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Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…

Quantum Physics · Physics 2025-10-16 Matteo Vandelli , Francesco Ferrari , Daniele Dragoni

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-01 Martin Schreiber , Adam Peddle , Terry Haut , Beth Wingate

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

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

Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…

Machine Learning · Computer Science 2014-10-24 Jingbo Shang , Tianqi Chen , Hang Li , Zhengdong Lu , Yong Yu

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

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

Explicit time advancement for continuous finite elements requires the inversion of a global mass matrix. For spectral element simulations on quadrilaterals and hexahedra, there is an accurate approximate mass matrix which is diagonal,…

Analysis of PDEs · Mathematics 2019-06-27 Jay Appleton , Brian Helenbrook

A simple method for improving cache efficiency of serial and parallel explicit finite procedure with application to casting solidification simulation over three-dimensional complex geometries is presented. The method is based on division of…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-05-19 Ruhollah Tavakoli

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

We consider the problem of solving integer programs of the form $\min \{\,c^\intercal x\ \colon\ Ax=b, x\geq 0\}$, where $A$ is a multistage stochastic matrix in the following sense: the primal treedepth of $A$ is bounded by a parameter…

Data Structures and Algorithms · Computer Science 2020-12-23 Jana Cslovjecsek , Friedrich Eisenbrand , Michał Pilipczuk , Moritz Venzin , Robert Weismantel

The growth of data today poses a challenge in management and inference. While feature extraction methods are capable of reducing the size of the data for inference, they do not help in minimizing the cost of data storage. On the other hand,…

Machine Learning · Computer Science 2022-03-04 Thu Nguyen , Thanh Nhan Phan , Van Nhuong Nguyen , Thanh Binh Nguyen , Pål Halvorsen , Michael Riegler

We study several questions related to diversifying search results. We give improved approximation algorithms in each of the following problems, together with some lower bounds. - We give a polynomial-time approximation scheme (PTAS) for a…

Data Structures and Algorithms · Computer Science 2022-03-04 Amir Abboud , Vincent Cohen-Addad , Euiwoong Lee , Pasin Manurangsi

The research in parallel machine scheduling in combinatorial optimization suggests that the desirable parallel efficiency could be achieved when the jobs are sorted in the non-increasing order of processing times. In this paper, we find…

Numerical Analysis · Mathematics 2012-02-15 Lei Wang , Heng Liang , Fengshan Bai , Yan Huo

We propose a two-point flux approximation finite-volume scheme for a stochastic non-linear parabolic equation with a multiplicative noise. The time discretization is implicit except for the stochastic noise term in order to be compatible…

Numerical Analysis · Mathematics 2023-03-24 Caroline Bauzet , Flore Nabet , Kerstin Schmitz , Aleksandra Zimmermann

In this paper, we present a novel parallel augmented subspace method and build a package Parallel Augmented Subspace Eigensolver (PASE) for solving large scale eigenvalue problems by the massively parallel finite element discretization.…

Numerical Analysis · Mathematics 2025-07-21 Yangfei Liao , Haochen Liu , Hehu Xie , Zijing Wang

We proposed a parallel-in-time method based on preconditioner for Biot's consolidation model in poroelasticity. In order to achieve a fast and stable convergence for the matrix system of the Biot's model, we design two preconditioners with…

Numerical Analysis · Mathematics 2023-10-17 Zeyuan Zhou , Huipeng Gu , Guoliang Ju , Wei Xing

We give algorithms for geometric graph problems in the modern parallel models inspired by MapReduce. For example, for the Minimum Spanning Tree (MST) problem over a set of points in the two-dimensional space, our algorithm computes a…

Data Structures and Algorithms · Computer Science 2014-01-07 Alexandr Andoni , Aleksandar Nikolov , Krzysztof Onak , Grigory Yaroslavtsev

We introduce a time-parallel algorithm for solving numerically almost integrable Hamiltonian systems in action-angle coordinates. This algorithm is a refinement of that introduced by Saha, Stadel and Tremaine in 1997 (SST97) for the same…

Numerical Analysis · Computer Science 2011-06-21 Hugo Jiménez-Pérez , Jacques Laskar

This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…

Numerical Analysis · Mathematics 2024-04-16 Yi Yang , Jin Huang
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