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Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value…

Optimization and Control · Mathematics 2022-06-22 Sebastián J. Ferraro , David Martín de Diego , Rodrigo Takuro Sato Martín de Almagro

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as…

Optimization and Control · Mathematics 2015-03-20 Miles Lubin , Iain Dunning

Asynchronous iterations arise naturally in parallel computing if one wants to solve large problems with a minimization of the idle times. This paper presents an original model of asynchronous iterations for a time-domain decomposition…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-12 Qinmeng Zou , Guillaume Gbikpi-Benissan , Frederic Magoules

A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…

Numerical Analysis · Mathematics 2018-02-09 Gil Ariel , Hieu Nguyen , Richard Tsai

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

Numerical Analysis · Mathematics 2020-03-27 Y. Maday , O. Mula

In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear…

Optimization and Control · Mathematics 2024-06-10 Haihao Lu , Jinwen Yang

We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…

Numerical Analysis · Mathematics 2022-01-17 Jehanzeb Chaudhry , Donald Estep , Simon Tavener

Numerical investigations are an important research tool in quantum information theory. There already exists a wide range of computational tools for quantum information theory implemented in various programming languages. However, there is…

Quantum Physics · Physics 2019-01-01 Piotr Gawron , Dariusz Kurzyk , Łukasz Pawela

The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic…

Numerical Analysis · Mathematics 2021-05-04 Martin J. Gander , Iryna Kulchytska-Ruchka , Sebastian Schöps

In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…

Numerical Analysis · Mathematics 2016-01-12 Alejandra Gaitán Montejo , Octavio A. Michel-Manzo , César A. Terrero-Escalante

We present Trixi.jl, a Julia package for adaptive high-order numerical simulations of hyperbolic partial differential equations. Utilizing Julia's strengths, Trixi.jl is extensible, easy to use, and fast. We describe the main design choices…

Mathematical Software · Computer Science 2022-01-19 Hendrik Ranocha , Michael Schlottke-Lakemper , Andrew R. Winters , Erik Faulhaber , Jesse Chan , Gregor J. Gassner

The parareal algorithm is a powerful parallel-in-time integration method that accelerates the numerical solution of evolution equations by iteratively combining a fine propagator and a coarse propagator. Although the convergence of the…

Numerical Analysis · Mathematics 2026-05-28 Georgios Akrivis , Qingle Lin , Zhi Zhou

In view of the rapid rise of the number of cores in modern supercomputers, time-parallel methods that introduce concurrency along the temporal axis are becoming increasingly popular. For the solution of time-dependent partial differential…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-09-22 Andrea Arteaga , Daniel Ruprecht , Rolf Krause

Different possible sources are discussed for enhancement of the calculation time when solving ordinary differential equations systems to forecast space objects' motion. This paper presents an approach for building an integrator of ordinary…

Space Physics · Physics 2010-03-02 Atanas Marinov Atanassov

In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2012-03-13 Yvon Maday , Mohamed-Kamel Riahi , Julien Salomon

In this contribution the usage of the Parareal method is proposed for the time-parallel solution of the eddy current problem. The method is adapted to the particular challenges of the problem that are related to the differential algebraic…

Computational Engineering, Finance, and Science · Computer Science 2018-02-08 Sebastian Schöps , Innocent Niyonzima , Markus Clemens

Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new…

Numerical Analysis · Mathematics 2026-02-20 Songchen Tan , Oscar Smith , Christopher Rackauckas

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-01 Martin Schreiber , Adam Peddle , Terry Haut , Beth Wingate

Implementing and executing numerical algorithms to solve fractional differential equations has been less straightforward than using their integer-order counterparts, posing challenges for practitioners who wish to incorporate fractional…

Numerical Analysis · Mathematics 2024-07-25 Moein Khalighi , Giulio Benedetti , Leo Lahti