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This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

We present a batched first-order method for solving multiple linear programs in parallel on GPUs. Our approach extends the primal-dual hybrid gradient algorithm to efficiently solve batches of related linear programming problems that arise…

Optimization and Control · Mathematics 2026-01-30 Nicolas Blin , Stefano Gualandi , Christopher Maes , Andrea Lodi , Bartolomeo Stellato

We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-24 Ioannis Sakiotis , Kamesh Arumugam , Marc Paterno , Desh Ranjan , Balša Terzić , Mohammad Zubair

We discuss the use of both MPI and OpenMP in the teaching of senior undergraduate and junior graduate classes in parallel programming. We briefly introduce the OpenMP standard and discuss why we have chosen to use it in parallel programming…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Yi Pan

Parallel programming models exist as an abstraction of hardware and memory architectures. There are several parallel programming models in commonly use; they are shared memory model, thread model, message passing model, data parallel model,…

Software Engineering · Computer Science 2010-04-28 Bala Dhandayuthapani Veerasamy

This paper introduces a framework for distributed parallel image signal extrapolation. Since high-quality image signal processing often comes along with a high computational complexity, a parallel execution is desirable. The proposed…

Image and Video Processing · Electrical Eng. & Systems 2022-07-04 Jürgen Seiler , André Kaup

For the purposes of electric circuit simulation, we consider an iterative simulation model based on solving systems of linear equations by Gauss-Jordan elimination (GJE) for individual moments in time. To accelerate the simulation, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-01 Filip Noveski , Elena Hadzieva

Mapping workflow applications onto parallel platforms is a challenging problem, even for simple application patterns such as pipeline graphs. Several antagonistic criteria should be optimized, such as throughput and latency (or a…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-01-14 Anne Benoit , Harald Kosch , Veronika Rehn-Sonigo , Yves Robert

A simple iteration methodology for the solution of a set of a linear algebraic equations is presented. The explanation of this method is based on a pure geometrical interpretation and pictorial representation. Convergence using this method…

Computational Physics · Physics 2010-12-30 Avas V. Khugaev , Renat A. Sultanov , D. Guster

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

We develop a parallel rejection algorithm to tackle the problem of low acceptance in Monte Carlo methods, and apply it to the simulation of the hopping conduction in Coulomb glasses using Graphics Processing Units, for which we also…

Disordered Systems and Neural Networks · Physics 2014-08-19 Ezequiel E. Ferrero , Alejandro B. Kolton , Matteo Palassini

The work is devoted to the development of numerical methods for computing "formal solutions" of interval systems of linear algebraic equations. These solutions are found in Kaucher interval arithmetic, which extends and completes the…

Numerical Analysis · Mathematics 2019-03-26 Sergey P. Shary

The Message Passing Interface specification (MPI) defines a portable message-passing API used to program parallel computers. MPI programs manifest a number of challenges on what concerns correctness: sent and expected values in…

Programming Languages · Computer Science 2015-08-21 César Santos , Francisco Martins , Vasco Thudichum Vasconcelos

In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…

Numerical Analysis · Mathematics 2025-09-16 Cristian Rusu

The integration of quantum chemical methods with high-performance computing is indispensable for handling large systems with modest accuracy or even small systems but with high accuracy. Continuing with the unified implementation of…

Chemical Physics · Physics 2026-02-05 Qingpeng Wang , Ning Zhang , Wenjian Liu

In this technical note we show how to reach a remarkable speed up when solving elliptic partial differential equations with finite differences thanks to the joint use of the Chebyshev-Jacobi method with high order discretizations and its…

Numerical Analysis · Mathematics 2017-05-02 J. E. Adsuara , M. A. Aloy , P. Cerdá-Durán , I. Cordero-Carrión

An algorithm is proposed for computing equilibrium averages of Markov chains which suffer from metastability -- the tendency to remain in one or more subsets of state space for long time intervals. The algorithm, called the parallel replica…

Numerical Analysis · Mathematics 2015-11-06 David Aristoff

The paper describes an improved parallel MPI-based implementation of VBARMS, a variable block variant of the pARMS preconditioner proposed by Li,~Saad and Sosonkina [NLAA, 2003] for solving general nonsymmetric linear systems. The parallel…

Numerical Analysis · Mathematics 2015-08-11 Bruno Carpentieri , Jia Liao , Masha Sosonkina , Aldo Bonfiglioli

Parallel computing is a standard approach to achieving high-performance computing (HPC). Three commonly used methods to implement parallel computing include: 1) applying multithreading technology on single-core or multi-core CPUs; 2)…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-18 Xinyao Yi

A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…

Optimization and Control · Mathematics 2018-09-18 Forrest Laine , Claire Tomlin