Reconfigurable acceleration for Monte Carlo based financial simulation

GL Zhang, PHW Leong, CH Ho, KH Tsoi… - … Conference on Field …, 2005 - ieeexplore.ieee.org
This paper describes a novel hardware accelerator for Monte Carlo (MC) simulation, and
illustrates its implementation in field programmable gate array (FPGA) technology for …

A custom FPGA processor for physical model ordinary differential equation solving

C Huang, F Vahid, T Givargis - IEEE Embedded Systems …, 2011 - ieeexplore.ieee.org
Models of physical systems, such as of human physiology or of chemical reactions, are
typically comprised of numerous ordinary differential equations (ODEs). Today's designers …

Fast and precise emulation of stochastic biochemical reaction networks with amplified thermal noise in silicon chips

J Kim, SS Woo, R Sarpeshkar - IEEE transactions on …, 2018 - ieeexplore.ieee.org
The analysis and simulation of complex interacting biochemical reaction pathways in cells is
important in all of systems biology and medicine. Yet, the dynamics of even a modest …

[PDF][PDF] Overlapping batch statistics

BW Schmeiser, TN Avramidis, S Hashem - 1990 - repository.lib.ncsu.edu
Batch-means algorithms have long been used to estimate the standard error of sample
means from stationary simulation output. We discuss the extension of batching algorithms …

Automatic synthesis of physical system differential equation models to a custom network of general processing elements on FPGAs

C Huang, F Vahid, T Givargis - ACM Transactions on Embedded …, 2013 - dl.acm.org
Fast execution of physical system models has various uses, such as simulating physical
phenomena or real-time testing of medical equipment. Physical system models commonly …

Application-specific codesign platform generation for digital mockups in cyber-physical systems

B Miller, F VahicK, T Givargis - 2011 Electronic System Level …, 2011 - ieeexplore.ieee.org
The testing of cyber-physical systems requires validating device functionality for a wide
range of operating conditions. The environment with which the cyber-physical device …

FPGA implementation of a data-driven stochastic biochemical simulator with the next reaction method

M Yoshimi, Y Iwaoka, Y Nishikawa… - … Conference on Field …, 2007 - ieeexplore.ieee.org
This paper introduces a scalable FPGA implementation of a stochastic simulation algorithm
(SSA) called the Next Reaction Method. There are some hardware approaches of SSAs that …

Resource efficient generators for the floating-point uniform and exponential distributions

DB Thomas, W Luk - 2008 International Conference on …, 2008 - ieeexplore.ieee.org
Monte-Carlo simulations and many other stochastic algorithms are almost ideal applications
for FPGAs, as the huge amount of available parallelism allows deep pipelining without loop …

An FPGA implementation of high throughput stochastic simulator for large-scale biochemical systems

M Yoshimi, Y Osana, Y Iwaoka… - … Conference on Field …, 2006 - ieeexplore.ieee.org
Stochastic simulation of biochemical systems has become one of major approaches to study
life processes as system, yet is a computational challenge to run the simulation due to its …

Synthesis of networks of custom processing elements for real-time physical system emulation

C Huang, B Miller, F Vahid, T Givargis - ACM Transactions on Design …, 2013 - dl.acm.org
Emulating a physical system in real-time or faster has numerous applications in cyber-
physical system design and deployment. For example, testing of a cyber-device's software …