Related papers: Parallel iterative methods for variational integra…
In this paper, we explore the limits of graphics processors (GPUs) for general purpose parallel computing by studying problems that require highly irregular data access patterns: parallel graph algorithms for list ranking and connected…
We present a parallel GPU-accelerated solver for branch Model Predictive Control problems. Based on iterative LQR methods, our solver exploits the tree-sparse structure and implements temporal parallelism using the parallel scan algorithm.…
The focus of my PhD thesis is on exploring parallel approaches to efficiently solve problems modeled by constraints and presenting a new proposal. Current solvers are very advanced; they are carefully designed to effectively manage the…
Marginal MAP problems are notoriously difficult tasks for graphical models. We derive a general variational framework for solving marginal MAP problems, in which we apply analogues of the Bethe, tree-reweighted, and mean field…
We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…
DC Optimal Power Flow (DCOPF) is a key operational tool for power system operators, and it is embedded as a subproblem in many challenging optimization problems (e.g., line switching). However, traditional CPU-based solve routines (e.g.,…
First-order methods based on the PDHG algorithm have recently emerged as a viable option for efficiently solving large-scale linear programming problems. One highly desirable property of these methods is that they can make effective use of…
A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…
Witnessing the advancing scale and complexity of chip design and benefiting from high-performance computation technologies, the simulation of Very Large Scale Integration (VLSI) Circuits imposes an increasing requirement for acceleration…
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,…
This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…
We study the numerical approximation of a time-dependent variational mean field game system with local couplings and either periodic or Neumann boundary conditions. Following a variational approach, we employ a finite difference…
Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…
This paper explores the relationship between numerical integrators and optimal control algorithms. Specifically, the performance of the differential dynamical programming (DDP) algorithm is examined when a variational integrator and a newly…
This paper presents our work on developing parallel computational methods for two-phase flow on modern parallel computers, where techniques for linear solvers and nonlinear methods are studied and the standard and inexact Newton methods are…
As the need for computational power and efficiency rises, parallel systems become increasingly popular among various scientific fields. While multiple core-based architectures have been the center of attention for many years, the rapid…
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…
In this paper we show and discuss the use of a versatile interaction potential approach coupled with an immersed boundary method to simulate a variety of flows involving deformable bodies. In particular, we focus on two kinds of problems,…
A high-performance parallel algorithm is proposed for modeling the propagation of acoustic and elastic waves in inhomogeneous media. An initial boundary-value problem is replaced by a series of boundary-value problems for a constant…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…