Related papers: Asynchronous parareal time discretization for part…
The time parallel solution of optimality systems arising in PDE constraint optimization could be achieved by simply applying any time parallel algorithm, such as Parareal, to solve the forward and backward evolution problems arising in the…
We propose an asynchronous iterative scheme that allows a set of interconnected nodes to distributively reach an agreement within a pre-specified bound in a finite number of steps. While this scheme could be adopted in a wide variety of…
This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…
We describe ASAGA, an asynchronous parallel version of the incremental gradient algorithm SAGA that enjoys fast linear convergence rates. Through a novel perspective, we revisit and clarify a subtle but important technical issue present in…
We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…
We present a novel approach to the parallelization of the parabolic fast multipole method for a space-time boundary element method for the heat equation. We exploit the special temporal structure of the involved operators to provide an…
A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…
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…
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…
Asynchronous parallel computing and sparse recovery are two areas that have received recent interest. Asynchronous algorithms are often studied to solve optimization problems where the cost function takes the form $\sum_{i=1}^M f_i(x)$,…
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…
Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…
Numerical solution of partial differential equations on parallel computers using domain decomposition usually requires synchronization and communication among the processors. These operations often have a significant overhead in terms of…
In many distributed learning problems, the heterogeneous loading of computing machines may harm the overall performance of synchronous strategies. In this paper, we propose an effective asynchronous distributed framework for the…
We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…
The need for scalable numerical solutions has motivated the development of asynchronous parallel algorithms, where a set of nodes run in parallel with little or no synchronization, thus computing with delayed information. This paper studies…
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…
The aim of the paper is to introduce general techniques in order to optimize the parallel execution time of sorting on a distributed architectures with processors of various speeds. Such an application requires a partitioning step. For…
In this paper, we determine the convergence speed of an upscaling of a pseudo-parabolic system containing drift terms with scale separation of size $\epsilon \ll 1$. Both the upscaling and convergence speed determination exploit a natural…
Several works have shown linear speedup is achieved by an asynchronous parallel implementation of stochastic coordinate descent so long as there is not too much parallelism. More specifically, it is known that if all updates are of similar…