# Probabilistic Approach to Enable Extreme-Scale Simulations under Uncertainty and System Faults. Final Technical Report

## Abstract

The current project develops a novel approach that uses a probabilistic description to capture the current state of knowledge about the computational solution. To effectively spread the computational effort over multiple nodes, the global computational domain is split into many subdomains. Computational uncertainty in the solution translates into uncertain boundary conditions for the equation system to be solved on those subdomains, and many independent, concurrent subdomain simulations are used to account for this bound- ary condition uncertainty. By relying on the fact that solutions on neighboring subdomains must agree with each other, a more accurate estimate for the global solution can be achieved. Statistical approaches in this update process make it possible to account for the effect of system faults in the probabilistic description of the computational solution, and the associated uncertainty is reduced through successive iterations. By combining all of these elements, the probabilistic reformulation allows splitting the computational work over very many independent tasks for good scalability, while being robust to system faults.

- Authors:

- Duke Univ., Durham, NC (United States). Dept. of Mechanical Engineering and Materials Science

- Publication Date:

- Research Org.:
- Duke Univ., Durham, NC (United States)

- Sponsoring Org.:
- USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)

- OSTI Identifier:
- 1355656

- Report Number(s):
- DOE-DUKE-SC-10540

- DOE Contract Number:
- SC0010540

- Resource Type:
- Technical Report

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 97 MATHEMATICS AND COMPUTING

### Citation Formats

```
Knio, Omar.
```*Probabilistic Approach to Enable Extreme-Scale Simulations under Uncertainty and System Faults. Final Technical Report*. United States: N. p., 2017.
Web. doi:10.2172/1355656.

```
Knio, Omar.
```*Probabilistic Approach to Enable Extreme-Scale Simulations under Uncertainty and System Faults. Final Technical Report*. United States. doi:10.2172/1355656.

```
Knio, Omar. Fri .
"Probabilistic Approach to Enable Extreme-Scale Simulations under Uncertainty and System Faults. Final Technical Report". United States.
doi:10.2172/1355656. https://www.osti.gov/servlets/purl/1355656.
```

```
@article{osti_1355656,
```

title = {Probabilistic Approach to Enable Extreme-Scale Simulations under Uncertainty and System Faults. Final Technical Report},

author = {Knio, Omar},

abstractNote = {The current project develops a novel approach that uses a probabilistic description to capture the current state of knowledge about the computational solution. To effectively spread the computational effort over multiple nodes, the global computational domain is split into many subdomains. Computational uncertainty in the solution translates into uncertain boundary conditions for the equation system to be solved on those subdomains, and many independent, concurrent subdomain simulations are used to account for this bound- ary condition uncertainty. By relying on the fact that solutions on neighboring subdomains must agree with each other, a more accurate estimate for the global solution can be achieved. Statistical approaches in this update process make it possible to account for the effect of system faults in the probabilistic description of the computational solution, and the associated uncertainty is reduced through successive iterations. By combining all of these elements, the probabilistic reformulation allows splitting the computational work over very many independent tasks for good scalability, while being robust to system faults.},

doi = {10.2172/1355656},

journal = {},

number = ,

volume = ,

place = {United States},

year = {Fri May 05 00:00:00 EDT 2017},

month = {Fri May 05 00:00:00 EDT 2017}

}