Extending adaptive sparse grids for stochastic collocation to hybrid parallel architectures
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}
}
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.
December 22, 2011 by hgpu