2 page Case Study - Posted 8/29/2008

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CASPUR

Italian Supercomputing Center Reaches New User Communities with Windows-Based HPC

CASPUR provides high-performance computing (HPC) services to academic, government, and research communities throughout Italy. Current users run UNIX and Linux applications to solve scientific problems. CASPUR is now expanding its HPC offerings by deploying a Windows® HPC Server 2008 cluster. It expects to significantly increase its user base and to develop and offer new HPC solutions that can easily be integrated into the Windows environment.

Business Needs

CASPUR (Consorzio interuniversitario per le Applicazioni di Supercalcolo per Università Ricerca) is a nonprofit, inter-university consortium partially financed by the Italian Ministry of Education, University and Research. Located in Rome, CASPUR has more than 100 employees and offers high-performance computing (HPC) services to universities, government facilities, and research institutes throughout Italy. CASPUR provides a high level of support in specific computational sciences—from mathematical modeling to efficient implementations on the most up-to-date HPC facilities. CASPUR skill sets include design, development, optimization, and maintenance of parallel applications in a variety of scientific areas, including fluid dynamics, life sciences, earth sciences, materials science, and quantitative finance.

Financial analysts in Europe mainly use Windows systems. As such, the deployment of a Windows HPC Server 2008 cluster renders our HPC services extremely attractive to a large potential user base.  Dr. M. Rosati Manager of the Computational Materials Science and Finance Group CASPUR

Initially, CASPUR wanted to create an application that calculates risk and probability of default for financial portfolios and offer it to the financial services marketplace in Europe. People in that marketplace have not traditionally used UNIX/Linux programs for these types of services. Creating an easy-to-use solution that relies on the computer skills and familiarity with programs currently used by this sector is of utmost importance to the success of the project. Beyond this initial application, CASPUR planned to further expand its offerings and serve new users in a variety of fields.

Solution

CASPUR was an early adopter of Windows Compute Cluster Server 2003. Experience with this product helped CASPUR make the decision to create a new cluster based on Windows HPC Server 2008, which it began testing in April 2008. CASPUR deployed a new cluster of 24 Supermicro 2-way SuperBlade servers, configured with two AMD Opteron 280 dual-core processors, 8 gigabytes of RAM, and an InfiniBand DDR dual-port HCA. “Thanks to Windows Deployment Services, the setup of a Windows HPC Server 2008 cluster has been straightforward,” says Dr. M. Rosati, Manager of the Computational Materials Science and Finance Group, CASPUR. “Once we installed the head node, the deployment of a compute node required roughly one hour and can be done in parallel on all nodes.”

During initial testing, CASPUR was pleased to find that the Network Direct technology built into Windows HPC Server 2008 allowed parallel applications based on the Microsoft Message Passing Interface to efficiently use the InfiniBand network. “However, the most interesting innovation in Windows HPC Server 2008 is the support for developing service-oriented architecture [SOA] HPC applications. This feature gives us the tools we need to develop advanced HPC services in the financial computing area,” says Dr. Rosati.

In June 2008, CASPUR collaborated with Sapienza University’s Department of Banking and Finance to develop its initial project: the previously mentioned proof-of-concept solution for estimating the probabilities of default in low-default portfolios. The solution’s user interface is a Microsoft® Office Excel® spreadsheet, and the computational engine is a parallel application that transparently runs on the compute nodes of the cluster, which is made possible by the SOA functionalities of Windows HPC Server 2008. The application has received extremely good feedback from the Department of Banking and Finance user base. This feedback has resulted in the consortium’s decision to use the same technology in a much more complex project, the aim of which is to develop a real-time HPC application for pricing large portfolios of interest rate derivatives.

Benefits

CASPUR expects Windows HPC Server 2008 to help it expand its offerings and serve a wider user base. Specific benefits include the following improvements:

• Increases user base. CASPUR seeks to expand its user base to include nontraditional HPC users and to move into the financial computing sector. “Financial analysts in Europe mainly use Windows systems. As such, the deployment of a Windows HPC Server 2008 cluster renders our HPC services extremely attractive to a large potential user base,” says Dr. Rosati. “Windows HPC Server 2008 is an efficient and extremely easy-to-use HPC solution that gives us the tools to significantly extend our HPC services to the entire field of quantitative finance.” The new functionalities included in Windows HPC Server 2008 will also give CASPUR the ability to expand usage of Windows-based HPC clusters into other areas, such as bioinformatics and computational biology.

• Eases deployment and management. Windows HPC Server 2008 provides a set of comprehensive deployment and management tools that helped CASPUR to easily deploy the cluster. This rapid deployment quickly moved CASPUR to its next goal: the development of its first SOA-enabled HPC application in the area of financial computing. “Deploying a basic infrastructure of a Windows HPC Server 2008 cluster was simple, and it is very easy to manage and monitor the cluster,” says Dr. Rosati. 

• Supports real-time applications. Windows HPC Server 2008 provides support for SOA applications, which is essential to the CASPUR goal of offering real-time HPC applications in the area of quantitative finance. This functionality will give CASPUR the tools to offer university economic departments, banks, and investment firms exactly what they need. “Windows HPC Server 2008 will give users the ability to take advantage of high-performance computing services transparently from an Excel spreadsheet. This ease of use is extremely difficult to achieve if the computational engine runs on a Linux HPC cluster,” says Dr. Rosati.

For More Information

For more information about Windows HPC Server 2008 and HPC, please visit
www.microsoft.com/hpc

For more information about CASPUR, please visit
www.caspur.it

For more information about other Microsoft customer successes, please visit
www.microsoft.com/casestudies

This case study is for informational purposes only. MICROSOFT MAKES NO WARRANTIES, EXPRESS OR IMPLIED, IN THIS SUMMARY.

Document published August 2008