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This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the…

Optimization and Control · Mathematics 2018-03-01 Stefanie Günther , Nicolas R. Gauger , Jacob B. Schroder

To construct a parallel approach for solving optimization problems with orthogonality constraints is usually regarded as an extremely difficult mission, due to the low scalability of the orthonormalization procedure. However, such demand is…

Optimization and Control · Mathematics 2021-11-16 Bin Gao , Xin Liu , Ya-xiang Yuan

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

We propose three semi-decoupled algorithms for efficiently solving a four-field thermoporoelastic model. The first two algorithms adopt a sequential strategy: at the initial time step, all variables are computed simultaneously using a…

Numerical Analysis · Mathematics 2025-12-02 Ziliang Li , Mingchao Cai , Jingzhi Li , Qiang Liu

The parareal algorithm is a powerful parallel-in-time integration method that accelerates the numerical solution of evolution equations by iteratively combining a fine propagator and a coarse propagator. Although the convergence of the…

Numerical Analysis · Mathematics 2026-05-28 Georgios Akrivis , Qingle Lin , Zhi Zhou

Optimization has been widely used to generate smooth trajectories for motion planning. However, existing trajectory optimization methods show weakness when dealing with large-scale long trajectories. Recent advances in parallel computing…

Robotics · Computer Science 2025-07-18 Jiajun Yu , Nanhe Chen , Guodong Liu , Chao Xu , Fei Gao , Yanjun Cao

This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…

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

This paper presents a new algorithm for the parallel in time (PiT) numerical simulation of time dependent partial/ordinary differential equations. We propose a reliable alternative to the well know parareal in time algorithm, by formulating…

Numerical Analysis · Mathematics 2022-03-22 Mohamed Kamel Riahi

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

Parareal algorithms are studied for semilinear parabolic stochastic partial differential equations. These algorithms proceed as two-level integrators, with fine and coarse schemes, and have been designed to achieve a `parallel in real time'…

Numerical Analysis · Mathematics 2019-02-15 Charles-Edouard Bréhier , Xu Wang

Numerous multi-objective evolutionary algorithms have been designed for constrained optimisation over past two decades. The idea behind these algorithms is to transform constrained optimisation problems into multi-objective optimisation…

Optimization and Control · Mathematics 2020-03-24 Tao Xu , Jun He , Changjing Shang

We present and mathematically analyze an online adjoint algorithm for the optimization of partial differential equations (PDEs). Traditional adjoint algorithms would typically solve a new adjoint PDE at each optimization iteration, which…

Optimization and Control · Mathematics 2022-01-27 Justin Sirignano , Konstantinos Spiliopoulos

As has been shown in our previous work, the parallel-in-time direct inverse (ParaDIn) method introduced by Yamaleev and Paudel in (arXiv: 2406.00878v1, 2024) imposes some constraint on the maximum number of time levels, $N_t$, that can be…

Numerical Analysis · Mathematics 2025-06-13 Subhash Paudel , Nail K. Yamaleev

This paper generalizes a previously-conceived, continuation-based optimization technique for scalar objective functions on constraint manifolds to cases of periodic and quasiperiodic solutions of delay-differential equations. A Lagrange…

Dynamical Systems · Mathematics 2022-09-27 Zaid Ahsan , Harry Dankowicz , Jan Sieber

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…

Numerical Analysis · Mathematics 2018-02-09 Gil Ariel , Hieu Nguyen , Richard Tsai

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…

Numerical Analysis · Mathematics 2023-09-26 Martin J. Gander , Davide Palitta

The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The…

Optimization and Control · Mathematics 2017-12-01 Gino I. Montecinos , Juan Lopez-Rios , Jaime H. Ortega , Rodrigo Lecaros

The paper represents an algorithm for planning safe and optimal routes for transport facilities with unrestricted movement direction that travel within areas with obstacles. Paper explains the algorithm using a ship as an example of such a…

Neural and Evolutionary Computing · Computer Science 2019-05-15 Ivan Yanchin , Oleg Petrov

Selecting an optimization algorithm requires comparing candidates across problem instances, but the computational budget for deployment is often unknown at benchmarking time. Current methods either collapse anytime performance into a…

Neural and Evolutionary Computing · Computer Science 2026-03-10 Jonathan Wurth , Helena Stegherr , Neele Kemper , Michael Heider , Jörg Hähner

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