{"id":"https://openalex.org/W2663326406","doi":"https://doi.org/10.1145/3093172.3093234","title":"Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models","display_name":"Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models","publication_year":2017,"publication_date":"2017-06-23","ids":{"openalex":"https://openalex.org/W2663326406","doi":"https://doi.org/10.1145/3093172.3093234","mag":"2663326406"},"language":"en","primary_location":{"id":"doi:10.1145/3093172.3093234","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3093172.3093234","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Platform for Advanced Scientific Computing Conference","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045961837","display_name":"Aryan Eftekhari","orcid":"https://orcid.org/0000-0002-3381-1438"},"institutions":[{"id":"https://openalex.org/I57201433","display_name":"Universit\u00e0 della Svizzera italiana","ror":"https://ror.org/03c4atk17","country_code":"CH","type":"education","lineage":["https://openalex.org/I57201433"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Aryan Eftekhari","raw_affiliation_strings":["Institute of Computational Science, Universit\u00e0 della Svizzera italiana"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computational Science, Universit\u00e0 della Svizzera italiana","institution_ids":["https://openalex.org/I57201433"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102817803","display_name":"Simon Scheidegger","orcid":"https://orcid.org/0000-0003-2441-9327"},"institutions":[{"id":"https://openalex.org/I1286498122","display_name":"Hoover Institution","ror":"https://ror.org/04ce9mt19","country_code":"US","type":"facility","lineage":["https://openalex.org/I1286498122"]},{"id":"https://openalex.org/I202697423","display_name":"University of Zurich","ror":"https://ror.org/02crff812","country_code":"CH","type":"education","lineage":["https://openalex.org/I202697423"]},{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["CH","US"],"is_corresponding":false,"raw_author_name":"Simon Scheidegger","raw_affiliation_strings":["Department of Banking and Finance, University of Z\u00fcrich, Hoover Institution, Stanford University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Banking and Finance, University of Z\u00fcrich, Hoover Institution, Stanford University","institution_ids":["https://openalex.org/I1286498122","https://openalex.org/I97018004","https://openalex.org/I202697423"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017590193","display_name":"Olaf Schenk","orcid":"https://orcid.org/0000-0001-8636-1023"},"institutions":[{"id":"https://openalex.org/I57201433","display_name":"Universit\u00e0 della Svizzera italiana","ror":"https://ror.org/03c4atk17","country_code":"CH","type":"education","lineage":["https://openalex.org/I57201433"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Olaf Schenk","raw_affiliation_strings":["Institute of Computational Science, Universit\u00e1 della Svizzera italiana"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Computational Science, Universit\u00e1 della Svizzera italiana","institution_ids":["https://openalex.org/I57201433"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.3401,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.90169734,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"11"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/T10067","display_name":"Stochastic processes and financial applications","score":0.9854000210762024,"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/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9797000288963318,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7732292413711548},{"id":"https://openalex.org/keywords/scalability","display_name":"Scalability","score":0.7540122270584106},{"id":"https://openalex.org/keywords/speedup","display_name":"Speedup","score":0.65946364402771},{"id":"https://openalex.org/keywords/supercomputer","display_name":"Supercomputer","score":0.6398454904556274},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.5871864557266235},{"id":"https://openalex.org/keywords/scale","display_name":"Scale (ratio)","score":0.5427492260932922},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.5219911336898804},{"id":"https://openalex.org/keywords/decomposition","display_name":"Decomposition","score":0.5153062343597412},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.48994937539100647},{"id":"https://openalex.org/keywords/grid","display_name":"Grid","score":0.45088517665863037},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4213469624519348},{"id":"https://openalex.org/keywords/grid-computing","display_name":"Grid computing","score":0.41060417890548706},{"id":"https://openalex.org/keywords/computational-science","display_name":"Computational science","score":0.38494783639907837},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.33946913480758667},{"id":"https://openalex.org/keywords/distributed-computing","display_name":"Distributed computing","score":0.3268383741378784},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.13615715503692627}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7732292413711548},{"id":"https://openalex.org/C48044578","wikidata":"https://www.wikidata.org/wiki/Q727490","display_name":"Scalability","level":2,"score":0.7540122270584106},{"id":"https://openalex.org/C68339613","wikidata":"https://www.wikidata.org/wiki/Q1549489","display_name":"Speedup","level":2,"score":0.65946364402771},{"id":"https://openalex.org/C83283714","wikidata":"https://www.wikidata.org/wiki/Q121117","display_name":"Supercomputer","level":2,"score":0.6398454904556274},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.5871864557266235},{"id":"https://openalex.org/C2778755073","wikidata":"https://www.wikidata.org/wiki/Q10858537","display_name":"Scale (ratio)","level":2,"score":0.5427492260932922},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.5219911336898804},{"id":"https://openalex.org/C124681953","wikidata":"https://www.wikidata.org/wiki/Q339062","display_name":"Decomposition","level":2,"score":0.5153062343597412},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.48994937539100647},{"id":"https://openalex.org/C187691185","wikidata":"https://www.wikidata.org/wiki/Q2020720","display_name":"Grid","level":2,"score":0.45088517665863037},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4213469624519348},{"id":"https://openalex.org/C70429105","wikidata":"https://www.wikidata.org/wiki/Q249999","display_name":"Grid computing","level":3,"score":0.41060417890548706},{"id":"https://openalex.org/C459310","wikidata":"https://www.wikidata.org/wiki/Q117801","display_name":"Computational science","level":1,"score":0.38494783639907837},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.33946913480758667},{"id":"https://openalex.org/C120314980","wikidata":"https://www.wikidata.org/wiki/Q180634","display_name":"Distributed computing","level":1,"score":0.3268383741378784},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13615715503692627},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","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/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/3093172.3093234","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3093172.3093234","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Platform for Advanced Scientific Computing Conference","raw_type":"proceedings-article"},{"id":"pmh:doi:10.5167/uzh-169142","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":49,"referenced_works":["https://openalex.org/W79383899","https://openalex.org/W176737369","https://openalex.org/W191413195","https://openalex.org/W616738372","https://openalex.org/W637625958","https://openalex.org/W1129935671","https://openalex.org/W1510543252","https://openalex.org/W1523005464","https://openalex.org/W1536852470","https://openalex.org/W1542118577","https://openalex.org/W1596632201","https://openalex.org/W1870480295","https://openalex.org/W1972955129","https://openalex.org/W1974963628","https://openalex.org/W1983156129","https://openalex.org/W2005999347","https://openalex.org/W2009082387","https://openalex.org/W2010794081","https://openalex.org/W2030150681","https://openalex.org/W2050004479","https://openalex.org/W2057333333","https://openalex.org/W2063517091","https://openalex.org/W2064250488","https://openalex.org/W2077867009","https://openalex.org/W2083845086","https://openalex.org/W2085888564","https://openalex.org/W2088286197","https://openalex.org/W2096969866","https://openalex.org/W2100179204","https://openalex.org/W2103591784","https://openalex.org/W2107359160","https://openalex.org/W2108297731","https://openalex.org/W2113974538","https://openalex.org/W2118431139","https://openalex.org/W2123871098","https://openalex.org/W2146476360","https://openalex.org/W2147517616","https://openalex.org/W2152002207","https://openalex.org/W2165607996","https://openalex.org/W2312101598","https://openalex.org/W2394917699","https://openalex.org/W2403013574","https://openalex.org/W2765926222","https://openalex.org/W3015571647","https://openalex.org/W3096447669","https://openalex.org/W3122137558","https://openalex.org/W3123821994","https://openalex.org/W3125993486","https://openalex.org/W4255975175"],"related_works":["https://openalex.org/W2058965144","https://openalex.org/W2164382479","https://openalex.org/W98480971","https://openalex.org/W2150291671","https://openalex.org/W2027972911","https://openalex.org/W2146343568","https://openalex.org/W2499279132","https://openalex.org/W1582436825","https://openalex.org/W1996803181","https://openalex.org/W2023656250"],"abstract_inverted_index":{"We":[0],"introduce":[1],"and":[2],"deploy":[3],"a":[4,48],"generic,":[5],"highly":[6],"scalable":[7],"computational":[8],"method":[9],"to":[10,71,85,92],"solve":[11],"high-dimensional":[12],"dynamic":[13],"stochastic":[14],"economic":[15,31,79],"models":[16,90],"on":[17,54],"high-performance":[18],"computing":[19],"platforms.":[20],"Within":[21],"an":[22,35,78],"MPI---TBB":[23],"parallel,":[24],"nonlinear":[25],"time":[26],"iteration":[27],"framework,":[28],"we":[29,81],"approximate":[30],"policy":[32],"functions":[33,43],"using":[34],"adaptive":[36],"sparse":[37],"grid":[38],"algorithm":[39],"with":[40,47,96],"d-linear":[41],"basis":[42],"that":[44,66],"is":[45],"combined":[46],"dimensional":[49],"decomposition":[50],"scheme.":[51],"Numerical":[52],"experiments":[53],"\"Piz":[55],"Daint\"":[56],"(Cray":[57],"XC30)":[58],"at":[59,72],"the":[60],"Swiss":[61],"National":[62],"Supercomputing":[63],"Centre":[64],"show":[65],"our":[67],"framework":[68],"scales":[69],"nicely":[70],"least":[73],"1,000":[74],"compute":[75,82],"nodes.":[76],"As":[77],"application,":[80],"global":[83],"solutions":[84],"international":[86],"real":[87],"business":[88],"cycle":[89],"up":[91],"200":[93],"continuous":[94],"dimensions":[95],"significant":[97],"speedup":[98],"values":[99],"over":[100],"state-of-the-art":[101],"techniques.":[102]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
