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Maximal Clique Enumeration (MCE) is a fundamental graph mining problem, and is useful as a primitive in identifying dense structures in a graph. Due to the high computational cost of MCE, parallel methods are imperative for dealing with…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-31 Apurba Das , Seyed-Vahid Sanei-Mehri , Srikanta Tirthapura

Monte Carlo simulation is widely used to numerically solve stochastic differential equations. Although the method is flexible and easy to implement, it may be slow to converge. Moreover, an inaccurate solution will result when using large…

Numerical Analysis · Mathematics 2023-02-13 Shuaiqiang Liu , Graziana Colonna , Lech A. Grzelak , Cornelis W. Oosterlee

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

Differential evolution (DE) is an effective global evolutionary optimization algorithm using to solve global optimization problems mainly in a continuous domain. In this field, researchers pay more attention to improving the capability of…

Neural and Evolutionary Computing · Computer Science 2023-03-07 Pan Zibin

Fast and accurate simulation of dynamical systems is a fundamental challenge across scientific and engineering domains. Traditional numerical integrators often face a trade-off between accuracy and computational efficiency, while existing…

Computational Engineering, Finance, and Science · Computer Science 2026-03-06 Jiaxin Yuan , Haizhao Yang , Maria Cameron

In this era of diverse and heterogeneous computer architectures, the programmability issues, such as productivity and portable efficiency, are crucial to software development and algorithm design. One way to approach the problem is to step…

Mathematical Software · Computer Science 2012-07-10 Mauro Bianco , Ugo Varetto

The unknown parameters of simulation models often need to be calibrated using observed data. When simulation models are expensive, calibration is usually carried out with an emulator. The effectiveness of the calibration process can be…

Computation · Statistics 2024-12-03 Özge Sürer , Stefan M. Wild

The development of multicore architectures supporting parallel data processing has led to a paradigm shift, which affects communication systems significantly. This article provides a scalable parallel approach of an iterative LDPC decoder,…

Information Theory · Computer Science 2020-01-31 Jan Broulim , Alexander Ayriyan , Vjaceslav Georgiev , Hovik Grigorian

Parallel computing is a standard approach to achieving high-performance computing (HPC). Three commonly used methods to implement parallel computing include: 1) applying multithreading technology on single-core or multi-core CPUs; 2)…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-18 Xinyao Yi

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

Statistics Theory · Mathematics 2026-02-17 Paromita Banerjee , Anirban Mondal

In this paper, we explore how numerical calculations can be accelerated by implementing several numerical methods of fractional-order systems using parallel computing techniques. We investigate the feasibility of parallel computing…

Dynamical Systems · Mathematics 2016-11-29 A. Baban , C. Bonchiş , A. Fikl , F. Roşu

We introduce primal and dual stochastic gradient oracle methods for decentralized convex optimization problems. Both for primal and dual oracles, the proposed methods are optimal in terms of the number of communication steps. However, for…

Optimization and Control · Mathematics 2021-02-12 Darina Dvinskikh , Alexander Gasnikov

Parallel programming models can encourage performance portability by moving the responsibility for work assignment and data distribution from the programmer to a runtime system. However, analyzing the resulting implicit memory allocations,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-14 Fabian Knorr , Philip Salzmann , Peter Thoman , Thomas Fahringer

Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic…

Quantum Physics · Physics 2021-06-30 Dong An , Noah Linden , Jin-Peng Liu , Ashley Montanaro , Changpeng Shao , Jiasu Wang

Calculating interactions or correlations between pairs of particles is typically the most time-consuming task in particle simulation or correlation analysis. Straightforward implementations using a double loop over particle pairs have…

Computational Physics · Physics 2015-06-16 Szilárd Páll , Berk Hess

Every numerical general relativistic investigation starts from the solution of the initial value equations at a given time. Astrophysically relevant initial values for different systems lead to distinct set of equations that obey specific…

General Relativity and Quantum Cosmology · Physics 2024-05-24 Lambros Boukas , Antonios Tsokaros , Koji Uryu

Decentralized learning has emerged as a powerful approach for handling large datasets across multiple machines in a communication-efficient manner. However, such methods often face scalability limitations, as increasing the number of…

Machine Learning · Computer Science 2025-06-03 Ofri Eisen , Ron Dorfman , Kfir Y. Levy

When simulating multiscale stochastic differential equations (SDEs) in high-dimensions, separation of timescales, stochastic noise and high-dimensionality can make simulations prohibitively expensive. The computational cost is dictated by…

Dynamical Systems · Mathematics 2015-10-13 Miles Crosskey , Mauro Maggioni

We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…

Numerical Analysis · Mathematics 2021-09-24 Shuaiqiang Liu , Lech A. Grzelak , Cornelis W. Oosterlee

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč