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The aim of this paper is to discuss and compare several architectural possibilities for implementing a simulator for (ultra) sound propagation in a controlled environment (e.g. using specified obstacles and signal sources). Although initially such sound propagation simulators were designed to assist the design of robotic "ears" of autonomous agents trying to reconstruct an image of the environment,...
This paper presents a novel parallel architecture for accelerating quadrature methods used for pricing complex multi-dimensional options, such as discrete barrier, Bermudan and American options. We explore different designs of the quadrature evaluation core including optimized pipelined hardware designs in reconfigurable logic and a compute unified device architecture (CUDA)-based graphics processing...
Today, pricing of derivates (particularly options) in financial institutions is a challenge. Besides the increasing complexity of the products, obtaining fair prices requires more realistic (and therefore complex) models of the underlying asset behavior. Not only due to the increasing costs, energy efficient and accurate pricing of these models becomes more and more important. In this paper we present...
The implementation of a complex, large vocabulary, speech recognition application on a modern graphic processors (GPUs) is presented. The parallel single instruction, multiple data (SIMD) architecture is effectively exploited by performing various optimizations to expose the algorithmic parallelism. The work addresses particularly the realization of the Gaussian calculation, a key function. The result...
Monte-Carlo (MC) simulation is an effective tool for solving complex problems such as many-body simulation, exotic option pricing and partial differential equation solving. The huge amount of computation in MC makes it a good candidate for acceleration using hardware and distributed computing platforms. We propose a novel MC simulation framework suitable for a wide range of problems. This framework...
With the demand of real time rendering of large scale of filed scenes, which require the graphic's processing unit that have the features of high efficiency and low power. the rasterization of graphics is a stage of compute intensive and is a key part to raise the system performance. In this paper, I improve the “CENTROL LINE” rasterization, is the main method for designing VLSI, and focus on the...
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