Embedded Ensemble Propagation for Improving Performance, Portability, and Scalability of Uncertainty Quantification on Emerging Computational Architectures

DOI10.1137/15M1044679zbMath1365.65017arXiv1511.03703OpenAlexW2256407986MaRDI QIDQ5738150

No author found.

Publication date: 31 May 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.03703

zbMATH Keywords

partial differential equationsvectorizationuncertainty quantificationparallel architecturessparse linear algebrasampling method

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification, Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems, GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models, A compute-bound formulation of Galerkin model reduction for linear time-invariant dynamical systems, Software for Sparse Tensor Decomposition on Emerging Computing Architectures

Uses Software

• ADOL-C
• CUDA
• Trilinos
• Sparsity
• Tpetra
• Belos
• Amesos2
• Boost MultiArray
• Kokkos
• Stokhos
• MueLu

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The block conjugate gradient algorithm and related methods
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Polynomial Chaos in Stochastic Finite Elements
• An overview of the Trilinos project
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Quasi-Monte Carlo methods and pseudo-random numbers
• Stochastic finite element methods for partial differential equations with random input data
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• High-Order Collocation Methods for Differential Equations with Random Inputs
• On Improving Linear Solver Performance: A Block Variant of GMRES
• The Monte Carlo Method
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data