Extending adaptive sparse grids for stochastic collo- cation to hybrid parallel architectures
نویسندگان
چکیده
1 Stochastic collocation In a stochastic simulation, one is typically interested in the relationship between the variables that drive the system (inputs) and the system response (outputs). For the “forward problem,” the inputs Z = (Z1, . . . , Zd) are random variables with distributions that we assume to be known. The outputs are some known functions g of the simulation state u = u(x, t;Z), which depends on Z and the deterministic variables x and (possibly) time t. The mapping from Z to g(u) can be given abstractly by the function G
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