The GPU vs Phi Debate: Risk Analytics Using Many-Core Computing

The risk of reinsurance portfolios covering globally occurring natural catastrophes, such as earthquakes and hurricanes, is quantified by employing simulations. These simulations are computationally intensive and require large amounts of data to be processed. The use of many-core hardware accelerators, such as the Intel Xeon Phi and the NVIDIA Graphics Processing Unit (GPU), are desirable for achieving high-performance risk analytics. In this paper, we set out to investigate how accelerators can be employed in risk analytics, focusing on developing parallel algorithms for Aggregate Risk Analysis, a simulation which computes the Probable Maximum Loss of a portfolio taking both primary and secondary uncertainties into account. The key result is that both hardware accelerators are useful in different contexts; without taking data transfer times into account the Phi had lowest execution times when used independently and the GPU along with a host in a hybrid platform yielded best performance.Comment: A modified version of this article is accepted to the Computers and Electrical Engineering Journal under the title - "The Hardware Accelerator Debate: A Financial Risk Case Study Using Many-Core Computing"; Blesson Varghese, "The Hardware Accelerator Debate: A Financial Risk Case Study Using Many-Core Computing," Computers and Electrical Engineering, 201

On positivity of the Kadison constant and noncommutative Bloch theory

In an earlier paper, we established a natural connection between the Baum-Connes conjecture and noncommutative Bloch theory, viz. the spectral theory of projectively periodic elliptic operators on covering spaces. We elaborate on this connection here and provide significant evidence for a fundamental conjecture in noncommutative Bloch theory on the non-existence of Cantor set type spectrum. This is accomplished by establishing an explicit lower bound for the Kadison constant of twisted group C*-algebras in a large number of cases, whenever the multiplier is rational.Comment: Latex2e, 16 pages, final version, to appear in a special issue of Tohoku Math. J. (in press

Fixed points for actions of Aut(Fn) on CAT(0) spaces

For n greater or equal 4 we discuss questions concerning global fixed points for isometric actions of Aut(Fn), the automorphism group of a free group of rank n, on complete CAT(0) spaces. We prove that whenever Aut(Fn) acts by isometries on complete d-dimensional CAT(0) space with d is less than 2 times the integer function of n over 4 and minus 1, then it must fix a point. This property has implications for irreducible representations of Aut(Fn), which are also presented here. For SAut(Fn), the unique subgroup of index two in Aut(Fn), we obtain similar results

Group dualities, T-dualities, and twisted K-theory

This paper explores further the connection between Langlands duality and T-duality for compact simple Lie groups, which appeared in work of Daenzer-Van Erp and Bunke-Nikolaus. We show that Langlands duality gives rise to isomorphisms of twisted K-groups, but that these K-groups are trivial except in the simplest case of SU(2) and SO(3). Along the way we compute explicitly the map on $H^3$ induced by a covering of compact simple Lie groups, which is either 1 or 2 depending in a complicated way on the type of the groups involved. We also give a new method for computing twisted K-theory using the Segal spectral sequence, giving simpler computations of certain twisted K-theory groups of compact Lie groups relevant for D-brane charges in WZW theories and rank-level dualities. Finally we study a duality for orientifolds based on complex Lie groups with an involution.Comment: 29 pages, mild revisio