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Related papers: Parallel-in-time integration of Kinematic Dynamos

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This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

Parallel-in-time (PinT) techniques have been proposed to solve systems of time-dependent differential equations by parallelizing the temporal domain. Among them, Parareal computes the solution sequentially using an inaccurate (fast) solver,…

Computation · Statistics 2024-11-12 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

As one of open-source codes widely used in computational ocean acoustics, FOR3D can provide a very good estimate for underwater acoustic propagation. In this paper, we propose a performance optimization and parallelization to speed up the…

Mathematical Software · Computer Science 2018-03-12 Min Xu , Yongxian Wang , Anthony Theodore Chronopoulos , Hao Yue

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…

Numerical Analysis · Mathematics 2021-03-04 Hans De Sterck , Robert D. Falgout , Stephanie Friedhoff , Oliver A. Krzysik , Scott P. MacLachlan

Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…

Numerical Analysis · Mathematics 2022-07-11 Kamran Pentland , Massimiliano Tamborrino , D. Samaddar , L. C. Appel

Simulations of physical phenomena are essential to the expedient design of precision components in aerospace and other high-tech industries. These phenomena are often described by mathematical models involving partial differential equations…

Computational Physics · Physics 2017-01-05 Daniel Magee , Kyle E Niemeyer

In recent years, various means of efficiently detecting changepoints in the univariate setting have been proposed, with one popular approach involving minimising a penalised cost function using dynamic programming. In some situations, these…

Methodology · Statistics 2018-10-09 S. O. Tickle , I. A. Eckley , P. Fearnhead , K. Haynes

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

We present the application of a micro/macro parareal algorithm for a 1-D energy balance climate model with discontinuous and non-monotone coefficients and forcing terms. The micro/macro parareal method uses a coarse propagator, based on a…

Numerical Analysis · Mathematics 2023-05-23 Giovanni Samaey , Thomas Slawig

Computational chemistry allows researchers to experiment in sillico: by running a computer simulations of a biological or chemical processes of interest. Molecular dynamics with molecular mechanics model of interactions simulates N-body…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-03-03 Jana Pazúriková

We describe how long-term solar system orbit integration could be implemented on a parallel computer. The interesting feature of our algorithm is that each processor is assigned not to a planet or a pair of planets but to a time-interval.…

Astrophysics · Physics 2009-10-28 Prasenjit Saha , Joachim Stadel , Scott Tremaine

This paper presents a method of performing topology optimisation of transient heat conduction problems using the parallel-in-time method Parareal. To accommodate the adjoint analysis, the Parareal method was modified to store intermediate…

Computational Engineering, Finance, and Science · Computer Science 2024-12-02 Magnus Appel , Joe Alexandersen

As CPU clock speeds have stagnated, and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes are a…

Numerical Analysis · Mathematics 2022-01-26 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

The paper deals with the developing of the methodological backgrounds for the modeling and simulation of complex dynamical objects. Such backgrounds allow us to perform coordinate transformation and formulate the algorithm of its usage for…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-07 Roman Voliansky , Andri Pranolo

This paper discusses opportunities to parallelize graph based path planning algorithms in a time varying environment. Parallel architectures have become commonplace, requiring algorithm to be parallelized for efficient execution. An…

Robotics · Computer Science 2020-08-07 Mike Eichhorn , Ulrich Kremer

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where…

Numerical Analysis · Mathematics 2010-11-30 X. Dai , C. Le Bris , F. Legoll , Y. Maday

We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-06 Felix Kwok , Djahou N Tognon

This paper presents an efficient parallel radiative transfer-based inverse-problem solver for time-domain optical tomography. The radiative transfer equation provides a physically accurate model for the transport of photons in biological…

Medical Physics · Physics 2022-08-31 E. L. Gaggioli , O. P. Bruno

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung