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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

We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…

Analysis of PDEs · Mathematics 2021-08-27 Hwi Lee , Qiang Du

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We study a simple nonlocal-in-time dynamic system proposed for the effective modeling of complex diffusive regimes in heterogeneous media. We present its solutions and their commonly studied statistics such as the mean square distance. This…

Numerical Analysis · Mathematics 2020-03-10 Qiang Du , Zhi Zhou

Fast Fourier transform algorithms are an arsenal of effective tools for solving various problems of analysis and high-speed processing of signals of various natures. Almost all of these algorithms are designed to process sequences of…

Data Structures and Algorithms · Computer Science 2025-04-11 Aleksandr Cariow

Nonlocal models have recently had a major impact in nonlinear continuum mechanics and are used to describe physical systems/processes which cannot be accurately described by classical, calculus based "local" approaches. In part, this is due…

Optimization and Control · Mathematics 2021-03-10 Sriram Nagaraj

Recent decades have provided a host of examples and applications motivating the study of nonlocal differential operators. We discuss a class of such operators acting on bounded domains, focusing on those with integrable kernels having…

Analysis of PDEs · Mathematics 2024-08-29 Mikil Foss , Michael Pieper

We present a finite element scheme for fractional diffusion problems with varying diffusivity and fractional order. We consider a symmetric integral form of these nonlocal equations defined on general geometries and in arbitrary bounded…

Numerical Analysis · Mathematics 2023-06-28 Wenyu Lei , George Turkiyyah , Omar Knio

Matrix multiplication is a fundamental computation in many scientific disciplines. In this paper, we show that novel fast matrix multiplication algorithms can significantly outperform vendor implementations of the classical algorithm and…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-08 Austin R. Benson , Grey Ballard

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

Numerical Analysis · Mathematics 2022-01-07 Zhaoyang Wang , Ping Lin

Nonlinear computation is essential for a wide range of information processing tasks, yet implementing nonlinear functions using optical systems remains a challenge due to the weak and power-intensive nature of optical nonlinearities.…

Optics · Physics 2025-11-10 Md Sadman Sakib Rahman , Yuhang Li , Xilin Yang , Shiqi Chen , Aydogan Ozcan

Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

Traditional heterogeneous parallel algorithms, designed for heterogeneous clusters of workstations, are based on the assumption that the absolute speed of the processors does not depend on the size of the computational task. This assumption…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-09-15 Alexey Lastovetsky , Ravi Reddy , Vladimir Rychkov , David Clarke

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

We present efficient algorithms to build data structures and the lists needed for fast multipole methods. The algorithms are capable of being efficiently implemented on both serial, data parallel GPU and on distributed architectures. With…

Mathematical Software · Computer Science 2013-01-10 Qi Hu , Nail A. Gumerov , Ramani Duraiswami

We have presented some practical consequences on the molecular-dynamics simulations arising from the numerical algorithm published recently in paper Int. J. Mod. Phys. C 16, 413 (2005). The algorithm is not a finite-difference method and…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 B. Brzostowski , M. R. Dudek , B. Grabiec , T. Nadzieja

This article introduces a new fast direct solver for linear systems arising out of wide range of applications, integral equations, multivariate statistics, radial basis interpolation, etc., to name a few. \emph{The highlight of this new…

Numerical Analysis · Mathematics 2014-07-08 Sivaram Ambikasaran , Eric Darve

This paper provides an algorithmic framework for obtaining fast distributed algorithms for a highly-dynamic setting, in which *arbitrarily many* edge changes may occur in each round. Our algorithm significantly improves upon prior work in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-13 Keren Censor-Hillel , Neta Dafni , Victor I. Kolobov , Ami Paz , Gregory Schwartzman

This paper deals with simultaneously fast and in-place algorithms for formulae where the result has to be linearly accumulated: some output variables are also input variables, linked by a linear dependency. Fundamental examples include the…

Symbolic Computation · Computer Science 2025-11-07 Jean-Guillaume Dumas , Bruno Grenet

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga