Janus II: a new generation application-driven computer for spin-system simulations

This paper describes the architecture, the development and the implementation of Janus II, a new generation application-driven number cruncher optimized for Monte Carlo simulations of spin systems (mainly spin glasses). This domain of computational physics is a recognized grand challenge of high-performance computing: the resources necessary to study in detail theoretical models that can make contact with experimental data are by far beyond those available using commodity computer systems. On the other hand, several specific features of the associated algorithms suggest that unconventional computer architectures, which can be implemented with available electronics technologies, may lead to order of magnitude increases in performance, reducing to acceptable values on human scales the time needed to carry out simulation campaigns that would take centuries on commercially available machines. Janus II is one such machine, recently developed and commissioned, that builds upon and improves on the successful JANUS machine, which has been used for physics since 2008 and is still in operation today. This paper describes in detail the motivations behind the project, the computational requirements, the architecture and the implementation of this new machine and compares its expected performances with those of currently available commercial systems.Comment: 28 pages, 6 figure

Computationally-intensive Econometrics using a Distributed Matrix-programming Language

This paper reviews the need for powerful facilities in econometrics, focusing on concrete problems which arise in financial economics and in macroeconomics. We argue that the profession is being held back by the lack of easy to use generic software which is able to exploit the availability of cheap clusters of distributed computers. Our response is to extend, in a number of directions, the well known matrix-programming interpreted language Ox developed by the first author. We note three possible levels of extensions: (i) Ox with parallelization explicit in the Ox code; (ii) Ox with a parallelized run-time library; (iii) Ox with a parallelized interpreter. This paper studies and implements the first case, emphasizing the need for deterministic computing in science. We give examples in the context of financial economics and time-series modelling.Distributed computing; Econometrics; High-performance computing; Matrix-programming language

Vector computers, Monte Carlo simulation, and regression analysis: An introduction (Version 2)

Monte Carlo Technique;Supercomputer;computer science

Analog, hybrid, and digital simulation

Analog, hybrid, and digital computerized simulation technique

Supercomputers, Monte Carlo simulation and regression analysis

Monte Carlo Technique;Supercomputer;computer science

Ianus: an Adpative FPGA Computer

Dedicated machines designed for specific computational algorithms can outperform conventional computers by several orders of magnitude. In this note we describe {\it Ianus}, a new generation FPGA based machine and its basic features: hardware integration and wide reprogrammability. Our goal is to build a machine that can fully exploit the performance potential of new generation FPGA devices. We also plan a software platform which simplifies its programming, in order to extend its intended range of application to a wide class of interesting and computationally demanding problems. The decision to develop a dedicated processor is a complex one, involving careful assessment of its performance lead, during its expected lifetime, over traditional computers, taking into account their performance increase, as predicted by Moore's law. We discuss this point in detail

Pseudorandom number generation on supercomputers

Random Walks;Supercomputer;computer science