Search Results - "Ganesan, Narayan"
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Backward Deep BSDE Methods and Applications to Nonlinear Problems
Published in Risks (Basel) (01-03-2023)“…We present a pathwise deep Backward Stochastic Differential Equation (BSDE) method for Forward Backward Stochastic Differential Equations with terminal…”
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Estimating future value-at-risk from value samples, and applications to future initial margin
Published in The journal of risk (01-02-2022)Get full text
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CUDAMPF: a multi-tiered parallel framework for accelerating protein sequence search in HMMER on CUDA-enabled GPU
Published in BMC bioinformatics (27-02-2016)“…HMMER software suite is widely used for analysis of homologous protein and nucleotide sequences with high sensitivity. The latest version of hmmsearch in HMMER…”
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Pricing barrier options with deep backward stochastic differential equation methods
Published in The journal of computational finance (01-03-2022)Get full text
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Computational Approaches to Spatial Orientation: From Transfer Functions to Dynamic Bayesian Inference
Published in Journal of neurophysiology (01-12-2008)“…Dept. of Anatomy and Neurobiology, Washington University School of Medicine, St. Louis, Missouri Submitted 13 June 2008; accepted in final form 2 October 2008…”
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CUDAMPF++: A Proactive Resource Exhaustion Scheme for Accelerating Homologous Sequence Search on CUDA-Enabled GPU
Published in IEEE transactions on parallel and distributed systems (01-10-2018)“…Biological sequence alignment is an important research topic in bioinformatics and continues to attract significant efforts. As biological data grow…”
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GPU-Enabled Macromolecular Simulation: Challenges and Opportunities
Published in Computing in science & engineering (01-01-2013)“…GPU-enabled simulation of fully atomistic macromolecular systems is rapidly gaining momentum, enabled by massive parallelism and the parallelizability of…”
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Decoherence control in open quantum systems via classical feedback
Published in Physical review. A, Atomic, molecular, and optical physics (01-03-2007)“…In this work we propose a strategy using techniques from systems theory to completely eliminate decoherence and also provide conditions under which it can be…”
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Process Simulation of Complex Biological Pathways in Physical Reactive Space and Reformulated for Massively Parallel Computing Platforms
Published in IEEE/ACM transactions on computational biology and bioinformatics (01-03-2016)“…Biological systems encompass complexity that far surpasses many artificial systems. Modeling and simulation of large and complex biochemical pathways is a…”
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Structural, dynamic, and electrostatic properties of fully hydrated DMPC bilayers from molecular dynamics simulations accelerated with graphical processing units (GPUs)
Published in Journal of computational chemistry (15-11-2011)“…We present results of molecular dynamics simulations of fully hydrated DMPC bilayers performed on graphics processing units (GPUs) using current…”
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Pricing Barrier Options with DeepBSDEs
Published 11-09-2024“…Journal of Computational Finance, 25(4):1-25 (2022) This paper presents a novel and direct approach to price boundary and final-value problems, corresponding…”
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Estimating Future VaR from Value Samples and Applications to Future Initial Margin
Published 23-04-2021“…Predicting future values at risk (fVaR) is an important problem in finance. They arise in the modelling of future initial margin requirements for counterparty…”
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Calibrating Local Volatility Models with Stochastic Drift and Diffusion
Published 08-05-2023“…International Journal of Theoretical and Applied Finance, 25(02):2250011, 2022 We propose Monte Carlo calibration algorithms for three models: local volatility…”
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Backward Deep BSDE Methods and Applications to Nonlinear Problems
Published 13-06-2020“…In this paper, we present a backward deep BSDE method applied to Forward Backward Stochastic Differential Equations (FBSDE) with given terminal condition at…”
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Synthesis of optimal control of complex biological pathways enabled by global sensitivity analysis
Published in Conference proceedings (IEEE Engineering in Medicine and Biology Society. Conf.) (2014)“…The past few years have witnessed growth in the number of system biological models corresponding to several different pathways and have shed light on…”
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Feedback Control of Decoherence: Systems Theoretical Approach
Published in 2006 Chinese Control Conference (01-08-2006)“…This paper outlines the recent work on control of Decoherence in Open Quantum systems using systems and control techniques and the corresponding theoretical…”
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Conference Proceeding -
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Control of decoherence in open quantum systems using feedback
Published 01-01-2006“…Decoherence, which is caused due to the interaction of a quantum system with its environment plagues all quantum systems and leads to the loss of quantum…”
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Dissertation -
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Control of decoherence in open quantum systems using feedback
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Dissertation -
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Fine-Grained Acceleration of HMMER 3.0 via Architecture-Aware Optimization on Massively Parallel Processors
Published in 2015 IEEE International Parallel and Distributed Processing Symposium Workshop (01-05-2015)“…HMMER search used for protein Motif finding which is a probabilistic method based on profile hidden Markov models, is one of popular tools for protein homology…”
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Conference Proceeding -
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CUDAMPF++: A Proactive Resource Exhaustion Scheme for Accelerating Homologous Sequence Search on CUDA-enabled GPU
Published 30-07-2017“…IEEE.Trans.Parallel.Distibuted.Sys. (2018) Genomic sequence alignment is an important research topic in bioinformatics and continues to attract significant…”
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Journal Article