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Parallel cloud solution of large algebraic multivalued systems
Applied Numerical Mathematics ( IF 2.8 ) Pub Date : 2024-03-16 , DOI: 10.1016/j.apnum.2024.03.012
M.A. Rahhali , T. Garcia , P. Spiteri

The present paper deals with the resolution on cloud architecture of synchronous and asynchronous iterative parallel algorithms of stationary or evolution variational inequations formulated by a multivalued model. The performances of synchronous and asynchronous iterative parallel methods are compared with previous ones obtained on cluster or when grid architecture is used. Thanks to the properties of the algebraic systems resulting from problem discretization we are able to analyze the behavior of the iterative algorithm in particular the convergence and the speed of convergence. The implementation of the studied methods on cloud architecture is described. Then we present various applications in particular the solidification of steel in continuous casting, the cavity pressure calculation described by a problem subject to unilateral constraints and finally a financial problem modeled by American option pricing.

中文翻译:

大型代数多值系统的并行云解决方案

本文讨论了由多值模型制定的平稳或演化变分不等式的同步和异步迭代并行算法的云架构解决方案。将同步和异步迭代并行方法的性能与以前在集群或使用网格架构时获得的性能进行了比较。由于问题离散化产生的代数系统的特性,我们能够分析迭代算法的行为,特别是收敛性和收敛速度。描述了所研究的方法在云架构上的实现。然后我们介绍了各种应用,特别是连铸中钢的凝固、由受单方面约束的问题描述的型腔压力计算,最后是由美式期权定价建模的财务问题。
更新日期:2024-03-16
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