4 ms·

People who work on hardware & tooling for this: - Jennifer Hasler (GeorgiaTech) https://hasler.ece.gatech.edu/SoCFPAA.html https://hasler.ece.gatech.edu/SoCFPA

People who work on hardware & tooling for this: - Jennifer Hasler (GeorgiaTech) https://hasler.ece.gatech.edu/SoCFPAA.html https://hasler.ece.gatech.edu/SoCFPAA.html - Christian Mayr (TU Dresden) https://www.sprind.org/en/projects/mayr/ https://www.sprind.org/en/projects/mayr/ - Bernd Ulmann (FH Frankfurt) http://analogparadigm.com/ http://analogparadigm.com/

schaefer 5y ago
Oh my goodness! The gorgeous photos of their analog computer[1] just made my heart skip a beat. Thanks for the amazing link on a Monday morning. [1]: http://analogparadigm.com/products.html http://analogparadigm.com/products.html
pvitz 5y ago
From the Analog Paradigm website: > A typical example of application are Monte-Carlo simulations in the financial sector where differential equations must be solved over and over again for varying initial conditions. A so-called "hybrid computer" which consists of a traditional digital computer and an analog computer is the perfect match for such tasks: The digital computer takes care of the parameter variation while the analog computer solved the differential equations faster and more energy efficient than its digital counterpart. Has anybody here experience with such an approach or knows a paper describing it / comparing it to traditional, purely digital Monte Carlo?
- pvitz 5y ago
  To answer my own question, a PhD thesis by Yipeng Huang [1] from 2018 discusses shortly a comparison of a simple Black-Scholes example using Euler-Maruyama and an analog computer (chip). Although the analog system seems to be a bit faster in principle, it suffers from drift and other issues and has to be frequently recalibrated. Also, the accuracy is worse than the digital version. Nevertheless, this seems to be quite interesting and looks like it can be further improved. [1] http://yipenghuang.com/wp-content/uploads/2018/09/Huang_columbia_0054D_14506.pdf http://yipenghuang.com/wp-content/uploads/2018/09/Huang_colu...

schaefer 5y ago

Oh my goodness! The gorgeous photos of their analog computer[1] just made my heart skip a beat. Thanks for the amazing link on a Monday morning. [1]: http://analogparadigm.com/products.html http://analogparadigm.com/products.html

pvitz 5y ago

From the Analog Paradigm website: > A typical example of application are Monte-Carlo simulations in the financial sector where differential equations must be solved over and over again for varying initial conditions. A so-called "hybrid computer" which consists of a traditional digital computer and an analog computer is the perfect match for such tasks: The digital computer takes care of the parameter variation while the analog computer solved the differential equations faster and more energy efficient than its digital counterpart. Has anybody here experience with such an approach or knows a paper describing it / comparing it to traditional, purely digital Monte Carlo?

pvitz 5y ago
To answer my own question, a PhD thesis by Yipeng Huang [1] from 2018 discusses shortly a comparison of a simple Black-Scholes example using Euler-Maruyama and an analog computer (chip). Although the analog system seems to be a bit faster in principle, it suffers from drift and other issues and has to be frequently recalibrated. Also, the accuracy is worse than the digital version. Nevertheless, this seems to be quite interesting and looks like it can be further improved. [1] http://yipenghuang.com/wp-content/uploads/2018/09/Huang_columbia_0054D_14506.pdf http://yipenghuang.com/wp-content/uploads/2018/09/Huang_colu...