Speeding-up the execution of credit risk simulations using desktop grid computing: A case study

This paper describes a case study that was undertaken at a leading European Investment bank in which desktop grid computing was used to speed-up the execution of Monte Carlo credit risk simulations. The credit risk simulations were modelled using commercial-off-the-shelf simulation packages (CSPs). The CSPs did not incorporate built-in support for desktop grids, and therefore the authors implemented a middleware for desktop grid computing, called WinGrid, and interfaced it with the CSP. The performance results show that WinGrid can speed-up the execution of CSP-based Monte Carlo simulations. However, since WinGrid was installed on non-dedicated PCs, the speed-up achieved varied according to users’ PC usage. Finally, the paper presents some lessons learnt from this case study. It is expected that this paper will encourage simulation practitioners and CSP vendors to experiment with desktop grid computing technologies with the objective of speeding-up simulation experimentation

Investigating grid computing technologies for use with commercial simulation packages

As simulation experimentation in industry become more computationally demanding, grid computing can be seen as a promising technology that has the potential to bind together the computational resources needed to quickly execute such simulations. To investigate how this might be possible, this paper reviews the grid technologies that can be used together with commercial-off-the-shelf simulation packages (CSPs) used in industry. The paper identifies two specific forms of grid computing (Public Resource Computing and Enterprise-wide Desktop Grid Computing) and the middleware associated with them (BOINC and Condor) as being suitable for grid-enabling existing CSPs. It further proposes three different CSP-grid integration approaches and identifies one of them to be the most appropriate. It is hoped that this research will encourage simulation practitioners to consider grid computing as a technologically viable means of executing CSP-based experiments faster

Evaluating the performance and intrusiveness of virtual machines for desktop grid computing

Comunicação apresentada no 3rd Workshop on Desktop Grids and Volunteer Computing Systems, Rome, 2009.We experimentally evaluate the performance overhead of the virtual environments VMware Player, QEMU, VirtualPC and VirtualBox on a dual-core machine. Firstly, we assess the performance of a Linux guest OS running on a virtual machine by separately benchmarking the CPU, file I/O and the network bandwidth. These values are compared to the performance achieved when applications are run on a Linux OS directly over the physical machine. Secondly, we measure the impact that a virtual machine running a volunteer @home project worker causes on a host OS. Results show that performance attainable on virtual machines depends simultaneously on the virtual machine software and on the application type, with CPU-bound applications much less impacted than IO-bound ones. Additionally, the performance impact on the host OS caused by a virtual machine using all the virtual CPU, ranges from 10% to 35%, depending on the virtual environment

SZTAKI desktop grid: building a scalable, secure platform for desktop grid computing

In this paper we present a concept how separate desktop grids can be used as building blocks for larger scale grids by organizing them in a hierarchical tree. We describe an enhanced security model which satisfies the requirements of the hierarchical setup and is aimed for real-world deployment

Leveraging simulation practice in industry through use of desktop grid middleware

This chapter focuses on the collaborative use of computing resources to support decision making in industry. Through the use of middleware for desktop grid computing, the idle CPU cycles available on existing computing resources can be harvested and used for speeding-up the execution of applications that have “non-trivial” processing requirements. This chapter focuses on the desktop grid middleware BOINC and Condor, and discusses the integration of commercial simulation software together with free-to-download grid middleware so as to offer competitive advantage to organizations that opt for this technology. It is expected that the low-intervention integration approach presented in this chapter (meaning no changes to source code required) will appeal to both simulation practitioners (as simulations can be executed faster, which in turn would mean that more replications and optimization is possible in the same amount of time) and the management (as it can potentially increase the return on investment on existing resources)

Grid-enabling FIRST: Speeding up simulation applications using WinGrid

The vision of grid computing is to make computational power, storage capacity, data and applications available to users as readily as electricity and other utilities. Grid infrastructures and applications have traditionally been geared towards dedicated, centralized, high performance clusters running on UNIX flavour operating systems (commonly referred to as cluster-based grid computing). This can be contrasted with desktop-based grid computing which refers to the aggregation of non-dedicated, de-centralized, commodity PCs connected through a network and running (mostly) the Microsoft Windowstrade operating system. Large scale adoption of such Windowstrade-based grid infrastructure may be facilitated via grid-enabling existing Windows applications. This paper presents the WinGridtrade approach to grid enabling existing Windowstrade based commercial-off-the-shelf (COTS) simulation packages (CSPs). Through the use of a case study developed in conjunction with Ford Motor Company, the paper demonstrates how experimentation with the CSP Witnesstrade and FIRST can achieve a linear speedup when WinGridtrade is used to harness idle PC computing resources. This, combined with the lessons learned from the case study, has encouraged us to develop the Web service extensions to WinGridtrade. It is hoped that this would facilitate wider acceptance of WinGridtrade among enterprises having stringent security policies in place

Using a desktop grid to support simulation modelling

Simulation is characterized by the need to run multiple sets of computationally intensive experiments. We argue that Grid computing can reduce the overall execution time of such experiments by tapping into the typically underutilized network of departmental desktop PCs, collectively known as desktop grids. Commercial-off-the-shelf simulation packages (CSPs) are used in industry to simulate models. To investigate if Grid computing can benefit simulation, this paper introduces our desktop grid, WinGrid, and discusses how this can be used to support the processing needs of CSPs. Results indicate a linear speed up and that Grid computing does indeed hold promise for simulation

Supporting simulation in industry through the application of grid computing

An increased need for collaborative research, together with continuing advances in communication technology and computer hardware, has facilitated the development of distributed systems that can provide users access to geographically dispersed computing resources that are administered in multiple computer domains. The term grid computing, or grids, is popularly used to refer to such distributed systems. Simulation is characterized by the need to run multiple sets of computationally intensive experiments. Large scale scientific simulations have traditionally been the primary benefactor of grid computing. The application of this technology to simulation in industry has, however, been negligible. This research investigates how grid technology can be effectively exploited by users to model simulations in industry. It introduces our desktop grid, WinGrid, and presents a case study conducted at a leading European investment bank. Results indicate that grid computing does indeed hold promise for simulation in industry

Development Journey of QADPZ - A Desktop Grid Computing Platform

In this paper we present QADPZ, an open source system for desktop grid computing, which enables users of a local network or Internet to share resources. QADPZ allows a centralized management and use of the computational resources of idle computers from a network of desktop computers. QADPZ users can submit compute-intensive applications to the system, which are then automatically scheduled for execution. The scheduling is performed according to the hardware and software requirements of the application. Users can later monitor and control the execution of the applications. Each application consists of one or more tasks. Applications can be independent, when the composing tasks do not require any interaction, or parallel, when the tasks communicate with each other during the computation. The paper describes both QADPZ functionality and the process of design and implementation, with focus on requirements, architecture, user interface and security. Some future work ideas are also presented

Grid-enabled SIMAP utility: Motivation, integration technology and performance results

A biological system comprises large numbers of functionally diverse and frequently multifunctional sets of elements that interact selectively and nonlinearly to produce coherent behaviours. Such a system can be anything from an intracellular biological process (such as a biochemical reaction cycle, gene regulatory network or signal transduction pathway) to a cell, tissue, entire organism, or even an ecological web. Biochemical systems are responsible for processing environmental signals, inducing the appropriate cellular responses and sequence of internal events. However, such systems are not fully or even poorly understood. Systems biology is a scientific field that is concerned with the systematic study of biological and biochemical systems in terms of complex interactions rather than their individual molecular components. At the core of systems biology is computational modelling (also called mathematical modelling), which is the process of constructing and simulating an abstract model of a biological system for subsequent analysis. This methodology can be used to test hypotheses via insilico experiments, providing predictions that can be tested by in-vitro and in-vivo studies. For example, the ERbB1-4 receptor tyrosine kinases (RTKs) and the signalling pathways they activate, govern most core cellular processes such as cell division, motility and survival (Citri and Yarden, 2006) and are strongly linked to cancer when they malfunction due to mutations etc. An ODE (ordinary differential equation)-based mass action ErbB model has been constructed and analysed by Chen et al. (2009) in order to depict what roles of each protein plays and ascertain to how sets of proteins coordinate with each other to perform distinct physiological functions. The model comprises 499 species (molecules), 201 parameters and 828 reactions. These in silico experiments can often be computationally very expensive, e.g. when multiple biochemical factors are being considered or a variety of complex networks are being simulated simultaneously. Due to the size and complexity of the models and the requirement to perform comprehensive experiments it is often necessary to use high-performance computing (HPC) to keep the experimental time within tractable bounds. Based on this as part of an EC funded cancer research project, we have developed the SIMAP Utility that allows the SImulation modeling of the MAP kinase pathway (http://www.simap-project.org). In this paper we present experiences with Grid-enabling SIMAP using Condor