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Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Numerical Analysis · Mathematics 2020-10-15 Philipp Frank , Torsten A. Enßlin

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.…

Computational Engineering, Finance, and Science · Computer Science 2017-05-18 Roberto Croce , Daniel Ruprecht , Rolf Krause

A key component of many robotics model-based planning and control algorithms is physics predictions, that is, forecasting a sequence of states given an initial state and a sequence of controls. This process is slow and a major computational…

Robotics · Computer Science 2021-01-29 Wisdom Agboh , Oliver Grainger , Daniel Ruprecht , Mehmet Dogar

We propose the use of sparse grids to accelerate particle-in-cell (PIC) schemes. By using the so-called `combination technique' from the sparse grids literature, we are able to dramatically increase the size of the spatial cells in…

Computational Physics · Physics 2016-12-21 Lee F Ricketson , Antoine J Cerfon

Computation of a signal's estimated covariance matrix is an important building block in signal processing, e.g., for spectral estimation. Each matrix element is a sum of products of elements in the input matrix taken over a sliding window.…

Data Structures and Algorithms · Computer Science 2013-03-12 Oded Green , Lior David , Ami Galperin , Yitzhak Birk

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

Phasor measurement units (PMUs) have the advantage of providing direct measurements of power states. However, as the number of PMUs in a power system is limited, the traditional supervisory control and data acquisition (SCADA) system cannot…

Systems and Control · Computer Science 2016-07-12 Jian Du , Shaodan Ma , Yik-Chung Wu , H. Vincent Poor

Finite field multiplier is mainly used in error-correcting codes and signal processing. Finite field multiplier is regarded as the bottleneck arithmetic unit for such applications and it is the most complicated operation over finite field…

Information Theory · Computer Science 2023-09-15 Saeideh Nabipour , Gholamreza Zare Fatin , Javad Javidan

The Particle-In-Cell (PIC) method for plasma simulation tracks particle phase space information using particle and grid data structures. High computational costs in 2D and 3D device-scale PIC simulations necessitate parallelization, with…

Computational Physics · Physics 2025-06-27 Libn Varghese , Bhaskar Chaudhury , Miral Shah , Mainak Bandyopadhyay

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

This paper introduces a computationally efficient algorithm in system theory for solving inverse problems governed by linear partial differential equations (PDEs). We model solutions of linear PDEs using Gaussian processes with priors…

Machine Learning · Statistics 2025-06-16 Xin Li , Markus Lange-Hegermann , Bogdan Raiţă

The goal of this work is to parallelize the multistep scheme for the numerical approximation of the backward stochastic differential equations (BSDEs) in order to achieve both, a high accuracy and a reduction of the computation time as…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-18 Lorenc Kapllani , Long Teng

We consider the problem of controlling switched-mode power converters using model predictive control. Model predictive control requires solving optimization problems in real time, limiting its application to systems with small numbers of…

Systems and Control · Computer Science 2016-01-21 Nicholas Moehle

We present a new, high-performance coupled electrodynamics-micromagnetics solver for full physical modeling of signals in microelectronic circuitry. The overall strategy couples a finite-difference time-domain (FDTD) approach for Maxwell's…

Computational Physics · Physics 2021-03-25 Zhi Yao , Revathi Jambunathan , Yadong Zeng , Andrew Nonaka

In this paper the Micro-Macro Parareal algorithm was adapted to PDEs. The parallel-in-time approach requires two meshes of different spatial resolution in order to compute approximations in an iterative way to a predefined reference…

Numerical Analysis · Mathematics 2023-09-11 Benedict Philippi , Mahfuz Sarker Miraz , Thomas Slawig

We assess the power consumption of network synchronisation protocols, particularly the energy required to synchronise all nodes across a network. We use the widely adopted approach of bio-inspired, pulse-coupled oscillators to achieve…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-25 Paul Gainer , Sven Linker , Clare Dixon , Ullrich Hustadt , Michael Fisher

The most efficient way to calculate strong bisimilarity is by calculation the relational coarsest partition on a transition system. We provide the first linear time algorithm to calculate strong bisimulation using parallel random access…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-26 Jan Martens , Jan Friso Groote , Lars van den Haak , Pieter Hijma , Anton Wijs

We present an approach for integrating the time evolution of quantum systems. We leverage the computation power of graphics processing units (GPUs) to perform the integration of all time steps in parallel. The performance boost is…

Numerical Analysis · Mathematics 2021-10-06 Konstantin Herb , Pol Welter

Inverter-based resources (IBRs) are becoming increasingly prevalent in power systems. Due to the inherently low inertia of inverters, there is a heightened risk of disruptive voltage oscillations. A particular challenge in the operation of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Zixiao Ma , Baosen Zhang