Closed form Solution for Scheduling Arbitrarily Divisible Load Model in Data Grid Applications: Multiple Sources

2009 ◽  
Vol 6 (4) ◽  
pp. 626-630
Author(s):  
Monir Abdullah ◽  
Mohamed Othman ◽  
Hamidah Ibrahim ◽  
Shamala Subramania
2008 ◽  
Vol 09 (01n02) ◽  
pp. 31-51 ◽  
Author(s):  
SAMEER BATAINEH

The paper presents a closed form solution for an optimum scheduling of a divisible job on an optimum number of processor arranged in an optimum sequence in a multilevel tree networks. The solution has been derived for a single divisible job where there is no dependency among subtasks and the root processor can either perform communication and computation at the same time. The solution is carried out through three basic theorems. One of the theorems selects the optimum number of available processors that must participate in executing a divisible job. The other solves the sequencing problem in load distribution by which we are able to find the optimum sequence for load distribution in a generalized form. Having the optimum number of processors and their sequencing for load distribution, we have developed a closed form solution that determines the optimum share of each processor in the sequence such that the finish time is minimized. Any alteration of the number of processors, their sequences, or their shares that are determined by the three theorems will increase the finish time.


2013 ◽  
Vol 40 (2) ◽  
pp. 106-114
Author(s):  
J. Venetis ◽  
Aimilios (Preferred name Emilios) Sideridis

2021 ◽  
Vol 10 (7) ◽  
pp. 435
Author(s):  
Yongbo Wang ◽  
Nanshan Zheng ◽  
Zhengfu Bian

Since pairwise registration is a necessary step for the seamless fusion of point clouds from neighboring stations, a closed-form solution to planar feature-based registration of LiDAR (Light Detection and Ranging) point clouds is proposed in this paper. Based on the Plücker coordinate-based representation of linear features in three-dimensional space, a quad tuple-based representation of planar features is introduced, which makes it possible to directly determine the difference between any two planar features. Dual quaternions are employed to represent spatial transformation and operations between dual quaternions and the quad tuple-based representation of planar features are given, with which an error norm is constructed. Based on L2-norm-minimization, detailed derivations of the proposed solution are explained step by step. Two experiments were designed in which simulated data and real data were both used to verify the correctness and the feasibility of the proposed solution. With the simulated data, the calculated registration results were consistent with the pre-established parameters, which verifies the correctness of the presented solution. With the real data, the calculated registration results were consistent with the results calculated by iterative methods. Conclusions can be drawn from the two experiments: (1) The proposed solution does not require any initial estimates of the unknown parameters in advance, which assures the stability and robustness of the solution; (2) Using dual quaternions to represent spatial transformation greatly reduces the additional constraints in the estimation process.


Author(s):  
Puneet Pasricha ◽  
Anubha Goel

This article derives a closed-form pricing formula for the European exchange option in a stochastic volatility framework. Firstly, with the Feynman–Kac theorem's application, we obtain a relation between the price of the European exchange option and a European vanilla call option with unit strike price under a doubly stochastic volatility model. Then, we obtain the closed-form solution for the vanilla option using the characteristic function. A key distinguishing feature of the proposed simplified approach is that it does not require a change of numeraire in contrast with the usual methods to price exchange options. Finally, through numerical experiments, the accuracy of the newly derived formula is verified by comparing with the results obtained using Monte Carlo simulations.


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