Summary Mathematical models with fractional‐order differential operators are computationally expensive due to the non‐local nature of these operators. In this work, we construct and investigate parallel solvers for problems described by fractional powers of elliptic operators, like fractional diffusion. Three state‐of‐the‐art approaches are used to transform the non‐local fractional‐order differential problem into local partial differential equation problems formulated in a space of higher dimension. Numerical schemes and parallel algorithms are developed for all three approaches. The resulting parallel algorithms have very different properties. We investigate the weak and strong scalability of the developed parallel algorithms and compare their parallel performance.

Nowadays, it is widely recognized that computer simulation plays a crucial role in designing oil filters used in the automotive industry. However, even a single direct simulation of the flow usually requires significant computational resources. Thus, it is obvious that solution of optimization problems is only feasible using parallel computers and algorithms.In this paper, we present a general master-slave parallel template, which was specially designed for the easy integration of direct parallel solvers into a parallel optimization tool. We show how an already existing direct solver for the 3D simulation of flow through the oil filter is integrated into our template to obtain a parallel optimization solver. Some capabilities and performance of this solver are demonstrated by solving geometry optimization problem of a filter element.

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Stable distributions have a wide sphere of application: probability theory, physics, electronics, economics, sociology. Particularly important role they play in financial mathematics, since the classical models of financial market, which are based on the hypothesis of the normality, often become inadequate. However, the practical implementation of stable models is a nontrivial task, because the probability density functions of α‐stable distributions have no analytical representations (with a few exceptions). In this work we exploit the parallel computing technologies for acceleration of numerical solution of stable modelling problems. Specifically, we are solving the stable law parameters estimation problem by the maximum likelihood method. If we need to deal with a big number of long financial series, only the means of parallel technologies can allow us to get results in a adequate time. We have distinguished and defined several hierarchical levels of parallelism. We show that coarse‐grained Multi‐Sets parallelization is very efficient on computer clusters. Fine‐grained Maximum Likelihood level is very efficient on shared memory machines with Symmetric multiprocessing and Hyper‐threading technologies. Hybrid application, which is utilizing both of those levels, has shown superior performance compared to single level (MS) parallel application on cluster of Pentium 4 HT nodes.

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