{"id":"https://openalex.org/W2465900799","doi":"https://doi.org/10.1137/15m1036014","title":"Solving Random Ordinary Differential Equations on GPU Clusters using Multiple Levels of Parallelism","display_name":"Solving Random Ordinary Differential Equations on GPU Clusters using Multiple Levels of Parallelism","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2465900799","doi":"https://doi.org/10.1137/15m1036014","mag":"2465900799"},"language":"en","primary_location":{"id":"doi:10.1137/15m1036014","is_oa":false,"landing_page_url":"https://doi.org/10.1137/15m1036014","pdf_url":null,"source":{"id":"https://openalex.org/S165512578","display_name":"SIAM Journal on Scientific Computing","issn_l":"1064-8275","issn":["1064-8275","1095-7197"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://mediatum.ub.tum.de/node?id=1419038","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Christoph Riesinger","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Christoph Riesinger","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074775065","display_name":"Tobias Neckel","orcid":"https://orcid.org/0000-0002-3442-7171"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tobias Neckel","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5072277519","display_name":"Florian Rupp","orcid":"https://orcid.org/0000-0002-5111-6041"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Florian Rupp","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.4117,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.84535734,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"38","issue":"4","first_page":"C372","last_page":"C402"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9635000228881836,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9635000228881836,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10466","display_name":"Meteorological Phenomena and Simulations","score":0.9294000267982483,"subfield":{"id":"https://openalex.org/subfields/1902","display_name":"Atmospheric Science"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9223999977111816,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/realization","display_name":"Realization (probability)","score":0.7371077537536621},{"id":"https://openalex.org/keywords/parallelism","display_name":"Parallelism (grammar)","score":0.6671743392944336},{"id":"https://openalex.org/keywords/ordinary-differential-equation","display_name":"Ordinary differential equation","score":0.6403224468231201},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6088373064994812},{"id":"https://openalex.org/keywords/pseudorandom-number-generator","display_name":"Pseudorandom number generator","score":0.5842151045799255},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.546574592590332},{"id":"https://openalex.org/keywords/scaling","display_name":"Scaling","score":0.5407145023345947},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.5085572004318237},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.47600969672203064},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.41717153787612915},{"id":"https://openalex.org/keywords/supercomputer","display_name":"Supercomputer","score":0.4128160774707794},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.38225945830345154},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.3591999411582947},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3462781012058258},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.33216339349746704},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08301576972007751},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.0694628655910492}],"concepts":[{"id":"https://openalex.org/C2781089630","wikidata":"https://www.wikidata.org/wiki/Q21856745","display_name":"Realization (probability)","level":2,"score":0.7371077537536621},{"id":"https://openalex.org/C2781172179","wikidata":"https://www.wikidata.org/wiki/Q853109","display_name":"Parallelism (grammar)","level":2,"score":0.6671743392944336},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.6403224468231201},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6088373064994812},{"id":"https://openalex.org/C140642157","wikidata":"https://www.wikidata.org/wiki/Q1623338","display_name":"Pseudorandom number generator","level":2,"score":0.5842151045799255},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.546574592590332},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.5407145023345947},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.5085572004318237},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.47600969672203064},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.41717153787612915},{"id":"https://openalex.org/C83283714","wikidata":"https://www.wikidata.org/wiki/Q121117","display_name":"Supercomputer","level":2,"score":0.4128160774707794},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.38225945830345154},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.3591999411582947},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3462781012058258},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.33216339349746704},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08301576972007751},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0694628655910492},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1137/15m1036014","is_oa":false,"landing_page_url":"https://doi.org/10.1137/15m1036014","pdf_url":null,"source":{"id":"https://openalex.org/S165512578","display_name":"SIAM Journal on Scientific Computing","issn_l":"1064-8275","issn":["1064-8275","1095-7197"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific Computing","raw_type":"journal-article"},{"id":"pmh:oai:mediatum.ub.tum.de:node/1419038","is_oa":true,"landing_page_url":"http://mediatum.ub.tum.de/node?id=1419038","pdf_url":null,"source":{"id":"https://openalex.org/S4377196330","display_name":"mediaTUM  (Technical University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I62916508","host_organization_name":"Technical University of Munich","host_organization_lineage":["https://openalex.org/I62916508"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},{"id":"pmh:oai:mediatum.ub.tum.de:node/1461740","is_oa":true,"landing_page_url":"http://mediatum.ub.tum.de/node?id=1461740","pdf_url":null,"source":{"id":"https://openalex.org/S4377196330","display_name":"mediaTUM  (Technical University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I62916508","host_organization_name":"Technical University of Munich","host_organization_lineage":["https://openalex.org/I62916508"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:mediatum.ub.tum.de:node/1419038","is_oa":true,"landing_page_url":"http://mediatum.ub.tum.de/node?id=1419038","pdf_url":null,"source":{"id":"https://openalex.org/S4377196330","display_name":"mediaTUM  (Technical University of Munich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I62916508","host_organization_name":"Technical University of Munich","host_organization_lineage":["https://openalex.org/I62916508"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},"sustainable_development_goals":[{"display_name":"Sustainable cities and communities","id":"https://metadata.un.org/sdg/11","score":0.6700000166893005}],"awards":[{"id":"https://openalex.org/G6537548753","display_name":null,"funder_award_id":"ORG/ CBS/ 14/ 008","funder_id":"https://openalex.org/F4320322887","funder_display_name":"The Research Council"}],"funders":[{"id":"https://openalex.org/F4320322887","display_name":"The Research Council","ror":"https://ror.org/03tcppy59"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W36225591","https://openalex.org/W820399396","https://openalex.org/W1586832996","https://openalex.org/W1979312409","https://openalex.org/W1990147827","https://openalex.org/W2008818007","https://openalex.org/W2035803586","https://openalex.org/W2078273834","https://openalex.org/W2101304161","https://openalex.org/W2112632437","https://openalex.org/W2117106078","https://openalex.org/W2143462372","https://openalex.org/W2145222923","https://openalex.org/W3103231465"],"related_works":["https://openalex.org/W2384867379","https://openalex.org/W2329539859","https://openalex.org/W2227905990","https://openalex.org/W2988803943","https://openalex.org/W2765823764","https://openalex.org/W3214280620","https://openalex.org/W3191490922","https://openalex.org/W2794038527","https://openalex.org/W2151092287","https://openalex.org/W2399970821"],"abstract_inverted_index":{"Random":[0],"ordinary":[1],"differential":[2],"equations":[3],"(RODEs)":[4],"perfectly":[5],"describe":[6],"classes":[7],"of":[8,16,33,38,72,77,92,109,130,134,167,172],"time-dependent":[9],"problems":[10],"with":[11],"stochastic":[12],"disturbances":[13],"that":[14],"are":[15,96],"utmost":[17],"importance":[18],"in":[19,82],"science":[20],"and":[21,35,105,158],"engineering.":[22],"Both":[23],"their":[24],"pathwise":[25],"solution":[26],"concept":[27],"leading":[28],"to":[29,66,115,118,153],"a":[30,57,128,163],"massive":[31],"amount":[32],"simulations":[34],"the":[36,39,54,68,75,78,93,107,110,120,131,135,173],"form":[37],"numerical":[40],"solvers":[41],"for":[42,47,53,74,99,127],"RODEs":[43],"contain":[44],"high":[45,58],"potential":[46],"efficient":[48,165],"parallelization":[49,61],"approaches.":[50],"We":[51,86,103],"analyze":[52],"first":[55],"time":[56],"performance":[59,133],"computing":[60],"relying":[62,161],"on":[63,144,162],"GPU":[64,146],"clusters":[65],"exploit":[67],"underlying":[69],"three":[70],"levels":[71],"parallelism":[73],"example":[76],"Kanai--Tajimi":[79],"earthquake":[80],"model":[81],"its":[83],"RODE":[84,101,156],"form.":[85],"identify":[87],"four":[88,111],"basic":[89],"building":[90,112],"blocks":[91,113],"application":[94,137],"which":[95,138],"valid":[97],"also":[98,143],"general":[100],"scenarios.":[102],"optimized":[104],"benchmarked":[106],"implementation":[108],"separately":[114],"be":[116,151],"able":[117],"select":[119],"best":[121],"individual":[122],"parameter":[123],"settings.":[124],"This":[125],"allows":[126],"comparison":[129],"total":[132],"overall":[136],"shows":[139],"excellent":[140],"scaling":[141],"results":[142,149],"large":[145],"clusters.":[147],"The":[148],"can":[150],"generalized":[152],"both":[154],"other":[155,159],"applications":[157],"approaches":[160],"parallel,":[164],"generation":[166],"pseudorandom":[168],"numbers":[169],"or":[170],"realization":[171],"Ornstein--Uhlenbeck":[174],"process.":[175]},"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2016,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}