Extending adaptive sparse grids for stochastic collocation to hybrid parallel architectures
Richard K. Archibald, Ralf Deiterding, John Davis Jakeman · 2012
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.