A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Financial Option Pricing

Sébastien Bezinne (1) , Virginie Galtier (1) , Stéphane Vialle (1) , Françoise Baude (2) , Mireille Bossy (3) , Viet Dung (2) , Ludovic Henrio (2)

1 SUPELEC-Campus Metz
2 OASIS - Active objects, semantics, Internet and security
3 OMEGA - Probabilistic numerical methods

This paper introduces a Grid software architecture offering fault tolerance, dynamic and aggressive load balancing and two complementary parallel programming paradigms. Experiments with financial applications on a real multi-site Grid assess this solution. This architecture has been designed to run industrial and financial applications, that are frequently time constrained and CPU consuming, feature both tightly and loosely coupled parallelism requiring generic programming paradigm, and adopt client-server business architecture.

Domaines: Calcul parallèle, distribué et partagé [cs.DC]

Sébastien Bezinne, Virginie Galtier, Stéphane Vialle, Françoise Baude, Mireille Bossy, et al.. A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Financial Option Pricing. 2nd IEEE International Conference on e-Science and Grid Computing - e-science'06, S. Kawata, Dec 2006, Amsterdam, Netherlands. pp.49, ⟨10.1109/E-SCIENCE.2006.261133⟩. ⟨inria-00121828⟩