Domain-Specific Acceleration and Auto-Parallelization of Legacy Scientific Code in FORTRAN 77 using Source-to-Source Compilation

Massively parallel accelerators such as GPGPUs, manycores and FPGAs represent a powerful and affordable tool for scientists who look to speed up simulations of complex systems. However, porting code to such devices requires a detailed understanding of heterogeneous programming tools and effective strategies for parallelization. In this paper we present a source to source compilation approach with whole-program analysis to automatically transform single-threaded FORTRAN 77 legacy code into OpenCL-accelerated programs with parallelized kernels. The main contributions of our work are: (1) whole-source refactoring to allow any subroutine in the code to be offloaded to an accelerator. (2) Minimization of the data transfer between the host and the accelerator by eliminating redundant transfers. (3) Pragmatic auto-parallelization of the code to be offloaded to the accelerator by identification of parallelizable maps and reductions. We have validated the code transformation performance of the compiler on the NIST FORTRAN 78 test suite and several real-world codes: the Large Eddy Simulator for Urban Flows, a high-resolution turbulent flow model; the shallow water component of the ocean model Gmodel; the Linear Baroclinic Model, an atmospheric climate model and Flexpart-WRF, a particle dispersion simulator. The automatic parallelization component has been tested on as 2-D Shallow Water model (2DSW) and on the Large Eddy Simulator for Urban Flows (UFLES) and produces a complete OpenCL-enabled code base. The fully OpenCL-accelerated versions of the 2DSW and the UFLES are resp. 9x and 20x faster on GPU than the original code on CPU, in both cases this is the same performance as manually ported code.Comment: 12 pages, 5 figures, submitted to "Computers and Fluids" as full paper from ParCFD conference entr

Dynamics and Radiation of Young Type-Ia Supernova Remnants: Important Physical Processes

We examine and analyze the physical processes that should be taken into account when modeling young type-Ia SNRs, with ages of several hundred years. It is shown, that energy losses in the metal-rich ejecta can be essential for remnants already at this stage of evolution. The influence of electron thermal conduction and the rate of the energy exchange between electrons and ions on the temperature distribution and the X-radiation from such remnants is studied. The data for Tycho SNR from the XMM-Newton X-ray telescope have been employed for the comparison of calculations with observations.Comment: 19 pages, 8 figure

Optimization guide for programs compiled under IBM FORTRAN H (OPT=2)

Guidelines are given to provide the programmer with various techniques for optimizing programs when the FORTRAN IV H compiler is used with OPT=2. Subroutines and programs are described in the appendices along with a timing summary of all the examples given in the manual

Data base management system analysis and performance testing with respect to NASA requirements

Several candidate Data Base Management Systems (DBM's) that could support the NASA End-to-End Data System's Integrated Data Base Management System (IDBMS) Project, later rescoped and renamed the Packet Management System (PMS) were evaluated. The candidate DBMS systems which had to run on the Digital Equipment Corporation VAX 11/780 computer system were ORACLE, SEED and RIM. Oracle and RIM are both based on the relational data base model while SEED employs a CODASYL network approach. A single data base application which managed stratospheric temperature profiles was studied. The primary reasons for using this application were an insufficient volume of available PMS-like data, a mandate to use actual rather than simulated data, and the abundance of available temperature profile data

AUTOFLOW enhancements for documentation and maintenance of scientific applications

The use of the AUTOFLOW system is discussed in terms of improving automated documentation. Flowcharts produced by AUTOFLOW are considered to be much more meaningful than those produced manually in that they are accurate, present complete references between all transfer points, and graphically portray the logical flow by automatic rearrangement of those segments of the program that interact

The automated computation of tree-level and next-to-leading order differential cross sections, and their matching to parton shower simulations

We discuss the theoretical bases that underpin the automation of the computations of tree-level and next-to-leading order cross sections, of their matching to parton shower simulations, and of the merging of matched samples that differ by light-parton multiplicities. We present a computer program, MadGraph5_aMC@NLO, capable of handling all these computations -- parton-level fixed order, shower-matched, merged -- in a unified framework whose defining features are flexibility, high level of parallelisation, and human intervention limited to input physics quantities. We demonstrate the potential of the program by presenting selected phenomenological applications relevant to the LHC and to a 1-TeV $e^+e^-$ collider. While next-to-leading order results are restricted to QCD corrections to SM processes in the first public version, we show that from the user viewpoint no changes have to be expected in the case of corrections due to any given renormalisable Lagrangian, and that the implementation of these are well under way.Comment: 158 pages, 27 figures; a few references have been adde

Computing the Gamma function using contour integrals and rational approximations

Some of the best methods for computing the gamma function are based on numerical evaluation of Hankel's contour integral. For example, Temme evaluates this integral based on steepest-decent contours by the trapezoid rule. Here we investigate a different approach to the integral: the application of the trapezoid rule on Talbot-type contours using optimal parameters recently derived by Weideman for computing inverse Laplace transforms. Relatedly, we also investigate quadrature formulas derived from best approximations to exp(z) on the negative real axis, following Cody, Meinardus and Varga. The two methods are closely related and both converge geometrically. We find that the new methods are competitive with existing ones, even though they are based on generic tools rather than on specific analysis of the gamma function

Models for Heavy-tailed Asset Returns

Many of the concepts in theoretical and empirical finance developed over the past decades – including the classical portfolio theory, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR – rest upon the assumption that asset returns follow a normal distribution. But this assumption is not justified by empirical data! Rather, the empirical observations exhibit excess kurtosis, more colloquially known as fat tails or heavy tails. This chapter is intended as a guide to heavy-tailed models. We first describe the historically oldest heavy-tailed model – the stable laws. Next, we briefly characterize their recent lighter-tailed generalizations, the socalled truncated and tempered stable distributions. Then we study the class of generalized hyperbolic laws, which – like tempered stable distributions – can be classified somewhere between infinite variance stable laws and the Gaussian distribution. Finally, we provide numerical examples.Heavy-tailed distribution; Stable distribution; Tempered stable distribution; Generalized hyperbolic distribution; Asset return; Random number generation; Parameter estimation;

How Do We Get Rid of These Things? Dismantling Excess Weapons While Protecting the Environment

The startling successes of contemporary international arms control negotiations call to mind the old aphorism that one should be careful about what one wishes for, because the wish just might come true. Today, disarmament diplomacy has wrought unprecedented triumphs across a wide range of global bargaining issues, producing a series of watershed treaties that offer spectacular new advantages for the security of the United States and for the prospect of enduring world peace. At the same time, however, these unanticipated negotiation breakthroughs have themselves generated unforeseen implementation problems, spawning a host of novel difficulties for which the traditional tools and methods of arms control are ill-prepared or inappropriate. This Article examines one such difficulty: the potential legal and political conflict posed when a dramatic and crucial new arms control agreement, the 1993 Chemical Weapons Convention (CWC), confronts the equally fundamental and pressing dictates of national environmental protection policy. In short, the CWC will mandate the peaceful dismantling of massive national arsenals of now obsolete, but still exceptionally lethal chemical weapons (CW) agents, armaments, and facilities-and the destruction must be accomplished relatively promptly, reliably, and under the supervision of international inspectors. In the United States, however, long-standing environmental legislation, starting with the National Environmental Policy Act of 1969 (NEPA) and continuing through a sequence of resource-specific antipollution enactments, mandates punctilious adherence to procedural safeguards (such as the preparation of disclosive Environmental Impact Statements) and compliance with stringent national and local substantive standards on emissions, hazardous wastes, community participation, and safety