Conference item
GPU Implementation of Finite Difference Solvers
- Abstract:
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This paper discusses the implementation of one-factor and three-factor PDE models on GPUs. Both explicit and implicit time-marching methods are considered, with the latter requiring the solution of multiple tridiagonal systems of equations.Because of the small amount of data involved, one-factor models are primarily compute-limited, with a very good fraction of the peak compute capability being achieved. The key to the performance lies in the heavy use of registers and shuffle instructions fo...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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- Files:
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(pdf, 244.9KB)
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- Publisher copy:
- 10.1109/WHPCF.2014.10
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Authors
Funding
Engineering and Physical Sciences Research Council
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Bibliographic Details
- Publisher:
- IEEE Publisher's website
- Pages:
- 1-8
- Host title:
- Proceedings of WHPCF 2014: 7th Workshop on High Performance Computational Finance - Held in conjunction with SC 2014: The International Conference for High Performance Computing, Networking, Storage and Analysis
- Publication date:
- 2014-01-01
- DOI:
- Source identifiers:
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541656
- ISBN:
- 9781479970278
Item Description
- Keywords:
- Pubs id:
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pubs:541656
- UUID:
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uuid:3dd5fefc-1fd6-4d4b-a666-290ed668b991
- Local pid:
- pubs:541656
- Deposit date:
- 2015-09-07
Terms of use
- Copyright holder:
- IEEE
- Copyright date:
- 2014
- Notes:
-
Copyright © 2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be
obtained for all other uses, in any current or future media, including
reprinting/republishing this material for advertising or promotional purposes, creating new
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