-frequency intraday transaction prices on individual stocks in the Dow Jones Industrial Average over a five-year period to confirm, solidify and extend existing characterizations of stock return volatility and correlation We find that the unconditional distributions of the variances and covariances for all thirty stocks are leptokurtic and highly skewed to the right, while the logarithmic standard deviations and correlations all appear approximately Gaussian. Moreover, the distributions returns scaled by the realized standard deviations are also Gaussian. Furthermore, the realized logarithmic standard deviations and correlations all show strong dependence and appear to be well described by long-memory processes, consistent with our documentation of remarkably precise scaling laws under temporal aggregation. Our results also show that positive returns have less impact on future variances and correlations than negative returns of the same absolute magnitude, although the economic importance of this asymmetry is minor. Finally, there is strong evidence that equity volatilities and correlations move together, thus diminishing the benefits to diversification when the market is most volatile. By explicitly incorporating each of these stylized facts, our findings set the stage for improved high-dimensional volatility modeling and out-of-sample forecasting, which in turn hold promise for the development of better decision making in practical situations of risk management, portfolio allocation, and asset pricing.

The Distribution of Stock Return Volatility

We exploit direct model-free measures of daily equity return volatility and correlation obtained from high-frequency intraday transaction prices on individual stocks in the Dow Jones Industrial Average over a five-year period to confirm, solidify and extend existing characterizations of stock return volatility and correlation. We find that the unconditional distributions of the variances and covariances for all thirty stocks are leptokurtic and highly skewed to the right, while the logarithmic standard deviations and correlations all appear approximately Gaussian. Moreover, the distributions of the returns scaled by the realized standard deviations are also Gaussian. Consistent with our documentation of remarkably precise scaling laws under temporal aggregation, the realized logarithmic standard deviations and correlations all show strong temporal dependence and appear to be well described by long-memory processes. Positive returns have less impact on future variances and correlations than negative returns of the same absolute magnitude, although the economic importance of this asymmetry is minor. Finally, there is strong evidence that equity volatilities and correlations move together, possibly reducing the benefits to portfolio diversification when the market is most volatile. Our findings are broadly consistent with a latent volatility fact or structure, and they set the stage for improved high-dimensional volatility modeling and out-of-sample forecasting, which in turn hold promise for the development of better decision making in practical situations of risk management, portfolio allocation, and asset pricing.

Simulation and Analysis of the Operation and Reconfiguration of a Medium Voltage Distribution Network in a Smart Grid Context in MATLAB Simulink

This work will present a Medium Voltage Distribution Network that is operated as a Smart Grid. As the distribution infrastructure for electric energy ages and the share of EV’s and renewables increases, changes will have to be made to support the increasing power flows in the network. A more long-term solution than reinforcing the network with heavier cables is constructing an intelligent network that reacts to changing power flows inside the network and adapts accordingly to guarantee optimal functionality. External data from an optimisation algorithm is used to determine the switching behaviour. The network was modeled and analysed using a simulation software. If done correctly, a simulation can offer a lot of insight for only a fraction of the cost of constructing and testing the network in reality. MATLAB Simulink was used for the virtual modeling and analysis of the network. The main objective is to construct a model of the MVDN and use it to generate and analyse the power flows in the network to determine the plausibility of exploiting a similar network in an existing city. The models for each of the network components were developed and picked to combine them into a functioning network model based on the smart city’s topology. Simulating a smart grid is in essence not novel, but has not been done in Simulink before in this context. The hardest obstacle to overcome during the construction of the network model was finding a way to achieve the making and breaking of network connections in a way that Simulink could compute the network parameters correctly and in a timely manner. A whole section is dedicated to resolving these development issues. Following this, the results of the simulation regarding power flows and losses in the network are discussed. When it comes to the renewable generation implementation, the results showed promising results, even on days with low wind velocity the renewables aided in reducing the power demanded from the substation. The total generated power is compared with the total consumed power in the loads to find the grid losses. It became apparent very quickly that the grid losses were very high, up to 9.7%, which is a lot higher than the expected 2-6%. Overall the model showed promising results, as well as serving as a baseline for future works to improve upon

Efficient resource allocation and call admission control in high capacity wireless networks

Resource Allocation (RA) and Call Admission Control (CAC) in wireless networks are processes that control the allocation of the limited radio resources to mobile stations (MS) in order to maximize the utilization efficiency of radio resources and guarantee the Quality of Service (QoS) requirements of mobile users. In this dissertation, several distributed, adaptive and efficient RA/CAC schemes are proposed and analyzed, in order to improve the system utilization while maintaining the required QoS. Since the most salient feature of the mobile wireless network is that users are moving, a Mobility Based Channel Reservation (MBCR) scheme is proposed which takes the user mobility into consideration. The MBCR scheme is further developed into PMBBR scheme by using the user location information in the reservation making process. Through traffic composition analysis, the commonly used assumption is challenged in this dissertation, and a New Call Bounding (NCB) scheme, which uses the number of channels that are currently occupied by new calls as a decision variable for the CAC, is proposed. This dissertation also investigates the pricing as another dimension for RA/CAC. It is proven that for a given wireless network there exists a new call arrival rate which can maximize the total utility of users, while maintaining the required QoS. Based on this conclusion, an integrated pricing and CAC scheme is proposed to alleviate the system congestion