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GBEES-GPU: An efficient parallel GPU algorithm for high-dimensional nonlinear uncertainty propagation
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DOI：10.1016/j.cpc.2025.109819.png)
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Abstract
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• The Grid-based Bayesian Estimation Exploiting Sparsity (GBEES) algorithm with poor time complexity is optimized for the CPU. • The optimized CPU version (GBEES-CPU-optimized) is then translated to CUDA for GPU execution (GBEES-GPU). • GBEES-CPU-optimized and GBEES-GPU are validated on 3D and 6D chaotic Lorenz systems with a dense MC distribution. • GBEES-CPU-optimized achieves an estimated speedup of one order of magnitude when compared with the legacy implementation. • GBEES-GPU achieves an estimated speedup of three orders of magnitude when compared with the legacy implementation.
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