Porting the Algorithm for Calculating an Asian Option to a New Processing Architecture

Stepanov, E. A.; Khmel, Dmitry; Mareev, Vladimir V.; Storublevtcev, Nikita; Bogdanov, A. V.

doi:10.1007/978-3-319-95171-3_10

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2020

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“…A series of previous papers [ 10 – 16 ] was devoted to the numerical simulation of nonlinear KdVB and KPI type equations. In these papers, a difference scheme was chosen, its testing was carried out, and numerical results were obtained.…”

Section: The Problemmentioning

confidence: 99%

“…Unlike previous works dedicated to porting of applications to a different software-hardware platform [ 16 – 18 ], in this paper we present a modified algorithm of porting, using a wave motion model based on heterogeneous generalized two-dimensional Kadomtsev–Petviashvili equation taking into account the new boundary conditions as an example.…”

Section: Introductionmentioning

confidence: 99%

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A Modified Algorithm of Porting a Wave Motion

Bogdanov

Mareev

Storublevtcev

et al. 2020

Computational Science and Its Applications – ICCSA 2020

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The purpose of our work is to identify the key features of algorithms in porting codes for calculating of essentially nonlinear processes to a modern cluster of hybrid architecture. The KPI equation with a source term was numerically modeled to reveal the features of the occurrence of extreme waves. A methodology for the implementation of boundary conditions for the modified KPI equation was also proposed.

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Section: The Problemmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%