Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models
Additional information
Authors
Eftekhari A.,
Scheidegger S. U.,
Schenk O.
Type
Article in conference proceedings
Year
2017
Language
English
Conference proceedings
Proceedings of the Platform for Advanced Scientific Computing Conference
Meeting name
PASC17
Meeting place
June 26 - 28, 2017
Meeting date
Palazzo dei Congressi, Lugano, Switzerland
Keywords
Adaptive Sparse Grids, Generalized ANOVA Dimensional Decomposition, Heterogeneous Systems, High-Dimensional Model Representation, High-Performance Computing, International Real Business Cycle, Parallel Algorithms