High-Performance Modelling and Simulation for Big Data Applications

This open access book was prepared as a Final Publication of the COST Action IC1406 “High-Performance Modelling and Simulation for Big Data Applications (cHiPSet)“ project. Long considered important pillars of the scientific method, Modelling and Simulation have evolved from traditional discrete numerical methods to complex data-intensive continuous analytical optimisations. Resolution, scale, and accuracy have become essential to predict and analyse natural and complex systems in science and engineering. When their level of abstraction raises to have a better discernment of the domain at hand, their representation gets increasingly demanding for computational and data resources. On the other hand, High Performance Computing typically entails the effective use of parallel and distributed processing units coupled with efficient storage, communication and visualisation systems to underpin complex data-intensive applications in distinct scientific and technical domains. It is then arguably required to have a seamless interaction of High Performance Computing with Modelling and Simulation in order to store, compute, analyse, and visualise large data sets in science and engineering. Funded by the European Commission, cHiPSet has provided a dynamic trans-European forum for their members and distinguished guests to openly discuss novel perspectives and topics of interests for these two communities. This cHiPSet compendium presents a set of selected case studies related to healthcare, biological data, computational advertising, multimedia, finance, bioinformatics, and telecommunications

CFD Vision 2030 Study: A Path to Revolutionary Computational Aerosciences

This report documents the results of a study to address the long range, strategic planning required by NASA's Revolutionary Computational Aerosciences (RCA) program in the area of computational fluid dynamics (CFD), including future software and hardware requirements for High Performance Computing (HPC). Specifically, the "Vision 2030" CFD study is to provide a knowledge-based forecast of the future computational capabilities required for turbulent, transitional, and reacting flow simulations across a broad Mach number regime, and to lay the foundation for the development of a future framework and/or environment where physics-based, accurate predictions of complex turbulent flows, including flow separation, can be accomplished routinely and efficiently in cooperation with other physics-based simulations to enable multi-physics analysis and design. Specific technical requirements from the aerospace industrial and scientific communities were obtained to determine critical capability gaps, anticipated technical challenges, and impediments to achieving the target CFD capability in 2030. A preliminary development plan and roadmap were created to help focus investments in technology development to help achieve the CFD vision in 2030

Experimental Evaluation of Growing and Pruning Hyper Basis Function Neural Networks Trained with Extended Information Filter

In this paper we test Extended Information Filter (EIF) for sequential training of Hyper Basis Function Neural Networks with growing and pruning ability (HBF-GP). The HBF neuron allows different scaling of input dimensions to provide better generalization property when dealing with complex nonlinear problems in engineering practice. The main intuition behind HBF is in generalization of Gaussian type of neuron that applies Mahalanobis-like distance as a distance metrics between input training sample and prototype vector. We exploit concept of neuron’s significance and allow growing and pruning of HBF neurons during sequential learning process. From engineer’s perspective, EIF is attractive for training of neural networks because it allows a designer to have scarce initial knowledge of the system/problem. Extensive experimental study shows that HBF neural network trained with EIF achieves same prediction error and compactness of network topology when compared to EKF, but without the need to know initial state uncertainty, which is its main advantage over EKF

Context-aware task scheduling in distributed computing systems

These days, the popularity of technologies such as machine learning, augmented reality, and big data analytics is growing dramatically. This leads to a higher demand of computational power not only for IT professionals but also for ordinary device users who benefit from new applications. At the same time, the computational performance of end-user devices increases to meet the demands of these resource-hungry applications. As a result, there is a coexistence of a huge demand of computational power on the one side and a large pool of computational resources on the other side. Bringing these two sides together is the idea of computational resource sharing systems which allow applications to forward computationally intensive workload to remote resources. This technique is often used in cloud computing where customers can rent computational power. However, we argue that not only cloud resources can be used as offloading targets. Rather, idle CPU cycles from end-user administered devices at the edge of the network can be spontaneously leveraged as well. Edge devices, however, are not only heterogeneous in their hardware and software capabilities, they also do not provide any guarantees in terms of reliability or performance. Does it mean that either the applications that require further guarantees or the unpredictable resources need to be excluded from such a sharing system? In this thesis, we propose a solution to this problem by introducing the Tasklet system, our approach for a computational resource sharing system. The Tasklet system supports computation offloading to arbitrary types of devices, including stable cloud instances as well as unpredictable end-user owned edge resources. Therefore, the Tasklet system is structured into multiple layers. The lowest layer is a best-effort resource sharing system which provides lightweight task scheduling and execution. Here, best-effort means that in case of a failure, the task execution is dropped and that tasks are allocated to resources randomly. To provide execution guarantees such as a reliable or timely execution, we add a Quality of Computation (QoC) layer on top of the best-effort execution layer. The QoC layer enforces the guarantees for applications by using a context-aware task scheduler which monitors the available resources in the computing environment and performs the matchmaking between resources and tasks based on the current state of the system. As edge resources are controlled by individuals, we consider the fact that these users need to be able to decide with whom they want to share their resources and for which price. Thus, we add a social layer on top of the system that allows users to establish friendship connections which can then be leveraged for social-aware task allocation and accounting of shared computation

Evolutionary Algorithms and Computational Methods for Derivatives Pricing

This work aims to provide novel computational solutions to the problem of derivative pricing. To achieve this, a novel hybrid evolutionary algorithm (EA) based on particle swarm optimisation (PSO) and differential evolution (DE) is introduced and applied, along with various other state-of-the-art variants of PSO and DE, to the problem of calibrating the Heston stochastic volatility model. It is found that state-of-the-art DEs provide excellent calibration performance, and that previous use of rudimentary DEs in the literature undervalued the use of these methods. The use of neural networks with EAs for approximating the solution to derivatives pricing models is next investigated. A set of neural networks are trained from Monte Carlo (MC) simulation data to approximate the closed form solution for European, Asian and American style options. The results are comparable to MC pricing, but with offline evaluation of the price using the neural networks being orders of magnitudes faster and computationally more efficient. Finally, the use of custom hardware for numerical pricing of derivatives is introduced. The solver presented here provides an energy efficient data-flow implementation for pricing derivatives, which has the potential to be incorporated into larger high-speed/low energy trading systems