Developed a CUDA version of the FDTD method and achieved a speedup 40x. Implemented on a NVIDIA Quadro FX 3800 GPU, which has 192 SPs, 1GB global memory, and a memory bandwidth of 51.2 GB/s.
Abstract: The unconditionally stable (US) Chebyshev (CS) finite-difference time-domain (FDTD) method is extended for solving the problems of long-time simulation or harmonic resonance using a ...
Abstract: A numerical algorithm is presented that simulates large deformations of heterogeneous, viscoelastic materials in two dimensions. The algorithm is based on a spectral/finite difference method ...
According to Basel III, financial institutions have to charge a credit valuation adjustment (CVA) to account for a possible counterparty default. Calculating this measure and its sensitivities is one ...
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