Prediction and reduction of runtime in non-intrusive forward UQ simulations

Abstract

To foster predictive simulations, a variety of methods have recently been developed to efficiently tackle uncertainty quantification (UQ) in complex, computational intensive problems. Many of these methods are non-intrusive and, thus, result in a (large) number of embarrassingly parallel black-box evaluations of the underlying simulation codes. While the focus of development is typically on the number of black-box evaluations, which represents the bulk of the computational workload, an additional level of potential performance gains exists. In many scenarios, uncertain input leads not only to uncertain outputs, but also to a varying and thus stochastic runtime of the simulation codes. For scheduling the individual black-box runs, this information is typically not taken into account, resulting in non-negligible idling times on parallel systems. In this contribution, we compare a variety of different scheduling strategies for non-intrusive UQ scenarios using the non-intrusive polynomial chaos approach. In particular, we propose to construct a surrogate model for the runtime of the application using the identical UQ methodology as for the original problem. Using this model to predict the runtimes for subsequent black-box runs allows for (heuristical) optimization of the scheduling. The method has been tested for the forward quantification of uncertainty on academic models and on a pedestrian simulation in the context of evacuation scenarios. This approach allows speed-up factors of about two for the total runtime and can be generalised to a large variety of applications that incorporate parameter-dependent runtime.