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Embedded ensemble propagation for improving performance, portability, and scalability of uncertainty quantification on emerging computational architectures. (English) Zbl 1365.65017

MSC:
65C30 Numerical solutions to stochastic differential and integral equations
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
35R60 PDEs with randomness, stochastic partial differential equations
65Y05 Parallel numerical computation
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