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For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their…

Numerical Analysis · Mathematics 2018-06-07 Matthias Bolten , Dieter Moser , Robert Speck

Parabolic optimal control problems arise in numerous scientific and engineering applications. They typically lead to large-scale coupled forward-backward systems that cannot be treated with classical time-stepping schemes and are…

Numerical Analysis · Mathematics 2026-03-10 Liu-Di Lu , Tommaso Vanzan

Approximation via sampling is a widespread technique whenever exact solutions are too expensive. In this paper, we present techniques for an efficient parallelization of adaptive (a. k. a. progressive) sampling algorithms on multi-threaded…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-25 Alexander van der Grinten , Eugenio Angriman , Henning Meyerhenke

A novel approach is being developed to introduce a parallel asynchronous implementation of non-intrusive global-local coupling. This study examines scenarios involving numerous patches, including those covering the entire structure. By…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-23 Ahmed El Kerim , Pierre Gosselet , Frédéric Magoulès

We extend our previous work [F. Henr'iquez and J. S. Hesthaven, arXiv:2403.02847 (2024)] to the linear, second-order wave equation in bounded domains. This technique uses two widely known mathematical tools to construct a fast and efficient…

Numerical Analysis · Mathematics 2026-04-13 Fernando Henriquez , Jan S. Hesthaven

Witnessing the advancing scale and complexity of chip design and benefiting from high-performance computation technologies, the simulation of Very Large Scale Integration (VLSI) Circuits imposes an increasing requirement for acceleration…

Data Structures and Algorithms · Computer Science 2023-04-27 Weijie Fang , Yanggeng Fu , Jiaquan Gao , Longkun Guo , Gregory Gutin , Xiaoyan Zhang

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-03 Lev Kazakovtsev

To extend prevailing scaling limits when solving time-dependent partial differential equations, the parallel full approximation scheme in space and time (PFASST) has been shown to be a promising parallel-in-time integrator. Similar to a…

Mathematical Software · Computer Science 2019-12-03 Ruth Schöbel , Robert Speck

On modern parallel architectures, the cost of synchronization among processors can often dominate the cost of floating-point computation. Several modifications of the existing methods have been proposed in order to keep the communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-12-10 Qinmeng Zou , Frederic Magoules

We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…

Optimization and Control · Mathematics 2018-04-02 Loris Cannelli , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

Federated learning enables training on a massive number of edge devices. To improve flexibility and scalability, we propose a new asynchronous federated optimization algorithm. We prove that the proposed approach has near-linear convergence…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-08 Cong Xie , Sanmi Koyejo , Indranil Gupta

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

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

Parametric linear programming is a central operation for polyhedral computations, as well as in certain control applications.Here we propose a task-based scheme for parallelizing it, with quasi-linear speedup over large problems.This type…

Computational Geometry · Computer Science 2020-10-01 Camille Coti , David Monniaux , Hang Yu

This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex, nonsmooth optimization problems. SAPALM is the first…

Optimization and Control · Mathematics 2016-06-09 Damek Davis , Brent Edmunds , Madeleine Udell

The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence…

Probability · Mathematics 2019-07-09 Dmitrii Silvestrov

Parallel parameterized complexity theory studies how fixed-parameter tractable (fpt) problems can be solved in parallel. Previous theoretical work focused on parallel algorithms that are very fast in principle, but did not take into account…

Data Structures and Algorithms · Computer Science 2019-02-21 Max Bannach , Malte Skambath , Till Tantau

We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system $Ax=b$. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of…

Numerical Analysis · Mathematics 2014-06-10 Ji Liu , Stephen J. Wright , Srikrishna Sridhar

Parametric linear programming is central in polyhedral computations and in certain control applications.We propose a task-based scheme for parallelizing it, with quasi-linear speedup over large problems.

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-15 Camille Coti , David Monniaux , Hang Yu