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A Strategy for the Parallel Implementations of Stochastic Lagrangian Methods

Lionel Lenôtre 1
1 SAGE - Simulations and Algorithms on Grids for Environment
Inria Rennes – Bretagne Atlantique , IRISA-D1 - SYSTÈMES LARGE ÉCHELLE
Abstract : In this paper, we present some investigations on the parallelization of a stochastic Lagrangian simulation. For the self sufficiency of this work, we start by recalling the stochastic methods used to solve Parabolic Partial Differential Equations with a few physical remarks. Then, we exhibit different object-oriented ideas for such methods. In order to clearly illustrate these ideas, we give an overview of the library PALMTREE that we developed. After these considerations, we discuss the importance of the management of random numbers and argue for the choice of a particular strategy. To support our point, we show some numerical experiments of this approach, and display a speedup curve of PALMTREE. Then, we discuss the problem in managing the parallelization scheme. Finally, we analyze the parallelization of hybrid simulation for a system of Partial Differential Equations. We use some works done in hydrogeology to demonstrate the power of such a concept to avoid numerical diffusion in the solution of Fokker-Planck Equations and investigate the problem of parallelizing scheme under the constraint entailed by domain decomposition. We conclude with a presentation of the latest design that was created for PALMTREE and give a sketch of the possible work to get a powerful parallelized scheme.
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Contributor : Lionel Lenôtre <>
Submitted on : Friday, September 19, 2014 - 6:32:50 PM
Last modification on : Thursday, November 15, 2018 - 11:57:18 AM
Long-term archiving on: : Saturday, December 20, 2014 - 12:15:46 PM


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  • HAL Id : hal-01066410, version 1


Lionel Lenôtre. A Strategy for the Parallel Implementations of Stochastic Lagrangian Methods. [Research Report] Inria. 2014. ⟨hal-01066410v1⟩



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