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At least 1,045 records · Page 58

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↗

Spacecraft Operation Emulation Via Six DOF Tendon-Actuated Robot

NASA Johnson Space Center’s (JSC) Simulation, Emulation, Navigation, Sensors and STAR (SENSS) Laboratory has developed a large-scale six degree of freedom tendon-actuated robot (STAR) for emulation of spacecraft proximity operations and Entry, Descent, and Landing approach trajectories to aid in the rapid development and testing of a wide range of guidance, navigation, and control algorithms at low cost.

navigation↗

cuTS: Scaling Subgraph Isomorphism on Distributed Multi-GPUSystems Using Trie Based Data Structure

Subgraph isomorphism is a pattern-matching algorithm widely used in many domains such as chem-informatics, bioinformatics, databases, and social network analysis. It is computationally expensive and is a proven NP-hard problem. The massive parallelism offered by the GPU hardware is well suited for solving the subgraph isomorphism. However, current GPU implementations are far from the achievable performance. Moreover, the enormous memory requirement of current approaches limits the problem size that can be handled. This work analyzes the fundamental challenges associated with processing the subgraph isomorphism on GPUs and develops an efficient GPU hardware-aware implementation. We also develop a new GPU-friendly trie-based data structure to drastically reduce the intermediate storage space requirement. Hence, our approach runs larger benchmarks than the competitors. We also develop the first distributed sub-graph isomorphism algorithm for GPUs. Our experimental evaluation section demonstrates the efficacy of our approach by comparing the execution time and number of cases that we can handle against the state-of-the-art GPU implementations.

Xiang, Lizhi↗

Multichannel Analysis of Surface Waves Accelerated (MASWAccelerated): Software for efficient surface wave inversion using MPI and GPUs

Multichannel Analysis of Surface Waves (MASW) is a technique frequently used in geotechnical engineering and engineering geophysics to infer 1D layered models of seismic shear wave velocities in the top tens to hundreds of meters of the subsurface. We aim to accelerate MASW calculations by capitalizing on modern computer hardware available in the workstations of most engineers: multiple cores and graphics processing units (GPUs). We propose new parallel and GPU accelerated algorithms for computing 1D MASW inversion, and provide software implementations in C using Message Passing Interface (MPI) and CUDA. These algorithms take advantage of sparsity that arises in the problem, and the work balance between processes considers typical data trends. We compare our methods to an existing open source Matlab MASW tool. Our serial C implementation achieves a 2x speedup over the Matlab software, and we continue to see improvements by parallelizing the problem with MPI. Here we see nearly perfect strong and weak scaling for uniform data, and improve strong scaling for realistic data by repartitioning the problem to process mapping. By utilizing GPUs available on most modern workstations, we observe an additional 1.3x speedup over the serial C implementation on the first use of the method. We typically repeatedly evaluate theoretical dispersion curves as part of an optimization procedure, and on the GPU the kernel can be cached for faster reuse on later runs. We observe a 3.2x speedup on the cached GPU runs compared to the serial C runs. This work is the first open-source parallel or GPU-accelerated software tool for MASW imaging, and should enable geotechnical engineers to fully utilize all computer hardware at their disposal.

58 GEOSCIENCES↗

QCOR; A Language Extension Specification for the Heterogeneous Quantum-Classical Model of Computation

Quantum computing (QC) is an emerging computational paradigm that leverages the laws of quantum mechanics to perform elementary logic operations. Existing programming models for QC were designed with fault-tolerant hardware in mind, envisioning stand-alone applications. However, the susceptibility of near-term quantum computers to noise limits their stand-alone utility. To better leverage limited computational strengths of noisy quantum devices, hybrid algorithms have been suggested whereby quantum computers are used in tandem with their classical counterparts in a heterogeneous fashion. This modus operandi calls out for a programming model and a high-level programming language that natively and seamlessly supports heterogeneous quantum-classical hardware architectures in a single-source-code paradigm. Motivated by the lack of such a model, we introduce a language extension specification, called QCOR, which enables single-source quantum-classical programming. Programs written using the QCOR library–based language extensions can be compiled to produce functional hybrid binary executables. After defining QCOR’s programming model, memory model, and execution model, we discuss how QCOR enables variational, iterative, and feed-forward QC. Additionally, QCOR approaches quantum-classical computation in a hardware-agnostic heterogeneous fashion and strives to build on best practices of high-performance computing. The high level of abstraction in the language extension is intended to accelerate the adoption of QC by researchers familiar with classical high-performance computing.

97 MATHEMATICS AND COMPUTING↗

Mark 4A antenna control system data handling architecture study

A high-level review was conducted to provide an analysis of the existing architecture used to handle data and implement control algorithms for NASA's Deep Space Network (DSN) antennas and to make system-level recommendations for improving this architecture so that the DSN antennas can support the ever-tightening requirements of the next decade and beyond. It was found that the existing system is seriously overloaded, with processor utilization approaching 100 percent. A number of factors contribute to this overloading, including dated hardware, inefficient software, and a message-passing strategy that depends on serial connections between machines. At the same time, the system has shortcomings and idiosyncrasies that require extensive human intervention. A custom operating system kernel and an obscure programming language exacerbate the problems and should be modernized. A new architecture is presented that addresses these and other issues. Key features of the new architecture include a simplified message passing hierarchy that utilizes a high-speed local area network, redesign of particular processing function algorithms, consolidation of functions, and implementation of the architecture in modern hardware and software using mainstream computer languages and operating systems. The system would also allow incremental hardware improvements as better and faster hardware for such systems becomes available, and costs could potentially be low enough that redundancy would be provided economically. Such a system could support DSN requirements for the foreseeable future, though thorough consideration must be given to hard computational requirements, porting existing software functionality to the new system, and issues of fault tolerance and recovery.

Briggs, H. C.↗

Training self-learning circuits for power-efficient solutions

As the size and ubiquity of artificial intelligence and computational machine learning models grow, the energy required to train and use them is rapidly becoming economically and environmentally unsustainable. Recent laboratory prototypes of self-learning electronic circuits, such as “physical learning machines,” open the door to analog hardware that directly employs physics to learn desired functions from examples at a low energy cost. In this work, we show that this hardware platform allows for an even further reduction in energy consumption by using good initial conditions and a new learning algorithm. Using analytical calculations, simulations, and experiments, we show that a trade-off emerges when learning dynamics attempt to minimize both the error and the power consumption of the solution—greater power reductions can be achieved at the cost of decreasing solution accuracy. Finally, we demonstrate a practical procedure to weigh the relative importance of error and power minimization, improving the power efficiency given a specific tolerance to error.

Stern, Menachem (ORCID:0000000302158082)↗

3-center and 4-center 2-particle Gaussian AO integrals on modern accelerated processors

We report an implementation of the McMurchie–Davidson (MD) algorithm for 3-center and 4-center 2-particle integrals over Gaussian atomic orbitals (AOs) with low and high angular momenta l and varying degrees of contraction for graphical processing units (GPUs). This work builds upon our recent implementation of a matrix form of the MD algorithm that is efficient for GPU evaluation of 4-center 2-particle integrals over Gaussian AOs of high angular momenta (l ≥ 4) [A. Asadchev and E. F. Valeev, J. Phys. Chem. A 127, 10889–10895 (2023)]. The use of unconventional data layouts and three variants of the MD algorithm allow for the evaluation of integrals with double precision and sustained performance between 25% and 70% of the theoretical hardware peak. Performance assessment includes integrals over AOs with l ≤ 6 (a higher l is supported). Preliminary implementation of the Hartree–Fock exchange operator is presented and assessed for computations with up to a quadruple-zeta basis and more than 20 000 AOs. The corresponding C++ code is part of the experimental open-source LibintX library available at https://github.com/ValeevGroup/libintx.

Chemistry↗

Real-Time Neuromorphic Processing of Spatiotemporal Data for Scientific Discovery

Spiking Neural Networks (SNNs) are brain-inspired computing models incorporating unique temporal dynamics and event-driven processing. Rich dynamics in both space and time offer great challenges and opportunities for efficient processing of sparse spatiotemporal data compared with conventional artificial neural networks (ANNs). Under this context, the goal of this project is to develop spiking neural network based neuromorphic computing to enable energy-efficient real-time learning and processing of spatiotemporal data. This report summarizes the key results on network architecture design, training methods, and SNN hardware acceleration achieved under this project, demonstrating the promise of spiking neural networks.

97 MATHEMATICS AND COMPUTING↗

Low cost Ku-band earth terminals for voice/data/facsimile

A Ku-band satellite earth terminal capable of providing two way voice/facsimile teleconferencing, 128 Kbps data, telephone, and high-speed imagery services is proposed. Optimized terminal cost and configuration are presented as a function of FDMA and TDMA approaches to multiple access. The entire terminal from the antenna to microphones, speakers and facsimile equipment is considered. Component cost versus performance has been projected as a function of size of the procurement and predicted hardware innovations and production techniques through 1985. The lowest cost combinations of components has been determined in a computer optimization algorithm. The system requirements including terminal EIRP and G/T, satellite size, power per spacecraft transponder, satellite antenna characteristics, and link propagation outage were selected using a computerized system cost/performance optimization algorithm. System cost and terminal cost and performance requirements are presented as a function of the size of a nationwide U.S. network. Service costs are compared with typical conference travel costs to show the viability of the proposed terminal.

Kelley, R. L.↗

Substructuring techniques - Status and projections

Substructuring techniques are examined in terms of their application to structural analysis. Attention is given to multilevel substructuring algorithms, hypermatrix and other sparse matrix schemes, automated design systems, and elasto-plastic problems. Applications include use with computing hardware such as CDC STAR-100 and minicomputer systems.

Noor, A. K.↗

The Evolution of Software and Its Impact on Complex System Design in Robotic Spacecraft Embedded Systems

The growth in computer hardware performance, coupled with reduced energy requirements, has led to a rapid expansion of the resources available to software systems, driving them towards greater logical abstraction, flexibility, and complexity. This shift in focus from compacting functionality into a limited field towards developing layered, multi-state architectures in a grand field has both driven and been driven by the history of embedded processor design in the robotic spacecraft industry.The combinatorial growth of interprocess conditions is accompanied by benefits (concurrent development, situational autonomy, and evolution of goals) and drawbacks (late integration, non-deterministic interactions, and multifaceted anomalies) in achieving mission success, as illustrated by the case of the Mars Reconnaissance Orbiter. Approaches to optimizing the benefits while mitigating the drawbacks have taken the form of the formalization of requirements, modular design practices, extensive system simulation, and spacecraft data trend analysis. The growth of hardware capability and software complexity can be expected to continue, with future directions including stackable commodity subsystems, computer-generated algorithms, runtime reconfigurable processors, and greater autonomy.

software↗

TPSAS-NF1676L-33992-DND

The CERES Science Team integrates and fuses observations from 6 CERES instruments aboard the Terra, Aqua, S-NPP, and NOAA-20 missions with data from more than 20 other unique data sources. Following the November 2017 launch of CERES Flight Model 6 (FM6) onboard NOAA20, CERES has now amassed over 80 instrument-years of valuable Earth radiation budget data. The rapidly growing volume of CERES data coupled with the introduction of new data products alongside improvements to existing science algorithms fosters the requirement for faster, more flexible, and scalable data production and orchestration. New virtualized, cloud-centric compute hardware hosted by the NASA Langley Research Center’s (LaRC) Atmospheric Sciences Data Center (ASDC) provides an ideal environment for these ever-increasing data production demands for CERES. This poster discusses updates to the implementation of the CERES Data Management Team’s (DMT) CERES AuTomAted job Loading sYSTem (CATALYST), a custom data processing workflow engine for CERES, to use on-demand computing resources to perform automated CERES data production processing in a Linux-based container environment. Linux containers provide CERES the flexibility to build multiple production environments in containers tailored for specific workloads and allow effortless provisioning of resources based on the CERES Science Team’s data production requirements.

Thomas N. Hillyer↗

An end-to-end workflow for executing a classically bootstrapped variational quantum algorithm on an academic quantum computer

Academic quantum computing platforms often face unique challenges in executing quantum workloads due to fragmented software environments and limited engineering support. Unlike commercial ecosystems, academic devices typically evolve without full-stack integration in mind, making it difficult to run complex applications—such as variational quantum algorithms (VQA)—reliably and efficiently. Issues such as incompatible software layers and lack of automated job management significantly increase the overhead of theory-experiment collaboration. To address these challenges, we develop a modular, end-to-end workflow that decouples application-layer code from low-level hardware control, automates circuit submission and result collection, and supports fine-grained circuit-level job scheduling and recovery. The architecture employs a dual-end application programming interface (API) design, enabling robust operation across unstable or resource-constrained hardware backends. For practical use, the framework is lightweight and user-friendly, allowing rapid prototyping of full-stack workflows using basic Python tools. We validate this workflow on a high-fidelity trapped-ion quantum computer by demonstrating a variational quantum eigensolver (VQE) experiment with a classically bootstrapped ansatz initialization technique. The system successfully executed over 60,000 circuits across multiple molecular test cases with minimal human intervention, highlighting the framework’s effectiveness in enabling reproducible, resilient quantum experimentation in academic settings.

Clifford↗

A Novel Protection Scheme for Unbalanced Faults in Inverter Dominated Networks: A Computationally Efficient Algorithm for Entry-Level Relays

Microgrids are now a common practice in distribution systems to increase resilience and reliability. However, microgrid protection remains a critical challenge, considering its requirement to operate in both grid connected and islanded, and the variability in fault characteristics under each mode of operation. This paper presents unbalanced power (S unb ) based fault detection algorithm, which considers local voltage and current unbalances to determine faults in the system. S unb is a computationally efficient fault detection algorithm that is suitable for implementation in the programmable logic of entry level protective relays. In addition, the difference in current and voltage unbalance (D n ) is used to determine the fault type. The proposed method demonstrates high sensitivity and selectivity for line-to-ground (LG), line-to-line (LL), and double line-to-ground (LLG) faults, representing the most common faults in distribution systems. It also allows relay coordination with upstream and downstream protection devices in both island and grid connected operation, while preserving grading margins. The same pickup and time multiplier settings of a particular relay for both modes of operation eliminates the need for adaptive settings, which rely on communication networks. Validation was performed with a hardware-in-the-loop (HIL) setup using Typhoon HIL real time simulator interfaced with three entry-level, SEL 751 relays. Results confirmed the algorithm’s ability to discriminate fault conditions, and determine the fault type under both operating modes, maintain fast detection times, and ensure proper protection coordination.

fault classification↗

Analytical Redundancy Using Kalman Filters for Rocket Engine Sensor Validation

The use of sensor redundancy is crucial in aerospace systems to maintain safe, reliable operation. While hardware redundancy is more common in application, analytical redundancy can provide a viable alternative in systems where the installation of multiple redundant sensors is not viable. To this end, the use of Kalman filters to analytically validate sensor measurements within rocket engines was explored. First, a dynamic model of the RS 25 engine, a derivative of the Space Shuttle Main Engine (SSME), was reduced to a subset of relations, focused around the main combustion chamber pressure. These relations were used within the Kalman filter algorithm to generate an estimate of sensor measurements to be compared with true measurements for data validation purposes. By using a bank of Kalman filters, the residuals between the estimated and true measurements were used to detect and isolate sensor faults. Through fault simulations, the sensor validation performance of this Kalman filter bank design was compared to a hardware redundancy check. Sensor bias and drift faults of various magnitudes were injected into nominal RS 25 engine test data. Results for both approaches show comparable fault detection with most bias faults found nearly instantaneously by both algorithms. Drift fault detection results show certain cases where one algorithm is faster than the other. The key advantage of the Kalman filter algorithm is shown in fault isolation performance where it can isolate faults between two redundant sensors while the hardware redundancy comparisons cannot.

sensors↗

A High Performance Image Data Compression Technique for Space Applications

A highly performing image data compression technique is currently being developed for space science applications under the requirement of high-speed and pushbroom scanning. The technique is also applicable to frame based imaging data. The algorithm combines a two-dimensional transform with a bitplane encoding; this results in an embedded bit string with exact desirable compression rate specified by the user. The compression scheme performs well on a suite of test images acquired from spacecraft instruments. It can also be applied to three-dimensional data cube resulting from hyper-spectral imaging instrument. Flight qualifiable hardware implementations are in development. The implementation is being designed to compress data in excess of 20 Msampledsec and support quantization from 2 to 16 bits. This paper presents the algorithm, its applications and status of development.

Yeh, Pen-Shu↗