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At least 199 records · Page 11

An introduction to financial option pricing on a qudit-based quantum computer

The financial sector is anticipated to be one of the first industries to benefit from the increased computational power of quantum computers, in areas such as portfolio optimisation and risk management to financial derivative pricing. Financial mathematics, and derivative pricing in particular, are not areas quantum physicists are traditionally trained in despite the fact that they often have the raw technical skills needed to understand such topics. On the other hand, most quantum algorithms have largely focused on qubits, which are comprised of two discrete states, as the information carriers. However, discrete higher-dimensional qudits, in addition to possibly possessing increased noise robustness and allowing for novel error correction protocols in certain hardware implementations, also have logarithmically greater information storage and processing capacity. In the current NISQ era of quantum computing, a wide array of hardware paradigms are still being studied and any potential advantage a platform offers is worth exploring. Here we introduce the basic concepts behind financial derivatives for the unfamiliar enthusiast as well as outline in great detail the quantum algorithm routines needed to price a European option, the simplest derivative. This is done within the context of a quantum computer comprised of qudits and employing the natural higher-dimensional analogue of a qubit-based pricing algorithm with its various subroutines. From these pieces, one should relatively easily be able to tailor the scheme to more complex, realistic financial derivatives. Finally, the entire stack is numerically simulated with the results demonstrating how the qudit-based scheme's payoff quickly approaches that of both a similarly-resourced classical computer as well as the true payoff, within error, for a modest increase in qudit dimension.

Bornman, Nicholas↗

Quantum Programming Paradigms and Description Languages

Here, this article offers perspective on quantum computing programming languages, as well as their emerging runtimes and algorithmic modalities. With the scientific high-performance computing (HPC) community as a target audience, we describe the current state of the art in the field, and outline programming paradigms for scientific workflows. One take-home message is that there is significant work required to first refine the notion of the quantum processing unit in order to integrate in the HPC environments. Programming for today’s quantum computers is making significant strides toward modern HPC-compatible workflows, but key challenges still face the field.

97 MATHEMATICS AND COMPUTING↗

ReSpike: A Co-Design Framework for Evaluating SNNs on ReRAM-Based Neuromorphic Processors

With Moore’s law approaching its end, traditional von Neumann architectures are struggling to keep up with the exceeding performance and memory requirements of artificial intelligence and machine learning algorithms. Unconventional computing approaches such as neuromorphic computing that leverage spiking neural networks (SNNs) to perform computation are gaining traction and seek the paradigm shift necessary to sustain the increasing demands of modern applications. Novel memory technologies, such as resistive RAM (ReRAM), employ a crossbar architecture that possesses the inherent capability of efficiently computing vector-matrix multiplication—a dominant operation in SNNs. The prospect of naturally mapping SNNs to the crossbar structures provides a unique opportunity for achieving a high-performance, power-efficient neuromorphic system. In this work, we present ReSpike, which is a new framework, behavioral simulator, and architectural design based on ReRAM crossbar architectures, enabling modeling and co-design to achieve efficient execution of SNNs. We drive this co-design forward by quantifying the impact that ReRAM cell nonidealities have on the corresponding accuracy of an SNN application.

Asifuzzaman, Kazi [ORNL] (ORCID:0000000240044791)↗

Large-Scale Computational Fluid Dynamics Simulations of Aerospace Configurations on the Frontier Exascale System

Over the past fifteen years, the high performance computing landscape has undergone a seismic shift in both hardware and software paradigms, which has been necessary to realize a 1000× leap in computational performance while meeting stringent constraints on power consumption. A historical overview of a long-term research effort aimed at addressing these challenges within the context of a commonly-used aerospace computational fluid dynamics (CFD) application is presented. Details of the current implementation as they relate to the new era of exascale-relevant hardware architectures and programming models are described. Two large-scale simulations of aerospace configurations are performed using the entire Frontier exascale system, currently ranked as the most powerful supercomputing system in the world. The effort serves to address a 2024 milestone posed a decade ago by the seminal CFD Vision 2030 Study.

Eric J Nielsen↗

Enabling real-time adaptation of machine learning models at x-ray Free Electron Laser facilities with high-speed training optimized computational hardware

The emergence of novel computational hardware is enabling a new paradigm for rapid machine learning model training. For the Department of Energy’s major research facilities, this developing technology will enable a highly adaptive approach to experimental sciences. In this manuscript we present the per-epoch and end-to-end training times for an example of a streaming diagnostic that is planned for the upcoming high-repetition rate x-ray Free Electron Laser, the Linac Coherent Light Source-II. We explore the parameter space of batch size and data parallel training across multiple Graphics Processing Units and Reconfigurable Dataflow Units. We show the landscape of training times with a goal of full model retraining in under 15 min. Although a full from scratch retraining of a model may not be required in all cases, we nevertheless present an example of the application of emerging computational hardware for adapting machine learning models to changing environments in real-time, during streaming data acquisition, at the rates expected for the data fire hoses of accelerator-based user facilities.

97 MATHEMATICS AND COMPUTING↗

An Agent Inspired Reconfigurable Computing Implementation of a Genetic Algorithm

Many software systems have been successfully implemented using an agent paradigm which employs a number of independent entities that communicate with one another to achieve a common goal. The distributed nature of such a paradigm makes it an excellent candidate for use in high speed reconfigurable computing hardware environments such as those present in modem FPGA's. In this paper, a distributed genetic algorithm that can be applied to the agent based reconfigurable hardware model is introduced. The effectiveness of this new algorithm is evaluated by comparing the quality of the solutions found by the new algorithm with those found by traditional genetic algorithms. The performance of a reconfigurable hardware implementation of the new algorithm on an FPGA is compared to traditional single processor implementations.

Weir, John M.↗

Testing New Programming Paradigms with NAS Parallel Benchmarks

Over the past decade, high performance computing has evolved rapidly, not only in hardware architectures but also with increasing complexity of real applications. Technologies have been developing to aim at scaling up to thousands of processors on both distributed and shared memory systems. Development of parallel programs on these computers is always a challenging task. Today, writing parallel programs with message passing (e.g. MPI) is the most popular way of achieving scalability and high performance. However, writing message passing programs is difficult and error prone. Recent years new effort has been made in defining new parallel programming paradigms. The best examples are: HPF (based on data parallelism) and OpenMP (based on shared memory parallelism). Both provide simple and clear extensions to sequential programs, thus greatly simplify the tedious tasks encountered in writing message passing programs. HPF is independent of memory hierarchy, however, due to the immaturity of compiler technology its performance is still questionable. Although use of parallel compiler directives is not new, OpenMP offers a portable solution in the shared-memory domain. Another important development involves the tremendous progress in the internet and its associated technology. Although still in its infancy, Java promisses portability in a heterogeneous environment and offers possibility to "compile once and run anywhere." In light of testing these new technologies, we implemented new parallel versions of the NAS Parallel Benchmarks (NPBs) with HPF and OpenMP directives, and extended the work with Java and Java-threads. The purpose of this study is to examine the effectiveness of alternative programming paradigms. NPBs consist of five kernels and three simulated applications that mimic the computation and data movement of large scale computational fluid dynamics (CFD) applications. We started with the serial version included in NPB2.3. Optimization of memory and cache usage was applied to several benchmarks, noticeably BT and SP, resulting in better sequential performance. In order to overcome the lack of an HPF performance model and guide the development of the HPF codes, we employed an empirical performance model for several primitives found in the benchmarks. We encountered a few limitations of HPF, such as lack of supporting the "REDISTRIBUTION" directive and no easy way to handle irregular computation. The parallelization with OpenMP directives was done at the outer-most loop level to achieve the largest granularity. The performance of six HPF and OpenMP benchmarks is compared with their MPI counterparts for the Class-A problem size in the figure in next page. These results were obtained on an SGI Origin2000 (195MHz) with MIPSpro-f77 compiler 7.2.1 for OpenMP and MPI codes and PGI pghpf-2.4.3 compiler with MPI interface for HPF programs.

Jin, H.↗

PythonFOAM: In-situ data analyses with OpenFOAM and Python

Here, we outline the development of a general-purpose Python-based data analysis tool for OpenFOAM. Our implementation relies on the construction of OpenFOAM applications that have bindings to data analysis libraries in Python. Double precision data in OpenFOAM is cast to a NumPy array using the NumPy C-API and Python modules may then be used for arbitrary data analysis and manipulation on flow-field information. We highlight how the proposed wrapper may be used for an in-situ online singular value decomposition (SVD) implemented in Python and accessed from the OpenFOAM solver PimpleFOAM. Here, 'in-situ' refers to a programming paradigm that allows for a concurrent computation of the data analysis on the same computational resources utilized for the partial differential equation solver. In addition, to demonstrate parallel deployments, we deploy a distributed SVD, which collects snapshot data across the ranks of a distributed simulation to compute the global left singular vectors. Crucially, both OpenFOAM and Python share the same message passing interface (MPI) communicator for this deployment which allows Python objects and functions to exchange NumPy arrays across ranks. Subsequently, we provide scaling assessments of this distributed SVD on multiple nodes of Intel Broadwell and KNL architectures for canonical test cases such as the large eddy simulations of a backward facing step and a channel flow at friction Reynolds number of 395. Finally, we demonstrate the deployment of a deep neural network for compressing the flow-field information using an autoencoder to demonstrate an ability to use state-of-the-art machine learning tools in the Python ecosystem.

97 MATHEMATICS AND COMPUTING↗

Synthetic Biology of Plants and Microbes for Agriculture, Environment, and Future Applications

Agriculture is under pressure to provide food for a growing population and the feedstock required to drive the bioeconomy. Methods to breed and genetically modify plants are inadequate to keep pace. When engineering crops, traits are painstakingly introduced into plants one-at-a-time, combine unpredictably, and are continuously expressed. Synthetic biology is changing these paradigms with new genome construction tools, computer aided design (CAD), and artificial intelligence (AI). “Smart plants” contain circuits that respond to environmental change, alter morphology, or respond to threats. Further, the plant and associated microbes (fungi, bacteria, archaea) are now being viewed by genetic engineers as a holistic system. Historically, plant health has been enhanced by many natural and laboratory-evolved soil microbes marketed to enhance growth, provide nutrients, or confer pest/stress resistance. Synthetic biology has expanded the number of species that can be engineered, increased the complexity of engineered functions, controlled environmental release, and assembled stable consortia. New CAD tools will manage genetic engineering projects spanning multiple plant genomes (nucleus, chloroplast, mitochondrion) and the thousands of genomes of associated bacteria/fungi. Here, this review covers advanced genetic engineering techniques to drive the next agricultural revolution, as well as push plant engineering into new realms for manufacturing, infrastructure, sensing, and remediation.

Clauer, Phillip [Massachusetts Inst. of Technology↗

Quantum neuromorphic computing

Quantum neuromorphic computing physically implements neural networks in brain-inspired quantum hardware to speed up their computation. In this perspective article, we show that this emerging paradigm could make the best use of the existing and near future intermediate size quantum computers. Some approaches are based on parametrized quantum circuits and use neural network-inspired algorithms to train them. Other approaches, closer to classical neuromorphic computing, take advantage of the physical properties of quantum oscillator assemblies to mimic neurons and synapses to compute. In this work, we discuss the different implementations of quantum neuromorphic networks with digital and analog circuits, highlight their respective advantages, and review exciting recent experimental results.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Structured illumination with thermal imaging (SI-TI): A dynamically reconfigurable metrology for parallelized thermal transport characterization

The recent push for the “materials by design” paradigm requires synergistic integration of scalable computation, synthesis, and characterization. Among these, techniques for efficient measurement of thermal transport can be a bottleneck limiting the experimental database size, especially for diverse materials with a range of roughness, porosity, and anisotropy. Traditional contact thermal measurements have challenges with throughput and the lack of spatially resolvable property mapping, while non-contact pump-probe laser methods generally need mirror smooth sample surfaces and also require serial raster scanning to achieve property mapping. Here, we present structured illumination with thermal imaging (SI-TI), a new thermal characterization tool based on parallelized all-optical heating and thermometry. Experiments on representative dense and porous bulk materials as well as a 3D printed thermoelectric thick film (~50 μm) demonstrate that SI-TI (1) enables paralleled measurement of multiple regions and samples without raster scanning; (2) can dynamically adjust the heating pattern purely in software, to optimize the measurement sensitivity in different directions for anisotropic materials; and (3) can tolerate rough (~3 μm) and scratched sample surfaces. Here, this work highlights a new avenue in adaptivity and throughput for thermal characterization of diverse materials.

42 ENGINEERING↗

Resilience–runtime tradeoff relations for quantum algorithms

Abstract A leading approach to algorithm design aims to minimize the number of operations in an algorithm’s compilation. One intuitively expects that reducing the number of operations may decrease the chance of errors. This paradigm is particularly prevalent in quantum computing, where gates are hard to implement and noise rapidly decreases a quantum computer’s potential to outperform classical computers. Here, we find that minimizing the number of operations in a quantum algorithm can be counterproductive, leading to a noise sensitivity that induces errors when running the algorithm in non-ideal conditions. To show this, we develop a framework to characterize the resilience of an algorithm to perturbative noises (including coherent errors, dephasing, and depolarizing noise). Some compilations of an algorithm can be resilient against certain noise sources while being unstable against other noises. We condense these results into a tradeoff relation between an algorithm’s number of operations and its noise resilience. We also show how this framework can be leveraged to identify compilations of an algorithm that are better suited to withstand certain noises.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Ig-VAE: Generative modeling of protein structure by direct 3D coordinate generation

While deep learning models have seen increasing applications in protein science, few have been implemented for protein backbone generation—an important task in structure-based problems such as active site and interface design. We present a new approach to building class-specific backbones, using a variational auto-encoder to directly generate the 3D coordinates of immunoglobulins. Our model is torsion- and distance-aware, learns a high-resolution embedding of the dataset, and generates novel, high-quality structures compatible with existing design tools. We show that the Ig-VAE can be used with Rosetta to create a computational model of a SARS-CoV2-RBD binder via latent space sampling. We further demonstrate that the model’s generative prior is a powerful tool for guiding computational protein design, motivating a new paradigm under which backbone design is solved as constrained optimization problem in the latent space of a generative model.

59 BASIC BIOLOGICAL SCIENCES↗

A Multiscale Inelastic Internal State Variable Corrosion Model

We present a corrosion internal state variable (ISV) damage model based upon the integrated computational materials engineering (ICME) hierarchical multiscale paradigm. Structure–property experiments for magnesium alloys were used where the only inputs were the volume fractions of each element of the periodic table. This macroscale ISV corrosion model finds its basis in Horstemeyer’s mechanical damage model, which includes three separate ISVs for damage nucleation, growth, and coalescence, as well as Walton’s inclusion of corrosion, which introduces five new ISVs for pit nucleation, growth, and coalescence, along with general corrosion and intergranular corrosion. While Walton’s corrosion ISVs are phenomenological in nature, herein we develop a multiscale physical basis for the corrosion ISVs. The parameters for the macroscale corrosion ISVs were garnered from the mesoscale Butler–Volmer equations. Pure magnesium with differing amounts of aluminum were used in corrosion tests to exemplify the different pitting, general corrosion, and intergranular corrosion rates, and the macroscale ISV model was calibrated with said data, in which the only inputs to the model are the volume percentages of the elements magnesium and aluminum. Although magnesium alloys were used to motivate and calibrate the model, the model is abstract enough to possibly capture other material systems as well.

Chemistry↗

Programming model for distributed intelligent systems

A programming model and architecture which was developed for the design and implementation of complex, heterogeneous measurement and control systems is described. The Multigraph Architecture integrates artificial intelligence techniques with conventional software technologies, offers a unified framework for distributed and shared memory based parallel computational models and supports multiple programming paradigms. The system can be implemented on different hardware architectures and can be adapted to strongly different applications.

Sztipanovits, J.↗

RUDR: A New Paradigm for Model Extraction and Fitting

This paper describes a new algorithmic paradigm for solving problems where a model is extracted from or it to data. This paradigm has numerous applications, particularly in computer vision.

algorithmic computer vision RUDR↗

Calibration Probe Uncertainty and Validation for the Hypersonic Material Environmental Test System

This paper presents an uncertainty analysis of the stagnation-point calibration probe surface predictions for conditions that span the performance envelope of the Hypersonic Materials Environmental Test System facility located at NASA Langley Research Center. A second-order stochastic expansion was constructed over 47 uncertain parameters to evaluate the sensitivities, identify the most significant uncertain variables, and quantify the uncertainty in the stagnation-point heat flux and pressure predictions of the calibration probe for a low- and high-enthalpy test condition. A sensitivity analysis showed that measurement bias uncertainty is the most significant contributor to the stagnation-point pressure and heat flux variance for the low-enthalpy condition. For the high-enthalpy condition, a paradigm shift in sensitivities revealed the computational fluid dynamics model input uncertainty as the main contributor. A comparison between the prediction and measurement of the stagnation-point conditions under uncertainty showed that there was evidence of statistical disagreement. A validation metric was proposed and applied to the prediction uncertainty to account for the statistical disagreement when compared to the possible stagnation-point heat flux and pressure measurements.

Brune, Andrew J.↗

The 200 Gbps Challenge: Imagining HL-LHC analysis facilities

The IRIS-HEP software institute, as a contributor to the broader HEP Python ecosystem, is developing scalable analysis infrastructure and software tools to address the upcoming HL-LHC computing challenges with new approaches and paradigms, driven by our vision of what HL-LHC analysis will require. The institute uses a "Grand Challenge" format, constructing a series of increasingly large, complex, and realistic exercises to show the vision of HL-LHC analysis. Recently, the focus has been demonstrating the IRIS-HEP analysis infrastructure at scale and evaluating technology readiness for production. As a part of the Analysis Grand Challenge activities, the institute executed a "200 Gbps Challenge", aiming to show sustained data rates into the event processing of multiple analysis pipelines. The challenge integrated teams internal and external to the institute, including operations and facilities, analysis software tools, innovative data delivery and management services, and scalable analysis infrastructure. The challenge showcases the prototypes - including software, services, and facilities - built to process around 200 TB of data in both the CMS NanoAOD and ATLAS PHYSLITE data formats with test pipelines. The teams were able to sustain the 200 Gbps target across multiple pipelines. The pipelines focusing on event rate were able to process at over 30 MHz. These target rates are demanding; the activity revealed considerations for future testing at this scale and changes necessary for physicists to work at this scale in the future. The 200 Gbps Challenge has established a baseline on today's facilities, setting the stage for the next exercise at twice the scale.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗