Related papers: A Note on Parallel Preconditioning for All-At-Once…
A DualTPD method is proposed for solving nonlinear partial differential equations. The method is characterized by three main features. First, decoupling via Fenchel--Rockafellar duality is achieved, so that nonlinear terms are discretized…
OpenMP parallelization of multiple precision Taylor series method is proposed. A very good parallel performance scalability and parallel efficiency inside one computation node of a CPU-cluster is observed. We explain the details of the…
In this paper, we aim to accelerate a preconditioned alternating direction method of multipliers (pADMM), whose proximal terms are convex quadratic functions, for solving linearly constrained convex optimization problems. To achieve this,…
We propose a Bernoulli-barycentric rational matrix collocation method for two-dimensional evolutionary partial differential equations (PDEs) with variable coefficients that combines Bernoulli polynomials with barycentric rational…
This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…
A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…
This paper is about a parallel algorithm for tube-based model predictive control. The proposed control algorithm solves robust model predictive control problems suboptimally, while exploiting their structure. This is achieved by…
This paper presents different methods for solving parallel machine scheduling problems with precedence constraints and setup times between the jobs. Limited discrepancy search methods mixed with local search principles, dominance conditions…
In the context of training neural network-based approximations of solutions of parameter-dependent PDEs, we investigate the effect of preconditioning via well-conditioned frame representations of operators and demonstrate a significant…
Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…
We study preconditioners for a model problem describing the coupling of two elliptic subproblems posed over domains with different topological dimension by a parameter dependent constraint. A pair of parameter robust and efficient…
We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…
The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these…
We describe a method for time-critical decision making involving sequential tasks and stochastic processes. The method employs several iterative refinement routines for solving different aspects of the decision making problem. This paper…
We consider non-preemptive scheduling of MapReduce jobs with multiple tasks in the practical scenario where each job requires several map-reduce rounds. We seek to minimize the average weighted completion time and consider scheduling on…
A new domain decomposition preconditioner is introduced for efficiently solving linear systems Ax = b with a symmetric positive definite matrix A. The particularity of the new preconditioner is that it is not necessary to have access to the…
Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…
Timed basic parallel processes (TBPP) extend communication-free Petri nets (aka. BPP or commutative context-free grammars) by a global notion of time. TBPP can be seen as an extension of timed automata (TA) with context-free branching…
In this thesis we study the preconditioning of square, non-symmetric and real Toeplitz systems. We prove theoretical results, which constitute sufficient conditions for the efficiency of the proposed preconditioners and the fast convergence…
The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…