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.
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Šukys, J., Mishra, S., Schwab, C. (2012). Static Load Balancing for Multi-level Monte Carlo Finite Volume Solvers. In: Wyrzykowski, R., Dongarra, J., Karczewski, K., Waśniewski, J. (eds) Parallel Processing and Applied Mathematics. PPAM 2011. Lecture Notes in Computer Science, vol 7203. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31464-3_25
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DOI: https://doi.org/10.1007/978-3-642-31464-3_25
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-31463-6
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