Experiments in running a parallel MPI financial simulator on a cluster and a dedicated grid

Many computing-intensive applications in different domains are benefiting from new High Performance Computing (HPC) architectures such as clusters and computational grids. This experimental study shows the performance results of parallelizing a computing-intensive risk management financial simulator application using the Message Passing Interface (MPI) and running it on two configurations of a dedicated grid consisting of workstations on three geographically distant locations. To benchmark the grid configurations performance, the application was also run on a local cluster. Results showed that gained speed ups are scalable and those of the two grid configurations are close to the local cluster suggesting that more speed up gains can be achieved with grid expansion.