Parallel alogorithms for MIMD parallel computers

This thesis mainly covers the design and analysis of asynchronous parallel algorithms that can be run on MIMD (Multiple Instruction Multiple Data) parallel computers, in particular the NEPTUNE system at Loughborough University. Initially the fundamentals of parallel computer architectures are introduced with different parallel architectures being described and compared. The principles of parallel programming and the design of parallel algorithms are also outlined. Also the main characteristics of the 4 processor MIMD NEPTUNE system are presented, and performance indicators, i.e. the speed-up and the efficiency factors are defined for the measurement of parallelism in a given system. Both numerical and non-numerical algorithms are covered in the thesis. In the numerical solution of partial differential equations, a new parallel 9-point block iterative method is developed. Here, the organization of the blocks is done in such a way that each process contains its own group of 9 points on the network, therefore, they can be run in parallel. The parallel implementation of both 9-point and 4- point block iterative methods were programmed using natural and redblack ordering with synchronous and asynchronous approaches. The results obtained for these different implementations were compared and analysed. Next the parallel version of the A.G.E. (Alternating Group Explicit) method is developed in which the explicit nature of the difference equation is revealed and exploited when applied to derive the solution of both linear and non-linear 2-point boundary value problems. Two strategies have been used in the implementation of the parallel A.G.E. method using the synchronous and asynchronous approaches. The results from these implementations were compared. Also for comparison reasons the results obtained from the parallel A.G.E. were compared with the ~ corresponding results obtained from the parallel versions of the Jacobi, Gauss-Seidel and S.O.R. methods. Finally, a computational complexity analysis of the parallel A.G.E. algorithms is included. In the area of non-numeric algorithms, the problems of sorting and searching were studied. The sorting methods which were investigated was the shell and the digit sort methods. with each method different parallel strategies and approaches were used and compared to find the best results which can be obtained on the parallel machine. In the searching methods, the sequential search algorithm in an unordered table and the binary search algorithms were investigated and implemented in parallel with a presentation of the results. Finally, a complexity analysis of these methods is presented. The thesis concludes with a chapter summarizing the main results

Multiobjective strategies for New Product Development in the pharmaceutical industry

New Product Development (NPD) constitutes a challenging problem in the pharmaceutical industry, due to the characteristics of the development pipeline. Formally, the NPD problem can be stated as follows: select a set of R&D projects from a pool of candidate projects in order to satisfy several criteria (economic profitability, time to market) while coping with the uncertain nature of the projects. More precisely, the recurrent key issues are to determine the projects to develop once target molecules have been identified, their order and the level of resources to assign. In this context, the proposed approach combines discrete event stochastic simulation (Monte Carlo approach) with multiobjective genetic algorithms (NSGAII type, Non-Sorted Genetic Algorithm II) to optimize the highly combinatorial portfolio management problem. In that context, Genetic Algorithms (GAs) are particularly attractive for treating this kind of problem, due to their ability to directly lead to the so-called Pareto front and to account for the combinatorial aspect. This work is illustrated with a study case involving nine interdependent new product candidates targeting three diseases. An analysis is performed for this test bench on the different pairs of criteria both for the bi- and tricriteria optimization: large portfolios cause resource queues and delays time to launch and are eliminated by the bi- and tricriteria optimization strategy. The optimization strategy is thus interesting to detect the sequence candidates. Time is an important criterion to consider simultaneously with NPV and risk criteria. The order in which drugs are released in the pipeline is of great importance as with scheduling problems

Multiobjective strategies for New Product Development in the pharmaceutical industry

New Product Development (NPD) constitutes a challenging problem in the pharmaceutical industry, due to the characteristics of the development pipeline. Formally, the NPD problem can be stated as follows: select a set of R&D projects from a pool of candidate projects in order to satisfy several criteria (economic profitability, time to market) while coping with the uncertain nature of the projects. More precisely, the recurrent key issues are to determine the projects to develop once target molecules have been identified, their order and the level of resources to assign. In this context, the proposed approach combines discrete event stochastic simulation (Monte Carlo approach) with multiobjective genetic algorithms (NSGAII type, Non-Sorted Genetic Algorithm II) to optimize the highly combinatorial portfolio management problem. In that context, Genetic Algorithms (GAs) are particularly attractive for treating this kind of problem, due to their ability to directly lead to the so-called Pareto front and to account for the combinatorial aspect. This work is illustrated with a study case involving nine interdependent new product candidates targeting three diseases. An analysis is performed for this test bench on the different pairs of criteria both for the bi- and tricriteria optimization: large portfolios cause resource queues and delays time to launch and are eliminated by the bi- and tricriteria optimization strategy. The optimization strategy is thus interesting to detect the sequence candidates. Time is an important criterion to consider simultaneously with NPV and risk criteria. The order in which drugs are released in the pipeline is of great importance as with scheduling problems

Plasma simulation using the massively parallel processor

Two dimensional electrostatic simulation codes using the particle-in-cell model are developed on the Massively Parallel Processor (MPP). The conventional plasma simulation procedure that computes electric fields at particle positions by means of a gridded system is found inefficient on the MPP. The MPP simulation code is thus based on the gridless system in which particles are assigned to processing elements and electric fields are computed directly via Discrete Fourier Transform. Currently, the gridless model on the MPP in two dimensions is about nine times slower that the gridded system on the CRAY X-MP without considering I/O time. However, the gridless system on the MPP can be improved by incorporating a faster I/O between the staging memory and Array Unit and a more efficient procedure for taking floating point sums over processing elements. The initial results suggest that the parallel processors have the potential for performing large scale plasma simulations

Permutation and Grouping Methods for Sharpening Gaussian Process Approximations

Vecchia's approximate likelihood for Gaussian process parameters depends on how the observations are ordered, which can be viewed as a deficiency because the exact likelihood is permutation-invariant. This article takes the alternative standpoint that the ordering of the observations can be tuned to sharpen the approximations. Advantageously chosen orderings can drastically improve the approximations, and in fact, completely random orderings often produce far more accurate approximations than default coordinate-based orderings do. In addition to the permutation results, automatic methods for grouping calculations of components of the approximation are introduced, having the result of simultaneously improving the quality of the approximation and reducing its computational burden. In common settings, reordering combined with grouping reduces Kullback-Leibler divergence from the target model by a factor of 80 and computation time by a factor of 2 compared to ungrouped approximations with default ordering. The claims are supported by theory and numerical results with comparisons to other approximations, including tapered covariances and stochastic partial differential equation approximations. Computational details are provided, including efficiently finding the orderings and ordered nearest neighbors, and profiling out linear mean parameters and using the approximations for prediction and conditional simulation. An application to space-time satellite data is presented