# Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

## Abstract

The focus of the project is the development of mathematical methods and high-performance com- putational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly e cient and scalable numer- ical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

- Authors:

- Purdue Univ., West Lafayette, IN (United States)

- Publication Date:

- Research Org.:
- Purdue Univ., West Lafayette, IN (United States)

- Sponsoring Org.:
- USDOE

- OSTI Identifier:
- 1258292

- Report Number(s):
- DOE-PU-0005173-1

104857

- DOE Contract Number:
- SC0005173

- Resource Type:
- Technical Report

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 97 MATHEMATICS AND COMPUTING

### Citation Formats

```
Xiu, Dongbin.
```*Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales*. United States: N. p., 2016.
Web. doi:10.2172/1258292.

```
Xiu, Dongbin.
```*Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales*. United States. doi:10.2172/1258292.

```
Xiu, Dongbin. Tue .
"Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales". United States.
doi:10.2172/1258292. https://www.osti.gov/servlets/purl/1258292.
```

```
@article{osti_1258292,
```

title = {Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales},

author = {Xiu, Dongbin},

abstractNote = {The focus of the project is the development of mathematical methods and high-performance com- putational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly e cient and scalable numer- ical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.},

doi = {10.2172/1258292},

journal = {},

number = ,

volume = ,

place = {United States},

year = {Tue Jun 21 00:00:00 EDT 2016},

month = {Tue Jun 21 00:00:00 EDT 2016}

}

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