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The multi-resolution approximation (MRA) of Gaussian processes was recently proposed to conduct likelihood-based inference for massive spatial data sets. An advantage of the methodology is that it can be parallelized. We implemented the MRA…

Computation · Statistics 2019-05-07 Huang Huang , Lewis R. Blake , Dorit M. Hammerling

Stencil computations represent a very common class of nested loops in scientific and engineering applications. Exploiting vector units in modern CPUs is crucial to achieving peak performance. Previous vectorization approaches often consider…

Mathematical Software · Computer Science 2020-10-13 Liang Yuan , Hang Cao , Yunquan Zhang , Kun Li , Pengqi Lu , Yue Yue

As deep neural networks (DNNs) become deeper, the training time increases. In this perspective, multi-GPU parallel computing has become a key tool in accelerating the training of DNNs. In this paper, we introduce a novel methodology to…

Numerical Analysis · Mathematics 2024-07-08 Chang-Ock Lee , Youngkyu Lee , Jongho Park

Stencil computations on low dimensional grids are kernels of many scientific applications including finite difference methods used to solve partial differential equations. On typical modern computer architectures, such stencil computations…

Computational Complexity · Computer Science 2015-01-23 Philipp Hupp , Riko Jacob

Stencil computations are widely used in HPC applications. Today, many HPC platforms use GPUs as accelerators. As a result, understanding how to perform stencil computations fast on GPUs is important. While implementation strategies for…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-16 Ryuichi Sai , John Mellor-Crummey , Xiaozhu Meng , Mauricio Araya-Polo , Jie Meng

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

Numerical Analysis · Mathematics 2009-09-16 Stefan Engblom

Recent adaptations of Large Language Models (LLMs) for time series forecasting often fail to effectively enhance information for raw series, leaving LLM reasoning capabilities underutilized. Existing prompting strategies rely on static…

Artificial Intelligence · Computer Science 2025-12-05 Junjie Fan , Hongye Zhao , Linduo Wei , Jiayu Rao , Guijia Li , Jiaxin Yuan , Wenqi Xu , Yong Qi

Finite-difference methods based on high-order stencils are widely used in seismic simulations, weather forecasting, computational fluid dynamics, and other scientific applications. Achieving HPC-level stencil computations on one…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-07-09 Ryuichi Sai , John Mellor-Crummey , Jinfan Xu , Mauricio Araya-Polo

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…

Numerical Analysis · Mathematics 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their…

Numerical Analysis · Mathematics 2018-06-07 Matthias Bolten , Dieter Moser , Robert Speck

This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

The parareal algorithm is known to allow for a significant reduction in wall clock time for accurate numerical solutions by parallelising across the time dimension. We present and test a micro-macro version of parareal, in which the fine…

Numerical Analysis · Mathematics 2019-12-20 Tony Lelièvre , Frédéric Legoll , Keith Myerscough , Giovanni Samaey

Signal Temporal Logic (STL) offers a concise yet expressive framework for specifying and reasoning about spatio-temporal behaviors of robotic systems. Attractively, STL admits the notion of robustness, the degree to which an input signal…

Robotics · Computer Science 2025-09-16 Parv Kapoor , Kazuki Mizuta , Eunsuk Kang , Karen Leung

In this paper the Micro-Macro Parareal algorithm was adapted to PDEs. The parallel-in-time approach requires two meshes of different spatial resolution in order to compute approximations in an iterative way to a predefined reference…

Numerical Analysis · Mathematics 2023-09-11 Benedict Philippi , Mahfuz Sarker Miraz , Thomas Slawig

Simple stencil codes are and remain an important building block in scientific computing. On shared memory nodes, they are traditionally parallelised through colouring or (recursive) tiling. New OpenMP versions alternatively allow users to…

Mathematical Software · Computer Science 2018-10-10 Benjamin Hazelwood , Tobias Weinzierl

Stencil computations are a key class of applications, widely used in the scientific computing community, and a class that has particularly benefited from performance improvements on architectures with high memory bandwidth. Unfortunately,…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-27 Istvan Z Reguly , Gihan R Mudalige , Michael B Giles

We present a novel multiscale numerical approach that combines parallel-in-time computation with hybrid domain adaptation for linear collisional kinetic equations in the diffusive regime. The method addresses the computational challenges of…

Numerical Analysis · Mathematics 2025-11-18 Tino Laidin

Spatial computing devices have been shown to significantly accelerate stencil computations, but have so far relied on unrolling the iterative dimension of a single stencil operation to increase temporal locality. This work considers the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-12 Johannes de Fine Licht , Andreas Kuster , Tiziano De Matteis , Tal Ben-Nun , Dominic Hofer , Torsten Hoefler

Modern compute nodes in high-performance computing provide a tremendous level of parallelism and processing power. However, as arithmetic performance has been observed to increase at a faster rate relative to memory and network bandwidths,…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-05-11 Johannes Pekkilä , Miikka S. Väisälä , Maarit J. Käpylä , Matthias Rheinhardt , Oskar Lappi

Parallel computing has turned out to be the enabling technology to solve complex physical systems. However, the transition from shared memory, vector computers to massively parallel, distributed memory systems and, recently, to hybrid…

Astrophysics · Physics 2007-05-23 P. Hoeflich