Parallelized Dimensional Decomposition for Dynamic Stochastic Economic Models
نویسندگان
چکیده
Fig 5: The first level of parallelism from cut-HDMR (top) uses MPI Groups and provides completely separable computation (dashed boxes). The sparse grid routine offers the second level of parallelism (bottom), utilizing MPI and Intel(R) TBB with synchronization of resources at every refinement level. Convergence: For dimensions > 8, DDSG takes less execution time for similar convergence in comparison to SG.
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