Static load balancing for multi-level monte carlo finite volume solvers

Authors:
Jonas Šukys;Siddhartha Mishra;Christoph Schwab
Affiliations:
ETH Zürich, Switzerland;ETH Zürich, Switzerland;ETH Zürich, Switzerland
Venue:
PPAM'11 Proceedings of the 9th international conference on Parallel Processing and Applied Mathematics - Volume Part I
Year:
2011

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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.