Related papers: Parallel in time algorithm with spectral-subdomain…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…
Due to its reduced memory and computational demands, dynamical low-rank approximation (DLRA) has sparked significant interest in multiple research communities. A central challenge in DLRA is the development of time integrators that are…
In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…
This paper introduces a parallel-in-time algorithm for efficient steady-state solution of the eddy current problem. Its main idea is based on the application of the well-known multi-harmonic (or harmonic balance) approach as the coarse…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
In this paper we combine the Parareal parallel-in-time method together with spatial parallelization and investigate this space-time parallel scheme by means of solving the three-dimensional incompressible Navier-Stokes equations.…
This paper presents a method of performing topology optimisation of transient heat conduction problems using the parallel-in-time method Parareal. To accommodate the adjoint analysis, the Parareal method was modified to store intermediate…
In this paper, we investigate the strong convergence analysis of parareal algorithms for stochastic Maxwell equations with the damping term driven by additive noise. The proposed parareal algorithms proceed as two-level temporal…
A new parallel-in-time iterative method is proposed for solving the homogeneous second-order wave equation. The new method involves a coarse scale propagator, allowing for larger time steps, and a fine scale propagator which fully resolves…
A key component of many robotics model-based planning and control algorithms is physics predictions, that is, forecasting a sequence of states given an initial state and a sequence of controls. This process is slow and a major computational…
We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…
This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…
The Parareal algorithm was invented in 2001 in order to parallelize the solution of evolution problems in the time direction. It is based on parallel fine time propagators called F and sequential coarse time propagators called G, which…
We describe a parallel algorithm for solving the time-independent 3d Schrodinger equation using the finite difference time domain (FDTD) method. We introduce an optimized parallelization scheme that reduces communication overhead between…
Parametric linear programming is a central operation for polyhedral computations, as well as in certain control applications.Here we propose a task-based scheme for parallelizing it, with quasi-linear speedup over large problems.This type…
For the numerical solution of time-dependent partial differential equations, time-parallel methods have recently shown to provide a promising way to extend prevailing strong-scaling limits of numerical codes. One of the most complex methods…
A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…
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…
In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…
We analyze temporal approximation schemes based on overlapping domain decompositions. As such schemes enable computations on parallel and distributed hardware, they are commonly used when integrating large-scale parabolic systems. Our…