Related papers: Asynchronous Time-Parallel Method based on Laplace…
Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…
We present the LATE algorithm, an asynchronous variant of the Earley algorithm for parsing context-free grammars. The Earley algorithm is naturally task-based, but is difficult to parallelize because of dependencies between the tasks. We…
In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoretical analysis (multivariate delta method)…
We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…
We describe a methodology for designing efficient parallel and distributed scientific software. This methodology utilizes sequences of mechanizable algebra--based optimizing transformations. In this study, we apply our methodology to the…
An algorithm is proposed for computing equilibrium averages of Markov chains which suffer from metastability -- the tendency to remain in one or more subsets of state space for long time intervals. The algorithm, called the parallel replica…
We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…
In this paper we combine the Parareal parallel-in-time method together with spatial parallelization and investigate this space-time parallel scheme by means of solving the three-dimensional incompressible Navier-Stokes equations.…
Parallel-in-time methods are developed to accelerate the direct-adjoint looping procedure. Particularly, we utilize the Paraexp algorithm, previously developed to integrate equations forward in time, to accelerate the direct-adjoint looping…
A high-performance parallel algorithm is proposed for modeling the propagation of acoustic and elastic waves in inhomogeneous media. An initial boundary-value problem is replaced by a series of boundary-value problems for a constant…
Recent advances in federated learning have shown that asynchronous variants can be faster and more scalable than their synchronous counterparts. However, their design does not include quantization, which is necessary in practice to deal…
This paper proposes a control algorithm for stable implementation of asynchronous parallel quadratic programming (PQP) through dual decomposition technique. In general, distributed and parallel optimization requires synchronization of data…
The need for scalable numerical solutions has motivated the development of asynchronous parallel algorithms, where a set of nodes run in parallel with little or no synchronization, thus computing with delayed information. This paper studies…
Communication delays and synchronization are major bottlenecks for parallel computing, and tolerating asynchrony is therefore crucial for accelerating parallel computation. Motivated by optimization problems that do not satisfy convexity…
We currently see a steady rise in the usage and size of multiprocessor systems, and so the community is evermore interested in developing fast parallel processing algorithms. However, most algorithms require a synchronization mechanism,…
Several works have shown linear speedup is achieved by an asynchronous parallel implementation of stochastic coordinate descent so long as there is not too much parallelism. More specifically, it is known that if all updates are of similar…
In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thom\'ee (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally…
The Laplace transform is an algebraic method that is widely used for analyzing physical systems by either solving the differential equations modeling their dynamics or by evaluating their transfer function. The dynamics of the given system…
This paper proposes a frequency/time hybrid integral-equation method for the time dependent wave equation in two and three-dimensional spatial domains. Relying on Fourier Transformation in time, the method utilizes a fixed…
A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…