Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in spatially distributed, non-equilibrium physiochemical processes with complex chemistry and transport micro-mechanisms. The algorithms can be tailored to specific hierarchical parallel architectures such as multi-core processors or clusters of Graphical Processing Units (GPUs). The proposed parallel algorithms are controlled-error approximations of kinetic Monte Carlo algorithms, departing from the predominant paradigm of creating parallel KMC algorithms with exactly the same master equation as the serial one. Our methodology relies on a spatial decomposition of the Markov operator underlying the KMC algorithm into a hierarchy of operators corresponding to the processors' structure in the parallel architecture. Based on this operator decomposition, we formulate Fractional Step Approximation schemes by employing the Trotter Theorem and its random variants; these schemes, (a) determine the communication schedule} between processors, and (b) are run independently on each processor through a serial KMC simulation, called a kernel, on each fractional step time-window. Furthermore, the proposed mathematical framework allows us to rigorously justify the numerical and statistical consistency of the proposed algorithms, showing the convergence of our approximating schemes to the original serial KMC. The approach also provides a systematic evaluation of different processor communicating schedules.Comment: 34 pages, 9 figure

METADOCK: A parallel metaheuristic schema for virtual screening methods

Virtual screening through molecular docking can be translated into an optimization problem, which can be tackled with metaheuristic methods. The interaction between two chemical compounds (typically a protein, enzyme or receptor, and a small molecule, or ligand) is calculated by using highly computationally demanding scoring functions that are computed at several binding spots located throughout the protein surface. This paper introduces METADOCK, a novel molecular docking methodology based on parameterized and parallel metaheuristics and designed to leverage heterogeneous computers based on heterogeneous architectures. The application decides the optimization technique at running time by setting a configuration schema. Our proposed solution finds a good workload balance via dynamic assignment of jobs to heterogeneous resources which perform independent metaheuristic executions when computing different molecular interactions required by the scoring functions in use. A cooperative scheduling of jobs optimizes the quality of the solution and the overall performance of the simulation, so opening a new path for further developments of virtual screening methods on high-performance contemporary heterogeneous platforms.Ingeniería, Industria y Construcció

StochKit-FF: Efficient Systems Biology on Multicore Architectures

The stochastic modelling of biological systems is an informative, and in some cases, very adequate technique, which may however result in being more expensive than other modelling approaches, such as differential equations. We present StochKit-FF, a parallel version of StochKit, a reference toolkit for stochastic simulations. StochKit-FF is based on the FastFlow programming toolkit for multicores and exploits the novel concept of selective memory. We experiment StochKit-FF on a model of HIV infection dynamics, with the aim of extracting information from efficiently run experiments, here in terms of average and variance and, on a longer term, of more structured data.Comment: 14 pages + cover pag

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

Parallel statistical model checking for safety verification in smart grids

By using small computing devices deployed at user premises, Autonomous Demand Response (ADR) adapts users electricity consumption to given time-dependent electricity tariffs. This allows end-users to save on their electricity bill and Distribution System Operators to optimise (through suitable time-dependent tariffs) management of the electric grid by avoiding demand peaks. Unfortunately, even with ADR, users power consumption may deviate from the expected (minimum cost) one, e.g., because ADR devices fail to correctly forecast energy needs at user premises. As a result, the aggregated power demand may present undesirable peaks. In this paper we address such a problem by presenting methods and a software tool (APD-Analyser) implementing them, enabling Distribution System Operators to effectively verify that a given time-dependent electricity tariff achieves the desired goals even when end-users deviate from their expected behaviour. We show feasibility of the proposed approach through a realistic scenario from a medium voltage Danish distribution network

Optimistic Concurrency Control for Distributed Unsupervised Learning

Research on distributed machine learning algorithms has focused primarily on one of two extremes - algorithms that obey strict concurrency constraints or algorithms that obey few or no such constraints. We consider an intermediate alternative in which algorithms optimistically assume that conflicts are unlikely and if conflicts do arise a conflict-resolution protocol is invoked. We view this "optimistic concurrency control" paradigm as particularly appropriate for large-scale machine learning algorithms, particularly in the unsupervised setting. We demonstrate our approach in three problem areas: clustering, feature learning and online facility location. We evaluate our methods via large-scale experiments in a cluster computing environment.Comment: 25 pages, 5 figure