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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

We present a machine learning approach for model-independent new physics searches. The corresponding algorithm is powered by recent large-scale implementations of kernel methods, nonparametric learning algorithms that can approximate any…

High Energy Physics - Phenomenology · Physics 2022-10-17 Marco Letizia , Gianvito Losapio , Marco Rando , Gaia Grosso , Andrea Wulzer , Maurizio Pierini , Marco Zanetti , Lorenzo Rosasco

This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…

Optimization and Control · Mathematics 2024-03-27 Léo Simpson , Jonas Asprion , Simon Muntwiler , Johannes Köhler , Moritz Diehl

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

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott

This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…

Numerical Analysis · Mathematics 2016-11-26 Xianjuan Li , Tao Tang , Chuanju Xu

As has been shown in our previous work, the parallel-in-time direct inverse (ParaDIn) method introduced by Yamaleev and Paudel in (arXiv: 2406.00878v1, 2024) imposes some constraint on the maximum number of time levels, $N_t$, that can be…

Numerical Analysis · Mathematics 2025-06-13 Subhash Paudel , Nail K. Yamaleev

Accurately, efficiently, and stably computing complex fluid flows and their evolution near solid boundaries over long horizons remains challenging. Conventional numerical solvers require fine grids and small time steps to resolve near-wall…

Machine Learning · Computer Science 2026-03-18 Chenglin Li , Hang Xu , Jianting Chen , Yanfei Zhang

We consider a new class of Parareal algorithms, which use ideas from localized reduced basis methods to construct the coarse solver from spectral approximations of the transfer operators mapping initial values for a given time interval to…

Numerical Analysis · Mathematics 2025-08-13 Martin J. Gander , Mario Ohlberger , Stephan Rave

In this paper, we are concerned with the micro-macro Parareal algorithm for the simulation of initial-value problems. In this algorithm, a coarse (fast) solver is applied sequentially over the time domain, and a fine (time-consuming) solver…

Numerical Analysis · Mathematics 2025-10-29 Ignace Bossuyt , Stefan Vandewalle , Giovanni Samaey

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

The precise mechanisms responsible for the natural dynamos in the Earth and Sun are still not fully understood. Numerical simulations of natural dynamos are extremely computationally intensive, and are carried out in parameter regimes many…

Computational Physics · Physics 2020-04-01 Andrew T. Clarke , Christopher J. Davies , Daniel Ruprecht , Steven M. Tobias

We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed…

Machine Learning · Statistics 2023-02-01 Michail Spitieris , Ingelin Steinsland

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

The accurate, reliable and efficient numerical approximation of multi-physics processes in heterogeneous porous media with varying media coefficients that include fluid flow and structure interactions is of fundamental importance in energy,…

Numerical Analysis · Mathematics 2018-01-17 Uwe Köcher

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

The Parareal algorithm allows to solve evolution problems exploiting parallelization in time. Its convergence and stability have been proved under the assumption of regular (smooth) inputs. We present and analyze here a new Parareal…

Numerical Analysis · Mathematics 2019-04-09 Martin J. Gander , Iryna Kulchytska-Ruchka , Innocent Niyonzima , Sebastian Schöps

Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model…

Dynamical Systems · Mathematics 2017-11-01 Franz Hamilton , Alun Lloyd , Kevin Flores

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme