Grid Computing The Future of Your Business

1
Grid ComputingThe Future of Your Business?

• Dr Simon J E Taylor (Brunel University)
• Dr Tamas Kiss (University of Westminster)

2
Overview

• What is Grid Computing
• Two types of Grid
• The WestFocus Grid
• The P-Grade Grid Portal
• GEMCLA
• Case studies
• Digital Signal Processing
• ING Bank
• Ford Motor Company
• An Invitation!

3
What is Grid Computing?

• A user has a complex problem that requires many
  services/resources in order to
• reduce computation time
• access large databases
• access special equipments
• collaborate with other users

4
Two basic Grid directions today Utility Grids
e.g. The UK National Grid Service (NGS)
stable highly-available production quality Grid
service to the UK research community

• Core members
• Manchester
• CCLRC RAL
• Oxford
• Leeds
• CSAR
• HPCx
• Partner sites
• Bristol
• Cardiff
• Lancaster

Data clusters
Compute clusters
National HPC services

• Westminster

5
Two basic Grid directions Desktop Grids
e.g. SETI_at_HOME - Search for Extra Terrestrial
Intelligence

• 5 billion galactic radio signals recorded
• Divided into 250 Kbytes blocks of data
• Distributed to more than 4 million desktop
  computers in 226 countries for analysis
• 1200 CPU years/day
• 38 TF sustained (Japanese Earth Simulator is 32
  TF sustained)
• Highly heterogeneous gt77 different processor
  types

6
The WestFocus Grid

• Utility Grid based on state-of-the-art Grid
  technology
• NGS GT2 WestFocus GT4
• Connects computer clusters at Westminster and
  Brunel Universities
• Runs the P-GRADE Grid portal and GEMLCA
• Connected to and interoperable with the UK NGS

7
The WestFocus Desktop Grid

• Based on BOINC and SZTAKI desktop Grid technology
• Thousands of laboratory PCs could be utilised
  from Westminster and Brunel

8
The P-GRADE Grid Portal
Provides user-friendly access to the Grid
Visualise execution and download results
Log in to the portal
Execute workflow
Create application workflow
Map execution to available resources
9
GEMLCA - Grid Execution Management for Legacy
Code Applications

• Legacy application
• Code from the past, maintained because it works
• Often supports business critical functions
• Not Grid enabled

What to do with legacy codes when utilising the
Grid?

• Bin them and implement Grid enabled applications

• Reengineer them

• Port them onto the Grid with minimum user effort

10
GEMLCA
Grid Execution Management for Legacy Code
Applications
GEMLCA P-GRADE Portal
11
Case Studies

• Digital Signal Processing
• ING Bank
• Ford Motor Company

12
DSP application in the portal
The speedup
T Factor
Sequential
GEMLCA
18
19min
8min
20
3h 33min
35min
22
41h 53min
7h 23min
13
DSP application desktop Grid

• Running on the WestFocus desktop Grid
• Scales up to thousands of computers (currently
  more than 100 PCs connected from Westminster and
  Brunel)

14
ING Bank

• Financial modelling using Grid Computing
• Measuring Credit Risk Exposure (for FM products)
  involves
• Modelling the characteristics (cash flows) of the
  transaction
• Modelling the stochastic nature of the risk
  factors (Interest rates, FX rates, etc)
• Using Monte-Carlo simulation techniques to
  revalue the transaction Mark-to-market under
  various market scenarios
• Picking the worst-case MtM at all future
  points in time.

15
Approach

• Find out what the end user needs
• Faster Monte Carlo simulations
• Find out what the organisation can support
• Desktop Grid technology
• Build demonstrator
• Proof of concept
• Liaise with IT Department
• Sandbox testing
• Develop end user tools
• Embed Desktop Grid technology into application

16
GridAlliance Benefits to ING

• Savings in time ( money!)
• modelling of the range Accrual swap was N times
  quicker using grid computing with N computers
• Savings in computational power/ resources
• Ability to create and use models which are
  practical in terms of their utilisation of time
  other resources
• Areas that could benefit
• Pricing complex transactions
• Counterparty credit risk modelling
• Market risk modelling
• Economic Capital modelling
• thats only counting areas which use Monte
  Carlo techniques!

17
Ford Motor Company
18
Ford Motor Company

• Engine production line simulation
• Each run takes 4-5 hours
• Many runs needed to support decisions
• Time is money!
• Solution
• Speed up experimentation via Grid Computing

19
Approach

• Find out what the end user needs
• Faster production line simulation
• Find out what the organisation can support
• Desktop Grid technology
• Build demonstrator
• Proof of concept
• Liaise with IT Department
• Sandbox testing
• Develop end user tools
• Embed Desktop Grid technology into application

20
Conclusions

• Grid Computing can make a real difference in your
  organisation NOW
• GridAlliance staff can help you understand how
• Come and see us at the ICT booth or!
• GridAlliance Briefing
• July 12th 2006
• University of Westminster
• Details at www.gridalliance.org.uk