Use the -e argument to redirect stderr to a file named file.Rn, where file is the user-supplied name of the output file. The Rn extension is supplied automatically and indicates the rank of the process producing the stderr output.
For example, to redirect stderr to files named boston.R0, boston.R1, and so forth, enter
hpc-demo% bsub -I -n 4 -q hpc -sunhpc -e boston hpc-job