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In this paper we present two strategies to enable "parallelization across the method" for spectral deferred corrections (SDC). Using standard low-order time-stepping methods in an iterative fashion, SDC can be seen as preconditioned Picard…

Numerical Analysis · Mathematics 2017-03-24 Robert Speck

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

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

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

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

This paper presents different methods for solving parallel machine scheduling problems with precedence constraints and setup times between the jobs. Limited discrepancy search methods mixed with local search principles, dominance conditions…

Data Structures and Algorithms · Computer Science 2009-02-19 Bernat Gacias , Christian Artigues , Pierre Lopez

There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…

Optimization and Control · Mathematics 2024-03-05 Xueyi Bu , Brian Plancher

McDonald, Pestana and Wathen (SIAM J. Sci. Comput. 40(2), pp. A2012-A1033, 2018) present a method for preconditioning of time-dependent PDEs via approximation by a nearby time-periodic problem, that is, they employ circulant-related…

Numerical Analysis · Mathematics 2018-10-02 Anthony Goddard , Andrew Wathen

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

Simulation of the monodomain equation, crucial for modeling the heart's electrical activity, faces scalability limits when traditional numerical methods only parallelize in space. To optimize the use of large multi-processor computers by…

Numerical Analysis · Mathematics 2024-05-31 Giacomo Rosilho de Souza , Simone Pezzuto , Rolf Krause

The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control of linear parabolic PDEs, the state-of-the-art ParaDiag…

Numerical Analysis · Mathematics 2024-03-15 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

We investigate the global scheduling of sporadic, implicit deadline, real-time task systems on multiprocessor platforms. We provide a task model which integrates job parallelism. We prove that the time-complexity of the feasibility problem…

Operating Systems · Computer Science 2008-05-22 S. Collette , L. Cucu , J. Goossens

We describe a method for time-critical decision making involving sequential tasks and stochastic processes. The method employs several iterative refinement routines for solving different aspects of the decision making problem. This paper…

Artificial Intelligence · Computer Science 2013-03-08 Thomas L. Dean , Leslie Pack Kaelbling , Jak Kirman , Ann Nicholson

This paper is devoted to the problem of time parallelization of assimilation methods applying on unbounded time domain. In this way, we present a general procedure to couple the Luenberger observer with time parallelization algorithm. Our…

Optimization and Control · Mathematics 2022-12-06 Sebastián Riffo , Félix Kwok , Julien Salomon

This paper addresses the problem of parallelizing computations to study non-linear dynamics in large networks of non-locally coupled oscillators using heterogeneous computing resources. The proposed approach can be applied to a variety of…

Chaotic Dynamics · Physics 2025-07-04 Oleksandr Sudakov , Volodymyr Maistrenko
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