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We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…
In this paper, we consider a formulation of nonlinear constrained optimization problems. We reformulate it as a time-varying optimization using continuous-time parametric functions and derive a dynamical system for tracking the optimal…
Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…
This paper aims at an accurate and efficient computation of effective quantities, e.g., the homogenized coefficients for approximating the solutions to partial differential equations with oscillatory coefficients. Typical multiscale methods…
We present an adaptive methodology for the solution of (linear and) non-linear time dependent problems that is especially tailored for massively parallel computations. The basic concept is to solve for large blocks of space-time unknowns…
We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…
In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…
This paper addresses the problem of parallelizing computations to study non-linear dynamics in large networks of non-locally coupled oscillators using heterogeneous computing resources. The proposed approach can be applied to a variety of…
We present the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm, recently proposed in [Li and Hu, {\it J. Comput. Phys.}, 2021], for efficiently solving subdiffusion equations with heterogeneous coefficients in long time. This…
We propose a new parallel Discontinuous Galerkin method for the approximation of hyperbolic systems of conservation laws. The method remains stable with large time steps, while keeping the complexity of an explicit scheme: it does not…
It is difficult to use subsampling with variational inference in hierarchical models since the number of local latent variables scales with the dataset. Thus, inference in hierarchical models remains a challenge at large scale. It is…
We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…
Pseudo-arclength continuation is a well-established method for generating a numerical curve approximating the solution of an underdetermined system of nonlinear equations. It is an inherently sequential predictor-corrector method in which…
Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…
Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…
This paper develops a strong computational approach to simulate a three-dimensional nonlinear radiation-conduction model in optically thick media, subject to suitable initial and boundary conditions. The space derivatives are approximated…
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…