Franklin Lowenthal

Dyn-MPI: Supporting MPI on Non Dedicated Clusters

Distributing data is a fundamental problem in implementing efficient distributed-memory parallel programs. The problem becomes more difficult in environments where the participating nodes are not dedicated to a parallel application. We are investigating the data distribution problem in non dedicated environments in the context of explicit message-passing programs. To address this problem, we have designed and implemented an extension to MPI called Dynamic MPI (Dyn-MPI). The key component of Dyn-MPI is its run-time system, which efficiently and automatically redistributes data on the fly when there are changes in the application or the underlying environment. Dyn-MPI supports efficient memory allocation, precise measurement of system load and computation time, and node removal. Performance results show that programs that use Dyn-MPI execute efficiently in non dedicated environments, including up to almost a three-fold improvement compared to programs that do not redistribute data and a 25% improvement over standard adaptive load balancing techniques.

Dyn-MPI: Supporting MPI on medium-scale, non-dedicated clusters

Distributing data is a fundamental problem in implementing efficient distributed-memory parallel programs. The problem becomes more difficult in environments where the participating nodes are not dedicated to a parallel application. We are investigating the data distribution problem in non-dedicated environments in the context of explicit message-passing programs. To address this problem, we have designed and implemented an extension to MPI called dynamic MPI (Dyn-MPI). The key component of Dyn-MPI is its run-time system, which efficiently and automatically redistributes data on the fly when there are changes in the application or the underlying environment. Dyn-MPI supports efficient memory allocation, precise measurement of system load and computation time, and node removal. Performance results show that programs that use Dyn-MPI execute efficiently in non-dedicated environments, including up to almost a threefold improvement compared to programs that do not redistribute data and a 25% improvement over standard adaptive load balancing techniques.

Reciprocal service department cost allocation and decision making

In a manufacturing company, certain departments can be characterized as production departments and others as service departments. Examples of service departments are purchasing, computing services, repair and maintenance, security, food services, and so forth. The costs of such service departments must be allocated to the production departments, which in turn will allocate them to the product. It is known that one can view the cost allocation problem as an absorbing Markov process, with the production departments as the absorbing states and the service departments as the transient states. Using Markov analysis, we will show that this yields additional insight into the underlying concept of reciprocal service department cost allocation by proving that the “full service” department costs can be used to determine the price that should be paid to an external supplier of the same service currently supplied by the service department.

Arranging fact table records in a data warehouse to improve query performance

This paper examines strategic arrangement of fact data in a data warehouse in order to answer analytical queries efficiently. Usually, the composite of foreign keys from dimension tables are defined as the fact tables primary key. We focus on analytical queries that specify a value for a randomly chosen foreign key. The desired data for answering a query are typically located at different parts of the disk, thus requiting multiple disk I/Os to read them from disk to memory. We formulate a cost model to express the expected time to read the desired data as a function of disk systems parameters (seek time, rotational latency, and reading speed) and the lengths of foreign keys. For a predetermined disk page size, we search for an arrangement of the fact data that minimizes the expected time cost. An algorithm is then provided for identifying the most desirable disk page size. Finally, we present a heuristic for answering complex queries that specify values for multiple foreign keys.

MERTON'S PARTIAL DIFFERENTIAL EQUATION AND FIXED POINT THEORY

EMATICIANS. In the last twenty five years mathematical economics and finance has developed into an area rich in both its theoretical structure and the power and complexity of its applications. The basis for this subject is stochastic methodology, including stochastic calculus, stochastic differential equations, and optimal stochastic control. Topics such as martingale methods, optimal stopping, the modeling of uncertainty using a Wiener process, and Itos Lemma are at the core of the theory. Applications to economics include stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, and the competitive firm under price uncertainty. Applications to finance include the Black-Scholes option pricing model, portfolio rules, demand for index bonds, asset pricing, and the market risk adjustment in project valuation. A fundamental principle of corporate finance is that the market value of the assets of a business is equal to the average expected cash flows generated in perpetuity, discounted to present value by a rate of return commensurate with the risk perceived by investors. Let A be the market value of the assets, let C denote the average expected cash flows, and let rk be the rate of return required by investors for the risk class k. Then

On a lower bound for electrostatic capacitance

Abstract A lower bound for the capacitance of a configuration of conductors bounding a multiply connected domain is determined by means of an extremal method employing the Schiffer variational approach. This estimate depends only on two easily computable geometric quantities associated with the domain: the diameter of the conductor holding the charge and the area bounded by the outer grounded conductor. Applications to various configurations of broadside coupled strip transmission lines are given. Also an asymptotic expression for the lower bound is developed.