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The goal of this work is to parallelize the multistep scheme for the numerical approximation of the backward stochastic differential equations (BSDEs) in order to achieve both, a high accuracy and a reduction of the computation time as…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-18 Lorenc Kapllani , Long Teng

Numerical solution of reaction-diffusion equations in three dimensions is one of the most challenging applied mathematical problems. Since these simulations are very time consuming, any ideas and strategies aiming at the reduction of CPU…

Computational Physics · Physics 2011-08-17 Ferenc Molnar , Ferenc Izsak , Robert Meszaros , Istvan Lagzi

Generalized sparse matrix-matrix multiplication is a key primitive for many high performance graph algorithms as well as some linear solvers such as multigrid. We present the first parallel algorithms that achieve increasing speedups for an…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-09 Aydın Buluç , John R. Gilbert

The number of cores on graphical computing units (GPUs) is reaching thousands nowadays, whereas the clock speed of processors stagnates. Unfortunately, constraint programming solvers do not take advantage yet of GPU parallelism. One reason…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-26 Pierre Talbot , Frédéric Pinel , Pascal Bouvry

Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers therefore has a direct impact on the real-time performance of…

Mathematical Software · Computer Science 2025-12-05 David Jin , Alexis Montoison , Sungho Shin

Although the matrix multiplication plays a vital role in computational linear algebra, there are few efficient solutions for matrix multiplication of the near-sparse matrices. The Sparse Approximate Matrix Multiply (SpAMM) is one of the…

Performance · Computer Science 2022-10-25 Xiaoyan Liu , Yi Liu , Ming Dun , Bohong Yin , Hailong Yang , Zhongzhi Luan , Depei Qian

In this paper, we aim to introduce a new perspective when comparing highly parallelized algorithms on GPU: the energy consumption of the GPU. We give an analysis of the performance of linear algebra operations, including addition of…

Numerical Analysis · Mathematics 2021-12-22 Abal-Kassim Cheik Ahamed , Alban Desmaison , Frederic Magoules

Scientific workloads have traditionally exploited high levels of sparsity to accelerate computation and reduce memory requirements. While deep neural networks can be made sparse, achieving practical speedups on GPUs is difficult because…

Machine Learning · Computer Science 2020-09-02 Trevor Gale , Matei Zaharia , Cliff Young , Erich Elsen

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

In this paper, we investigate GPU based parallel triangular solvers systematically. The parallel triangular solvers are fundamental to incomplete LU factorization family preconditioners and algebraic multigrid solvers. We develop a new…

Mathematical Software · Computer Science 2016-06-03 Zhangxin Chen , Hui Liu , Bo Yang

Sparse linear algebra kernels play a critical role in numerous applications, covering from exascale scientific simulation to large-scale data analytics. Offloading linear algebra kernels on one GPU will no longer be viable in these…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-19 Jieyang Chen , Chenhao Xie , Jesun S Firoz , Jiajia Li , Shuaiwen Leon Song , Kevin Barker , Mark Raugas , Ang Li

Designing efficient and scalable sparse linear algebra kernels on modern multi-GPU based HPC systems is a daunting task due to significant irregular memory references and workload imbalance across the GPUs. This is particularly the case for…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-15 Chenhao Xie , Jieyang Chen , Jesun S Firoz , Jiajia Li , Shuaiwen Leon Song , Kevin Barker , Mark Raugas , Ang Li

Sparse Matrix-Matrix multiplication is a key kernel that has applications in several domains such as scientific computing and graph analysis. Several algorithms have been studied in the past for this foundational kernel. In this paper, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-10 Mehmet Deveci , Christian Trott , Sivasankaran Rajamanickam

In this note, we present the stability as well as performance analysis of asynchronous parallel computing algorithm implemented in 1D heat equation with CUDA. The primary objective of this note lies in dissemination of asynchronous parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Kooktae Lee , Raktim Bhattacharya

Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the…

Computational Physics · Physics 2011-05-31 M. Januszewski , M. Kostur

Tensor computations present significant performance challenges that impact a wide spectrum of applications ranging from machine learning, healthcare analytics, social network analysis, data mining to quantum chemistry and signal processing.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-06 Jiajia Li , Mahesh Lakshminarasimhan , Xiaolong Wu , Ang Li , Catherine Olschanowsky , Kevin Barker

The focus of my PhD thesis is on exploring parallel approaches to efficiently solve problems modeled by constraints and presenting a new proposal. Current solvers are very advanced; they are carefully designed to effectively manage the…

Artificial Intelligence · Computer Science 2019-09-23 Fabio Tardivo

Nowadays, the paradigm of parallel computing is changing. CUDA is now a popular programming model for general purpose computations on GPUs and a great number of applications were ported to CUDA obtaining speedups of orders of magnitude…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-09 Bogdan Oancea , Tudorel Andrei

DBSCAN is a very classic algorithm for data clus- tering, which is widely used in many fields. However, with the data scale growing much more bigger than before, the traditional serial algorithm can not meet the performance requirement.…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-09 Bingchen Wang , Chenglong Zhang , Lei Song , Lianhe Zhao , Yu Dou , Zihao Yu

The Simplex tableau has been broadly used and investigated in the industry and academia. With the advent of the big data era, ever larger problems are posed to be solved in ever larger machines whose architecture type did not exist in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-29 Demetrios Coutinho , Felipe O. Lins e Silva , Daniel Aloise , Samuel , Xavier-de-Souza