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Discretizations of infinite-dimensional variational inequalities lead to linear and nonlinear complementarity problems with many degrees of freedom. To solve these problems in a parallel computing environment, we propose two active-set…

Optimization and Control · Mathematics 2007-05-23 Steven J. Benson , Todd S. Munson

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate

Leveraging Trace Theory, we investigate the efficient parallelization of direct solvers for large linear equation systems. Our focus lies on a multi-frontal algorithm, and we present a methodology for achieving near-optimal scheduling on…

Numerical Analysis · Mathematics 2023-06-16 Jan Trynda , Maciej Woźniak , Sergio Rojas

A new parallel solver for the volumetric integral equations (IE) of electrodynamics is presented. The solver is based on the Galerkin method which ensures the convergent numerical solution. The main features include: (i) the memory usage is…

Numerical Analysis · Mathematics 2017-01-10 Mikhail Kruglyakov , Lidia Bloshanskaya

We present a number of novel algorithms, based on mathematical optimization formulations, in order to solve a homogeneous multiprocessor scheduling problem, while minimizing the total energy consumption. In particular, for a system with a…

Operating Systems · Computer Science 2015-11-13 Mason Thammawichai , Eric C. Kerrigan

The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-02 Fatemeh Yaghoobi , Adrien Corenflos , Sakira Hassan , Simo Särkkä

Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value…

Optimization and Control · Mathematics 2022-06-22 Sebastián J. Ferraro , David Martín de Diego , Rodrigo Takuro Sato Martín de Almagro

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…

Numerical Analysis · Mathematics 2021-02-23 Stefan Dohr , Michal Merta , Günther Of , Olaf Steinbach , Jan Zapletal

Electromagnetic computations, where the wavelength is small in relation to the geometry of interest, become computationally demanding. In order to manage computations for realistic problems like electromagnetic scattering from aircraft, the…

Computational Engineering, Finance, and Science · Computer Science 2018-01-12 Afshin Zafari , Elisabeth Larsson , Marco Righero , M. Alessandro Francavilla , Giorgio Giordanengo , Francesca Vipiana , Giuseppe Vecchi

We describe how long-term solar system orbit integration could be implemented on a parallel computer. The interesting feature of our algorithm is that each processor is assigned not to a planet or a pair of planets but to a time-interval.…

Astrophysics · Physics 2009-10-28 Prasenjit Saha , Joachim Stadel , Scott Tremaine

Asynchronous iterations arise naturally in parallel computing if one wants to solve large problems with a minimization of the idle times. This paper presents an original model of asynchronous iterations for a time-domain decomposition…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-12 Qinmeng Zou , Guillaume Gbikpi-Benissan , Frederic Magoules

On modern parallel architectures, the cost of synchronization among processors can often dominate the cost of floating-point computation. Several modifications of the existing methods have been proposed in order to keep the communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-12-10 Qinmeng Zou , Frederic Magoules

This paper presents the results of a preliminary experimental investigation of the performance of a stationary iterative method based on a block staircase splitting for solving singular systems of linear equations arising in Markov chain…

Numerical Analysis · Mathematics 2023-02-16 V. Besozzi , M. Della Bartola , L. Gemignani

In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding problem that we solve using Newton's method. The affine…

Numerical Analysis · Mathematics 2025-11-04 Casian Iacob , Hassan Razavi , Simo Särkkä

In this paper, we present a new multiscale domain decomposition algorithm for computing solutions of static Eikonal equations. The new method is an iterative two-scale method that uses a parareal-like update scheme in combination with…

Numerical Analysis · Mathematics 2018-06-13 Lindsay Martin , Richard Tsai

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…

Numerical Analysis · Mathematics 2024-09-12 Nathanael Bosch , Adrien Corenflos , Fatemeh Yaghoobi , Filip Tronarp , Philipp Hennig , Simo Särkkä

Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-16 Haim Avron , Alex Druinsky , Anshul Gupta

This paper investigates co-scheduling algorithms for processing a set of parallel applications. Instead of executing each application one by one, using a maximum degree of parallelism for each of them, we aim at scheduling several…

Data Structures and Algorithms · Computer Science 2013-05-01 Guillaume Aupy , Manu Shantharam , Anne Benoit , Yves Robert , Padma Raghavan

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

We consider the problem of scheduling jobs with equal lengths on uniform parallel batch machines with non-identical capacities where each job can only be processed on a specified subset of machines called its processing set. For the case of…

Data Structures and Algorithms · Computer Science 2017-08-22 Shuguang Li