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Software Demonstration and Course Description P.N. Lai

Software Demonstration and Course Description

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Software Demonstration and Course Description. P.N. Lai. Presentation Flow. MPICH and SPRNG mpiJAVA Gaussian AMBER VMD Recurring High Performance Computing Course. MPICH and SPRNG. Himalaya Option Pricing using Monte Carlo and Quasi Monte Carlo Simulation - PowerPoint PPT Presentation

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Page 1: Software Demonstration and Course Description

Software Demonstration and Course Description

P.N. Lai

Page 2: Software Demonstration and Course Description

Presentation Flow

MPICH and SPRNG mpiJAVA Gaussian AMBER VMD Recurring High Performance Computing

Course

Page 3: Software Demonstration and Course Description

MPICH and SPRNG Himalaya Option Pricing using Monte Carlo

and Quasi Monte Carlo Simulation• Like an Asian option, the Himalaya is a call on the

average performance of the best stocks within the basket. Throughout the life of the option, there are particular measurement dates where the best performer within the basket is removed, and this process is continued until all the assets with the exception of 1 have been removed from the basket. The total return on this last stock is taken as the final measure. The payoff is the sum of all the measured returns over the life of the option.

• Implemented by HKBU Mathematics Department

Page 4: Software Demonstration and Course Description
Page 5: Software Demonstration and Course Description

mpiJAVA

Nozzle• This code simulates a 2-D inviscid flow through

an axisymmetric nozzle. The simulation yields contour plots of all flow variables, including velocity components, pressure, mach number, density and entropy, and temperature. The plots show the location of any shock wave that would reside in the nozzle. Also, the code finds the steady state solution to the 2-D Euler equations

Page 6: Software Demonstration and Course Description
Page 7: Software Demonstration and Course Description

Gaussian

Description• Starting from the basic laws of quantum mechanics, G

aussian predicts the energies, molecular structures, and vibrational frequencies of molecular systems, along with numerous molecular properties derived from these basic computation types. It can be used to study molecules and reactions under a wide range of conditions, including both stable species and compounds which are difficult or impossible to observe experimentally such as short-lived intermediates and transition structures.

Page 8: Software Demonstration and Course Description

AMBER – Assisted Model Building with Energy Refinement

Description• Amber is the collective name for a suite of pro

grams that allow users to carry out molecular dynamics simulations, particularly on biomolecules. The various parts of programs work reasonably well together, and provide a powerful framework for many common calculations.

Page 9: Software Demonstration and Course Description

VMD – Visual Molecular Dynamics

VMD is designed for the visualization and analysis of biological systems such as proteins, nucleic acids, lipid bilayer assemblies, etc. It may be used to view more general molecules, as VMD can read standard Protein Data Bank (PDB) files and display the contained structure. VMD provides a wide variety of methods for rendering and coloring molecule. VMD can be used to animate and analyze the trajectory of molecular dynamics (MD) simulations, and can interactively manipulate molecules being simulated on remote computers (Interactive MD).

Page 10: Software Demonstration and Course Description
Page 11: Software Demonstration and Course Description

Recurring High Performance Computing Course

Introduction to Linux & PC cluster C Programming (Optional) Parallel Programming using MPI

• Point to Point Communication

• Collective Communication

• Case Studies

Software Applications

Page 12: Software Demonstration and Course Description

Time• Begin of April

Venue• SCT 713