Connected component identification and cluster update on GPU

Cluster identification tasks occur in a multitude of contexts in physics and engineering such as, for instance, cluster algorithms for simulating spin models, percolation simulations, segmentation problems in image processing, or network analysis. While it has been shown that graphics processing units (GPUs) can result in speedups of two to three orders of magnitude as compared to serial codes on CPUs for the case of local and thus naturally parallelized problems such as single-spin flip update simulations of spin models, the situation is considerably more complicated for the non-local problem of cluster or connected component identification. I discuss the suitability of different approaches of parallelization of cluster labeling and cluster update algorithms for calculations on GPU and compare to the performance of serial implementations.Comment: 15 pages, 14 figures, one table, submitted to PR

Computing resources sensitive parallelization of neural neworks for large scale diabetes data modelling, diagnosis and prediction

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Diabetes has become one of the most severe deceases due to an increasing number of diabetes patients globally. A large amount of digital data on diabetes has been collected through various channels. How to utilize these data sets to help doctors to make a decision on diagnosis, treatment and prediction of diabetic patients poses many challenges to the research community. The thesis investigates mathematical models with a focus on neural networks for large scale diabetes data modelling and analysis by utilizing modern computing technologies such as grid computing and cloud computing. These computing technologies provide users with an inexpensive way to have access to extensive computing resources over the Internet for solving data and computationally intensive problems. This thesis evaluates the performance of seven representative machine learning techniques in classification of diabetes data and the results show that neural network produces the best accuracy in classification but incurs high overhead in data training. As a result, the thesis develops MRNN, a parallel neural network model based on the MapReduce programming model which has become an enabling technology in support of data intensive applications in the clouds. By partitioning the diabetic data set into a number of equally sized data blocks, the workload in training is distributed among a number of computing nodes for speedup in data training. MRNN is first evaluated in small scale experimental environments using 12 mappers and subsequently is evaluated in large scale simulated environments using up to 1000 mappers. Both the experimental and simulations results have shown the effectiveness of MRNN in classification, and its high scalability in data training. MapReduce does not have a sophisticated job scheduling scheme for heterogonous computing environments in which the computing nodes may have varied computing capabilities. For this purpose, this thesis develops a load balancing scheme based on genetic algorithms with an aim to balance the training workload among heterogeneous computing nodes. The nodes with more computing capacities will receive more MapReduce jobs for execution. Divisible load theory is employed to guide the evolutionary process of the genetic algorithm with an aim to achieve fast convergence. The proposed load balancing scheme is evaluated in large scale simulated MapReduce environments with varied levels of heterogeneity using different sizes of data sets. All the results show that the genetic algorithm based load balancing scheme significantly reduce the makespan in job execution in comparison with the time consumed without load balancing.This work is funded by the EPSRC and China Market Association

A survey on financial applications of metaheuristics

Modern heuristics or metaheuristics are optimization algorithms that have been increasingly used during the last decades to support complex decision-making in a number of fields, such as logistics and transportation, telecommunication networks, bioinformatics, finance, and the like. The continuous increase in computing power, together with advancements in metaheuristics frameworks and parallelization strategies, are empowering these types of algorithms as one of the best alternatives to solve rich and real-life combinatorial optimization problems that arise in a number of financial and banking activities. This article reviews some of the works related to the use of metaheuristics in solving both classical and emergent problems in the finance arena. A non-exhaustive list of examples includes rich portfolio optimization, index tracking, enhanced indexation, credit risk, stock investments, financial project scheduling, option pricing, feature selection, bankruptcy and financial distress prediction, and credit risk assessment. This article also discusses some open opportunities for researchers in the field, and forecast the evolution of metaheuristics to include real-life uncertainty conditions into the optimization problems being considered.This work has been partially supported by the Spanish Ministry of Economy and Competitiveness (TRA2013-48180-C3-P, TRA2015-71883-REDT), FEDER, and the Universitat Jaume I mobility program (E-2015-36)

Plasma propulsion simulation using particles

This perspective paper deals with an overview of particle-in-cell / Monte Carlo collision models applied to different plasma-propulsion configurations and scenarios, from electrostatic (E x B and pulsed arc) devices to electromagnetic (RF inductive, helicon, electron cyclotron resonance) thrusters, with an emphasis on plasma plumes and their interaction with the satellite. The most important elements related to the modeling of plasma-wall interaction are also presented. Finally, the paper reports new progress in the particle-in-cell computational methodology, in particular regarding accelerating computational techniques for multi-dimensional simulations and plasma chemistry Monte Carlo modules for molecular and alternative propellan