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Software Demonstration and Course Description

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

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Software Demonstration and Course Description

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  1. Software Demonstration and Course Description P.N. Lai

  2. Presentation Flow • MPICH and SPRNG • mpiJAVA • Gaussian • AMBER • VMD • Recurring High Performance Computing Course

  3. 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

  4. 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

  5. Gaussian • Description • Starting from the basic laws of quantum mechanics, Gaussian 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.

  6. AMBER – Assisted Model Building with Energy Refinement • Description • Amber is the collective name for a suite of programs 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.

  7. 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).

  8. 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

  9. Time • Begin of April • Venue • SCT 713

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