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Balanced steady operation state in power networks changes over time. Traditional power flow algorithm is focused on the steady operation state under a certain time point and calculates the corresponding voltage and power distributions for…

Optimization and Control · Mathematics 2020-01-24 Zongjie Wang , C. Lindsay Anderson

Parareal is a widely studied parallel-in-time method that can achieve meaningful speedup on certain problems. However, it is well known that the method typically performs poorly on non-diffusive equations. This paper analyzes linear…

Numerical Analysis · Mathematics 2021-08-03 Tommaso Buvoli , Michael L. Minion

The parareal algorithm represents an important class of parallel-in-time algorithms for solving evolution equations and has been widely applied in practice. To achieve effective speedup, the choice of the coarse propagator in the algorithm…

Numerical Analysis · Mathematics 2025-01-28 Bangti Jin , Qingle Lin , Zhi Zhou

This work proposes a data-driven method for enabling the efficient, stable time-parallel numerical solution of systems of ordinary differential equations (ODEs). The method assumes that low-dimensional bases that accurately capture the time…

Numerical Analysis · Computer Science 2017-07-14 Kevin Carlberg , Lukas Brencher , Bernard Haasdonk , Andrea Barth

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

Massively parallel computer architectures create new opportunities for the performance of long-timescale molecular dynamics (MD) simulations. Here, we introduce the path-accelerated molecular dynamics (PAMD) method that takes advantage of…

Computational Physics · Physics 2021-01-11 Jorge L. Rosa-Raíces , Bin Zhang , Thomas F. Miller

This paper presents parallel-in-time state estimation methods for systems with Slow-Rate inTegrated Measurements (SRTM). Integrated measurements are common in various applications, and they appear in analysis of data resulting from…

Computation · Statistics 2024-10-02 Fatemeh Yaghoobi , Simo Särkkä

Discovering causal relationships from observational data is a crucial problem and it has applications in many research areas. The PC algorithm is the state-of-the-art constraint based method for causal discovery. However, runtime of the PC…

Artificial Intelligence · Computer Science 2016-11-11 Thuc Duy Le , Tao Hoang , Jiuyong Li , Lin Liu , Huawen Liu

This paper analyzes the SParareal algorithm for stochastic differential equations (SDEs). Compared to the classical Parareal algorithm, the SParareal algorithm accelerates convergence by introducing stochastic perturbations, achieving…

Numerical Analysis · Mathematics 2025-02-19 Huanxin Wang , Junhan Lyu , Zicheng Peng , Min Li

In-memory computing (IMC) has been shown to be a promising approach for solving binary optimization problems while significantly reducing energy and latency. Building on the advantages of parallel computation, we propose an IMC-compatible…

This paper presents a parallel-in-time adjoint sensitivity analysis which combines a transient adjoint sensitivity analysis with the parareal approach in order to significantly speed up the simulation. The adjoint method is the method of…

Numerical Analysis · Mathematics 2023-07-04 Julian Sarpe , Andreas Klaedtke , Herbert De Gersem

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

In \emph{Wang et al., A Shifted Laplace Rational Filter for Large-Scale Eigenvalue Problems}, the SLRF method was proposed to compute all eigenvalues of a symmetric definite generalized eigenvalue problem lying in an interval on the real…

Numerical Analysis · Mathematics 2025-10-21 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…

Optimization and Control · Mathematics 2026-04-30 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objective and deterministic nonlinear equality and inequality…

Optimization and Control · Mathematics 2026-03-12 Yuchen Fang , Jihun Kim , Sen Na , James Demmel , Javad Lavaei

Sequential algorithms for the Stable Matching Problem are often too slow in the context of some large scale applications like switch scheduling. Parallel architectures can offer a notable decrease in runtime complexity. We propose a stable…

Data Structures and Algorithms · Computer Science 2024-08-27 Scott Wynn , Alec Kyritsis , Stephora Alberi , Enyue Lu

Present day computational fluid dynamics simulations generate extremely large amounts of data, sometimes on the order of TB/s. Often, a significant fraction of this data is discarded because current storage systems are unable to keep pace.…

Computational Engineering, Finance, and Science · Computer Science 2021-03-03 Heather Pacella , Alec Dunton , Alireza Doostan , Gianluca Iaccarino

We present an efficient parallel algorithm for statistical Molecular Dynamics simulations of ion tracks in solids. The method is based on the Rare Event Enhanced Domain following Molecular Dynamics (REED-MD) algorithm, which has been…

Computational Physics · Physics 2009-05-04 Byoungseon Jeon , Niels Grønbech-Jensen

This paper proposes an efficient parallelised computation of field/circuit coupled systems co-simulated with the Waveform Relaxation (WR) technique. The main idea of the introduced approach lies in application of the parallel-in-time method…

Computational Physics · Physics 2020-03-17 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Sebastian Schöps

This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…

Numerical Analysis · Mathematics 2023-12-05 Nicholas Mueller , Santiago Badia
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