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Extending adaptive sparse grids for stochastic collocation to hybrid parallel architectures

Richard K. Archibald, Ralf Deiterding, John Jakeman
Computer Science and Mathematics Division, Oak Ridge National Laboratory, P.O. Box 2008, MS-6367, Oak Ridge, TN 37831
Scientific Discovery through Advanced Computing Program (SciDAC 2011) Papers, 2011

@article{archibald2011extending,

   title={Extending adaptive sparse grids for stochastic collo-cation to hybrid parallel architectures},

   author={Archibald, R.K. and Deiterding, R. and Jakeman, J.},

   year={2011}

}

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We are developing an adaptive sparse grid library tailored for emerging architectures that will allow the solution of stochastic problems of unprecedented size. This paper gives a brief overview of the problem at hand and presents initial results for a small GPU-based cluster. An outlook on large-scale distributed memory parallelization and our hybrid design approach is also included.
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