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We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

Numerical Analysis · Mathematics 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…

Numerical Analysis · Computer Science 2015-05-18 Petr N. Vabishchevich

In this paper, we consider a parabolic problem with time-dependent heterogeneous coefficients. Many applied problems have coupled space and time heterogeneities. Their homogenization or upscaling requires cell problems that are formulated…

Numerical Analysis · Mathematics 2021-06-24 Jiuhua Hu , Wing Tat Leung , Eric Chung , Yalchin Efendiev , Sai-Mang Pun

Sequential models, such as Recurrent Neural Networks and Neural Ordinary Differential Equations, have long suffered from slow training due to their inherent sequential nature. For many years this bottleneck has persisted, as many thought…

Machine Learning · Computer Science 2024-01-17 Yi Heng Lim , Qi Zhu , Joshua Selfridge , Muhammad Firmansyah Kasim

We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…

Numerical Analysis · Mathematics 2024-05-30 Bernhard Heinzelreiter , John W. Pearson

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…

Numerical Analysis · Mathematics 2021-03-04 Hans De Sterck , Robert D. Falgout , Stephanie Friedhoff , Oliver A. Krzysik , Scott P. MacLachlan

The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…

Numerical Analysis · Mathematics 2025-05-06 Surendra Nepal , Vishnu Raveendran , Michael Eden , Rainey Lyons , Adrian Muntean

Many parallel algorithms which solve basic problems in computer science use auxiliary space linear in the input to facilitate conflict-free computation. There has been significant work on improving these parallel algorithms to be in-place,…

Data Structures and Algorithms · Computer Science 2025-03-11 Chase Hutton , Adam Melrod

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

Furthering our understanding of many of today's interesting problems in plasma physics---including plasma based acceleration and magnetic reconnection with pair production due to quantum electrodynamic effects---requires large-scale kinetic…

Computational Physics · Physics 2020-10-28 Kyle G. Miller , Roman P. Lee , Adam Tableman , Anton Helm , Ricardo A. Fonseca , Viktor K. Decyk , Warren B. Mori

In this paper, we study a class of misspecified variational inequalities (VIs) where both the monotone operator and nonlinear convex constraints depend on an unknown parameter learned via a secondary VI. Existing data-driven VI methods…

Optimization and Control · Mathematics 2026-03-18 Novel Kumar Dey , Mohammad Mahdi Ahmadi , Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh

The scalability of massively parallel algorithms is a fundamental question in computer science. We study the scalability and the efficiency of a conservative massively parallel algorithm for discrete-event simulations where the discrete…

Statistical Mechanics · Physics 2007-05-23 G. Korniss , M. A. Novotny , Z. Toroczkai , P. A. Rikvold

The alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems. Due to its relatively low per-iteration computational cost and ability to exploit…

Optimization and Control · Mathematics 2020-06-09 Michel Schubiger , Goran Banjac , John Lygeros

The generalized method to have a parallel solution to a computational problem, is to find a way to use Divide & Conquer paradigm in order to have processors acting on its own data and therefore all can be scheduled in parallel. MapReduce is…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-13 Julián Aráoz , Cristina Zoltan

In this paper we apply an augmented Lagrange method to a class of semilinear elliptic optimal control problems with pointwise state constraints. We show strong convergence of subsequences of the primal variables to a local solution of the…

Optimization and Control · Mathematics 2018-10-25 Veronika Karl , Ira Neitzel , Daniel Wachsmuth

Different possible sources are discussed for enhancement of the calculation time when solving ordinary differential equations systems to forecast space objects' motion. This paper presents an approach for building an integrator of ordinary…

Space Physics · Physics 2010-03-02 Atanas Marinov Atanassov

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

Optimization and Control · Mathematics 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

Numerical Analysis · Mathematics 2016-08-29 Eric Joseph Hall

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
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