Related papers: Domain decomposition based parallel Howard's algor…
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…
We propose new iterative methods for computing nontrivial extremal generalized singular values and vectors. The first method is a generalized Davidson-type algorithm and the second method employs a multidirectional subspace expansion…
A rigorous mathematical framework is provided for a substructuring-based domain-decomposition approach for nonlocal problems that feature interactions between points separated by a finite distance. Here, by substructuring it is meant that a…
In this paper, we revisit the nonoverlapping domain decomposition methods for solving elliptic problems with high contrast coefficients. Some interesting results are discovered. We find that the Dirichlet-Neumann algorithm and Robin-Robin…
In this paper we consider the numerical approximation of infinite horizon problems via the dynamic programming approach. The value function of the problem solves a Hamilton-Jacobi-Bellman (HJB) equation that is approximated by a fully…
This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…
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…
Compactly expressing large-scale datasets through Multivariate Functional Approximations (MFA) can be critically important for analysis and visualization to drive scientific discovery. Tackling such problems requires scalable data…
We propose a novel parallel algorithm for decomposing hard CircuitSAT instances. The technique employs specialized constraints to partition an original SAT instance into a family of weakened formulas. Our approach is implemented as a…
Solving time-harmonic wave propagation problems in the frequency domain within heterogeneous media poses significant mathematical and computational challenges, particularly in the high-frequency regime. Among the available numerical…
The modern design of industrial structures leads to very complex simulations characterized by nonlinearities, high heterogeneities, tortuous geometries... Whatever the modelization may be, such an analysis leads to the solution to a family…
We propose a primal-dual parallel proximal splitting method for solving domain decomposition problems for partial differential equations. The problem is formulated via minimization of energy functions on the subdomains with coupling…
This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…
Domain decomposition methods are widely used for the numerical solution of partial differential equations on high performance computers. We develop an adjoint-based a posteriori error analysis for both multiplicative and additive…
This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
Top-tier parallel computing clusters continue to accumulate more and more computational power with more and better CPUs and Networks. This allows, especially for environmental simulations, computations with larger domain sizes and better…
Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its…
The fast marching method is a widely used numerical method for solving the Eikonal equation arising from a variety of scientific and engineering fields. It is long deemed inherently sequential and an efficient parallel algorithm applicable…
In this paper, training a neural network is identified, exactly, as a search through Hamilton--Jacobi initial-value problems: each gradient step selects the initial data of a viscous Hamilton--Jacobi equation whose Hopf--Cole propagator…