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In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

Optimization and Control · Mathematics 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

We present a novel application of the recently developed AAA algorithm to the solution of Laplace 2D problems; an application to conformal mapping is also shown as a particular case. These classes of problems have also been addressed by…

Numerical Analysis · Mathematics 2020-01-28 Stefano Costa

Kelner, Orecchia, Sidford, and Zhu have given a randomized iterative method for approximating the solution to the discrete Laplace equation that has expected running time nearly linear in the size of the problem. The goal of this note is to…

Combinatorics · Mathematics 2014-04-15 Vance Faber

Numerical solution of partial differential equations on parallel computers using domain decomposition usually requires synchronization and communication among the processors. These operations often have a significant overhead in terms of…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-11 Soumyadip Ghosh , Jiacai Lu , Vijay Gupta , Gretar Tryggvason

We present a new training methodology for transformers using a multilevel, layer-parallel approach. Through a neural ODE formulation of transformers, our application of a multilevel parallel-in-time algorithm for the forward and…

Machine Learning · Computer Science 2026-01-27 Shuai Jiang , Marc Salvadó-Benasco , Eric C. Cyr , Alena Kopaničáková , Rolf Krause , Jacob B. Schroder

We give in this paper a convergence result concerning parallel synchronous algorithm for nonlinear fixed point problems with respect to the euclidian norm in $\Rn$. We then apply this result to some problems related to convex analysis like…

Numerical Analysis · Mathematics 2007-05-23 Ahmed Addou , Abdenasser Benahmed

To design efficient parallel algorithms, some recent papers showed that many sequential iterative algorithms can be directly parallelized but there are still challenges in achieving work-efficiency and high-parallelism. Work-efficiency can…

Data Structures and Algorithms · Computer Science 2022-05-27 Zheqi Shen , Zijin Wan , Yan Gu , Yihan Sun

We use the Laplace transform and the Gamma function to introduce a new integral transform and name it the Laplace-type transform possessing the property of mapping a function to a functional sequence, which cannot be achieved by the Laplace…

Classical Analysis and ODEs · Mathematics 2024-11-13 Slobodan B. Tričković , Miomir S. Stanković

Sharpness-Aware Minimization (SAM) is an optimization method that improves generalization performance of machine learning models. Despite its superior generalization, SAM has not been actively used in real-world applications due to its…

Machine Learning · Computer Science 2025-03-17 Junhyuk Jo , Jihyun Lim , Sunwoo Lee

In this note we propose a generalization of the Laplace and Fourier transforms which we call symmetric Laplace transform. It combines both the advantages of the Fourier and Laplace transforms. We give the definition of this generalization,…

Classical Analysis and ODEs · Mathematics 2017-01-31 Nikolaos Halidias

Laplace approximation (LA) and its linearized variant (LLA) enable effortless adaptation of pretrained deep neural networks to Bayesian neural networks. The generalized Gauss-Newton (GGN) approximation is typically introduced to improve…

Machine Learning · Computer Science 2022-10-25 Zhijie Deng , Feng Zhou , Jun Zhu

We consider asynchronous versions of the first and second order Richardson methods for solving linear systems of equations. These methods depend on parameters whose values are chosen a priori. We explore the parameter values that can be…

Numerical Analysis · Mathematics 2020-09-07 Edmond Chow , Andreas Frommer , Daniel B. Szyld

In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

This paper proposes an efficient parallelised computation of field/circuit coupled systems co-simulated with the Waveform Relaxation (WR) technique. The main idea of the introduced approach lies in application of the parallel-in-time method…

Computational Physics · Physics 2020-03-17 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Sebastian Schöps

We introduce a quantum algorithm to perform the Laplace transform on quantum computers. Already, the quantum Fourier transform (QFT) is the cornerstone of many quantum algorithms, but the Laplace transform or its discrete version has not…

In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…

Optimization and Control · Mathematics 2019-06-11 Saeed Soori , Konstantin Mischenko , Aryan Mokhtari , Maryam Mehri Dehnavi , Mert Gurbuzbalaban

Simulation of the monodomain equation, crucial for modeling the heart's electrical activity, faces scalability limits when traditional numerical methods only parallelize in space. To optimize the use of large multi-processor computers by…

Numerical Analysis · Mathematics 2024-05-31 Giacomo Rosilho de Souza , Simone Pezzuto , Rolf Krause

We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…

Optimization and Control · Mathematics 2015-12-14 Ji Liu , Stephen J. Wright

In distributed systems with processes that do not share a global clock, \emph{partial synchrony} is achieved by clock synchronization that guarantees bounded clock skew among all applications. Existing solutions for distributed runtime…

Logic in Computer Science · Computer Science 2024-08-12 Borzoo Bonakdarpour , Anik Momtaz , Dejan Ničković , N. Ege Saraç