Numerical methods for stochastic models: control, uncertainty quantification, mean-field

July 17 - August 25, CIRM, Marseille
[ Be prepared | Mésocentre | Lectures | Training sessions ]

High Performance Computing

Be prepared for the training sessions

You will need your own laptop to write and test the code implemented during the training sessions. Once tested locally, you will able to run your codes on high performance computing plaforms kindly put at CEMRACS' disposal by Aix-Marseille University mésocentre.
On your a laptop, you need to have You will find below some explanations on how to get it done on Linux and Mac OS X systems.


Use the package manager of your distribution to install For the installation of PNL see below.

Mac OS X

First, you need to install a recent version of XCode from the Apple Store. Then, open a Terminal and run
xcode-select --install 
to install the Command Line Tools.

To get the other functionalities, we recommend you to use the Homebrew package manager. If you already have MacPorts, skip this part and go to the MacPorts section.


Install Homebrew as explained on Homebrew homepage. For the installation of PNL see below.


Install MacPorts as explained on MacPorts homepage. For the installation of PNL see below.

Installing PNL on Mac OS X or Linux

The PNL library is hosted on github:
To get the library, you can either clone the Git repository
git clone
or directly download a zip file: Unzipping the file will create a pnl-master repository. To compile the library, just run the following commands
mkdir pnl-build
cd pnl-build
cmake -DCMAKE_BUILD_TYPE=Debug /relative/path/to/pnl
make install
If you installed a specific compiler to have the OpenMP support, you need to compile PNL with it by running CMake as
 cmake -DCMAKE_BUILD_TYPE=Debug -DCMAKE_C_COMPILER=<name_of_C_compiler> -DCMAKE_CXX_COMPILER=<name_of_C++_compiler> /relative/path/to/buil-dir 

Working on the machines of the mesocentre

Front-end connection:

$ ssh
user@login's password:
To change your password, use the command passwd.
You will need a password free SSH access using SSH keys. First, generate a pair of keys or jump to the next step if you already have SSH keys
ssh-keygen -t rsa
Pick up the passphrase of your choice. Then, copy the public key on the front-end

Development environment

The environment modules is used to define libraries and/or path to compilers.

The following modules will be used for the training sessions: openmpi/gcc47/1.6.3, LAPACK/gcc47/3.4.0, ATLAS/gcc47/3.8.4, gcc/4.7.3, cmake/3.5.2.

Environment for MPI on the cluster of the mesocentre

To write and execute MPI's program, load de modules:
module load gcc/4.7.3 
module load openmpi/gcc47/1.6.3 

Job scheduler: OAR

To submit jobs, you must use the job scheduler OAR.
Basic commands are:

To know more


Training sessions


ANR CEREMADE CMAP Laboratoire JA Dieudonné Laboratoire Jean Kuntzmann Laboratoire de Probabilités et Modèlles Aléatoires Institut Louis Bachelier Méso Centre Aix Marseille