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Dynamic programming (DP) is a cornerstone of combinatorial optimization, yet its inherently sequential structure has long limited its scalability in scenario-based stochastic programming (SP). This paper introduces a GPU-accelerated…

Optimization and Control · Mathematics 2025-11-25 Jingyi Zhao , Linxin Yang , Haohua Zhang , Tian Ding

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

In this paper, we explore the limits of graphics processors (GPUs) for general purpose parallel computing by studying problems that require highly irregular data access patterns: parallel graph algorithms for list ranking and connected…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-02-25 Frank Dehne , Kumanan Yogaratnam

Sequential models, such as Recurrent Neural Networks and Neural Ordinary Differential Equations, have long suffered from slow training due to their inherent sequential nature. For many years this bottleneck has persisted, as many thought…

Machine Learning · Computer Science 2024-01-17 Yi Heng Lim , Qi Zhu , Joshua Selfridge , Muhammad Firmansyah Kasim

A previous study of MD algorithms designed for GPU use is extended to cover more recent developments in GPU architecture. Algorithm modifications are described, together with extensions to more complex systems. New measurements include the…

Computational Physics · Physics 2022-04-13 D C Rapaport

Witnessing the advancing scale and complexity of chip design and benefiting from high-performance computation technologies, the simulation of Very Large Scale Integration (VLSI) Circuits imposes an increasing requirement for acceleration…

Data Structures and Algorithms · Computer Science 2023-04-27 Weijie Fang , Yanggeng Fu , Jiaquan Gao , Longkun Guo , Gregory Gutin , Xiaoyan Zhang

Reduction operations are extensively employed in many computational problems. A reduction consists of, given a finite set of numeric elements, combining into a single value all elements in that set, using for this a combiner function. A…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-23 Walid Jradi , Hugo do Nascimento , Wellington Martins

Answer Set Programming (ASP) has become, the paradigm of choice in the field of logic programming and non-monotonic reasoning. Thanks to the availability of efficient solvers, ASP has been successfully employed in a large number of…

Artificial Intelligence · Computer Science 2019-09-05 Agostino Dovier , Andrea Formisano , Flavio Vella

We describe a method for parallelizing the lexicographic enumeration algorithm for the factorization set of an element in a numerical semigroup via bounds. This enables the use of GPU and distributed computing methods. We provide a CUDA…

Commutative Algebra · Mathematics 2024-05-14 Thomas Barron

Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

Computation · Statistics 2020-01-01 Florian Gerber , Douglas W. Nychka

GPUs have been widely used to accelerate computations exhibiting simple patterns of parallelism - such as flat or two-level parallelism - and a degree of parallelism that can be statically determined based on the size of the input dataset.…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-18 Hancheng Wu , Da Li , Michela Becchi

In this work we propose an accelerated stochastic learning system for very large-scale applications. Acceleration is achieved by mapping the training algorithm onto massively parallel processors: we demonstrate a parallel, asynchronous GPU…

Machine Learning · Computer Science 2017-02-24 Thomas Parnell , Celestine Dünner , Kubilay Atasu , Manolis Sifalakis , Haris Pozidis

Matlab is very widely used in scientific computing, but Matlab computational efficiency is lower than C language program. In order to improve the computing speed, some toolbox can use GPU to accelerate the computation. This paper describes…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-26 Mingzhe Wang , Bo Wang , Qiu He , Xiuxiu Liu , Kunshuai Zhu

This paper details an extensible OpenCL framework that allows Stan to utilize heterogeneous compute devices. It includes GPU-optimized routines for the Cholesky decomposition, its derivative, other matrix algebra primitives and some…

Mathematical Software · Computer Science 2020-05-19 Rok Češnovar , Steve Bronder , Davor Sluga , Jure Demšar , Tadej Ciglarič , Sean Talts , Erik Štrumbelj

Simulations of systems with quenched disorder are extremely demanding, suffering from the combined effect of slow relaxation and the need of performing the disorder average. As a consequence, new algorithms, improved implementations, and…

Computational Physics · Physics 2020-05-20 Ravinder Kumar , Jonathan Gross , Wolfhard Janke , Martin Weigel

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

Machine Learning · Computer Science 2025-07-08 Jonathan Wenger , Kaiwen Wu , Philipp Hennig , Jacob R. Gardner , Geoff Pleiss , John P. Cunningham

Due to their highly parallel multi-cores architecture, GPUs are being increasingly used in a wide range of computationally intensive applications. Compared to CPUs, GPUs can achieve higher performances at accelerating the programs'…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-05 Frédéric Magoulès , Abal-Kassim Cheik Ahamed , Alban Desmaison , Jean-Christophe Léchenet , François Mayer , Haifa Ben Salem , Thomas Zhu

The Kernel Polynomial Method (KPM) is one of the fast diagonalization methods used for simulations of quantum systems in research fields of condensed matter physics and chemistry. The algorithm has a difficulty to be parallelized on a…

Computational Physics · Physics 2011-05-30 Shixun Zhang , Shinichi Yamagiwa , Masahiko Okumura , Seiji Yunoki

The introduction of accelerator devices such as graphics processing units (GPUs) has had profound impact on molecular dynamics simulations and has enabled order-of-magnitude performance advances using commodity hardware. To fully reap these…

Computational Physics · Physics 2020-10-28 Szilárd Páll , Artem Zhmurov , Paul Bauer , Mark Abraham , Magnus Lundborg , Alan Gray , Berk Hess , Erik Lindahl