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Basing on a modification of the "Dichotomy Algorithm" (Terekhov, 2010), we propose a parallel procedure for solving tridiagonal systems of equations with Toeplitz matrices. Taking the structure of the Toeplitz matrices, we may substantially…

Numerical Analysis · Mathematics 2015-12-15 Andrew V. Terekhov

The decomposition method which makes the parallel solution of the block-tridiagonal matrix systems possible is presented. The performance of the method is analytically estimated based on the number of elementary multiplicative operations…

Computational Physics · Physics 2015-05-27 P. A. Belov , E. R. Nugumanov , S. L. Yakovlev

A parallel algorithm for solving a series of matrix equations with a constant tridiagonal matrix and different right-hand sides is proposed and studied. The process of solving the problem is represented in two steps. The first preliminary…

Numerical Analysis · Mathematics 2010-12-07 Andrew Terekhov

We present an algorithm for the solution of a simultaneous space-time discretization of linear parabolic evolution equations with a symmetric differential operator in space. Building on earlier work, we recast this discretization into a…

Numerical Analysis · Mathematics 2021-09-07 Raymond van Venetië , Jan Westerdiep

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

We discuss the parallelization of algorithms for solving polynomial systems symbolically by way of triangular decomposition. Algorithms for solving polynomial systems combine low-level routines for performing arithmetic operations on…

Symbolic Computation · Computer Science 2019-06-04 Mohammadali Asadi , Alexander Brandt , Robert H. C. Moir , Marc Moreno Maza , Yuzhen Xie

The time harmonic Maxwell equations are of current interest in computational science and applied mathematics with many applications in modern physics. In this work, we present parallel finite element solver for the time harmonic Maxwell…

Numerical Analysis · Mathematics 2021-05-26 Sven Beuchler , Sebastian Kinnewig , Thomas Wick

We are concerned with the fastest possible direct numerical solution algorithm for a thin-banded or tridiagonal linear system of dimension $N$ on a distributed computing network of $N$ nodes that is connected in a binary communication tree.…

Numerical Analysis · Mathematics 2018-02-02 Martin Neuenhofen

A high-performance parallel algorithm is proposed for modeling the propagation of acoustic and elastic waves in inhomogeneous media. An initial boundary-value problem is replaced by a series of boundary-value problems for a constant…

Numerical Analysis · Mathematics 2011-01-25 Alexey G. Fatyanov , Andrew V. Terekhov

Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers therefore has a direct impact on the real-time performance of…

Mathematical Software · Computer Science 2025-12-05 David Jin , Alexis Montoison , Sungho Shin

In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…

Numerical Analysis · Mathematics 2012-10-24 Rahul S. Sampath , Bobby Philip , Srikanth Allu , Srdjan Simunovic

A parallel algorithm for computing the finite difference solution to the elliptic equations with non-separable variables is presented. The resultant matrix is symmetric positive definite, thus the preconditioning conjugate gradient or the…

Numerical Analysis · Mathematics 2015-03-13 Andrew V. Terekhov

We present the first parallel algorithm for solving systems of linear equations in symmetric, diagonally dominant (SDD) matrices that runs in polylogarithmic time and nearly-linear work. The heart of our algorithm is a construction of a…

Numerical Analysis · Computer Science 2013-11-14 Richard Peng , Daniel A. Spielman

A parallel algorithm for the implementation of the recursive Green's function technique, which is extensively applied in the coherent scattering formalism, is developed. The algorithm performs a domain decomposition of the scattering region…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 P. S. Drouvelis , P. Schmelcher , P. Bastian

This work introduces a methodology to solve ordinary differential equations using the Schur decomposition of the linear representation of the differential equation. This is done by first transforming the system into an upper triangular…

Dynamical Systems · Mathematics 2021-11-16 David Arnas

We propose a decomposition framework for the parallel optimization of the sum of a differentiable (possibly nonconvex) function and a (block) separable nonsmooth, convex one. The latter term is usually employed to enforce structure in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-18 Francisco Facchinei , Gesualdo Scutari , Simone Sagratella

This paper covers the fast solution of large acoustic problems on low-resources parallel platforms. A domain decomposition method is coupled with a dynamic load balancing scheme to efficiently accelerate a geometrical acoustic method. The…

Computational Physics · Physics 2019-12-10 Guillaume Gbikpi-Benissan , Frederic Magoules

We propose a decomposition framework for the parallel optimization of the sum of a differentiable function and a (block) separable nonsmooth, convex one. The latter term is typically used to enforce structure in the solution as, for…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-11-12 Francisco Facchinei , Simone Sagratella , Gesualdo Scutari

An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…

Computational Physics · Physics 2009-11-10 W. R. Gibbs

In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…

Numerical Analysis · Mathematics 2017-09-20 Santiago Badia , Marc Olm
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