Pricing of derivatives is one of the central problems in computational finance. Since the
theory of derivative pricing is highly mathematical, numerical techniques such as lattice …

We report on our work in develo** a fine-grained multithreaded solution for the
communication-intensive Conjugate Gradient (CG) problem. In our recent work, we …

In this paper we develop a load-adaptive multithreaded algorithm to compute 2D Discrete
Wavelet Transform (DWT) and its implementation on a fine-grain multithreading platform. In …

This document describes a revised version (release 2.0) of a portable implementation of the
Threaded-C language for EARTH. First, we brie y review the EARTH programming model …

Future high-end computers will offer great performance improvements over today's
machines, enabling applications of far greater complexity. However, designers must solve …

We re ne the speci cation of the program execution model for the HTMT architecture that has
been presented in previous documents and discussed in HTMT workshops. The parcel …

In this paper, we present a multithreaded approach for the automatic load balancing of
adaptive finite element (FE) meshes. The platform of our choice is the EARTH multithreaded …

Multithreaded programming helps in overcoming two major pitfalls of conventional parallel
programming-communication latency and synchronization overhead. A runtime system …

Future high-end computers which promise very high performance require sophisticated
program execution models and languages in order to deal with very high latencies across …

We present the design, implementation, and evaluation of single assignment data structures
and of a software controlled cache in an existing multi-threaded architecture platform-the …