A strategy for parallel implementations of stochastic Lagrangian simulation

DOI10.1007/978-3-319-33507-0_26MaRDI QIDQ2957053zbMATH OpenOpenAlexFDO

Authors Lionel Lenôtre

Publication date 20 January 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/hal-01066410v3/file/source.pdf

zbMATH Keywords

high performance computingLagrangian methodsMonte Carlo methodsnumerical exampleobject-oriented strategiesparabolic partial differential equationsparallelizationrandom number generatorstochastic differentialequations

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical solutions to stochastic differential and integral equations (65C30) Parallel numerical computation (65Y05)

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Cites work

• Continuity of Solutions of Parabolic and Elliptic Equations
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 1967777 (Why is no real title available?)
• scientific article; zbMATH DE number 5681750 (Why is no real title available?)
• scientific article; zbMATH DE number 3289754 (Why is no real title available?)
• Mersenne twister
• Stochastic differential equations. An introduction with applications.
• Stochastic methods. A handbook for the natural and social sciences

Cited in

(1)

• Parallel implementation of the cascade mass-conserving semi-Lagrangian transport scheme

Describes a project that uses

Uses Software

• SPRNG
• MersenneTwister
• MPI
• RngSteam
• TestU01
• H2OLAB
• PALMTREE
• RngStreams

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