Static load balancing for multi-level Monte Carlo finite volume solvers
dc.contributor.author
Šukys, Jonas
dc.contributor.author
Mishra, Siddhartha
dc.contributor.author
Schwab, Christoph
dc.date.accessioned
2022-08-31T13:20:50Z
dc.date.available
2017-06-14T01:34:52Z
dc.date.available
2022-08-31T13:20:50Z
dc.date.issued
2011-05
dc.identifier.uri
http://hdl.handle.net/20.500.11850/155041
dc.identifier.doi
10.3929/ethz-a-010406723
dc.description.abstract
The Multi-Level Monte Carlo finite volumes (MLMC-FVM) algorithm was shown to be a robust and fast solver for uncertainty quantification in the solutions of multi- dimensional systems of stochastic conservation laws. A novel load balancing procedure is used to ensure scalability of the MLMC algorithm on massively parallel hardware. We describe this procedure together with other arising challenges in great detail. Finally, numerical experiments in multi-dimensions showing strong and weak scaling of our implementation are presented.
en_US
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
Seminar for Applied Mathematics, ETH Zurich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
uncertainty quantification
en_US
dc.subject
conservation laws
en_US
dc.subject
multi-level Monte Carlo
en_US
dc.subject
finite volumes
en_US
dc.subject
static load balancing
en_US
dc.subject
linear scaling
en_US
dc.title
Static load balancing for multi-level Monte Carlo finite volume solvers
en_US
dc.type
Report
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
SAM Research Report
ethz.journal.volume
2011-32
en_US
ethz.size
12 p.
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.grant
Automated Urban Parking and Driving
en_US
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
en_US
ethz.identifier.url
https://math.ethz.ch/sam/research/reports.html?id=93
ethz.grant.agreementno
247277
ethz.grant.fundername
EC
ethz.grant.funderDoi
10.13039/501100001711
ethz.grant.program
FP7
ethz.relation.isPreviousVersionOf
20.500.11850/44361
ethz.date.deposited
2017-06-14T01:40:18Z
ethz.source
ECOL
ethz.identifier.importid
imp59366b73d026e61155
ethz.ecolpid
eth:47575
ethz.eth
yes
en_US
ethz.availability
Open access
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ethz.rosetta.installDate
2017-07-16T01:49:44Z
ethz.rosetta.lastUpdated
2024-02-02T17:58:55Z
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true
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