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We show how to accelerate the direct solution of the Boltzmann equation using Graphics Processing Units (GPUs). In order to fully exploit the computational power of the GPU, we choose a method of solution which combines a finite difference…

Computational Physics · Physics 2011-08-18 Aldo Frezzotti , Gian Pietro Ghiroldi , Livio Gibelli

Recent enhancements to the Primal-Dual Hybrid Gradient (PDHG) algorithm have enabled GPUs to efficiently solve large linear programming problems, often faster than the long-dominant simplex and interior-point methods. The solutions found by…

Optimization and Control · Mathematics 2025-11-19 Edward Rothberg

Linear Programming (LP) is a foundational optimization technique with widespread applications in finance, energy trading, and supply chain logistics. However, traditional Central Processing Unit (CPU)-based LP solvers often struggle to meet…

Optimization and Control · Mathematics 2025-08-26 Xiyan Hu , Titus Parker , Connor Phillips , Yifa Yu

Accelerated algorithms have broad applications in large-scale optimization, due to their generality and fast convergence. However, their stability in the practical setting of noise-corrupted gradient oracles is not well-understood. This…

Optimization and Control · Mathematics 2018-08-01 Michael B. Cohen , Jelena Diakonikolas , Lorenzo Orecchia

Adaptive finite elements combined with geometric multigrid solvers are one of the most efficient numerical methods for problems such as the instationary Navier-Stokes equations. Yet despite their efficiency, computations remain expensive…

Numerical Analysis · Mathematics 2025-12-23 Manuel Liebchen , Robert Jendersie , Utku Kaya , Christian Lessig , Thomas Richter

We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…

Numerical Analysis · Mathematics 2025-10-30 Michael F. Herbst , Bonan Sun

Support for lower precision computation is becoming more common in accelerator hardware due to lower power usage, reduced data movement and increased computational performance. However, computational science and engineering (CSE) problems…

Numerical Analysis · Mathematics 2021-05-18 Jennifer A. Loe , Christian A. Glusa , Ichitaro Yamazaki , Erik G. Boman , Sivasankaran Rajamanickam

The answers to data assimilation questions can be expressed as path integrals over all possible state and parameter histories. We show how these path integrals can be evaluated numerically using a Markov Chain Monte Carlo method designed to…

Computational Physics · Physics 2015-05-27 John C. Quinn , Henry D. I. Abarbanel

Context. Numerical solutions to transfer problems of polarized radiation in solar and stellar atmospheres commonly rely on stationary iterative methods, which often perform poorly when applied to large problems. In recent times, stationary…

Numerical Analysis · Mathematics 2021-12-08 Pietro Benedusi , Gioele Janett , Luca Belluzzi , Rolf Krause

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

We investigate the propagation of acoustic singular surfaces, specifically, linear shock waves and nonlinear acceleration waves, in a class of inhomogeneous gases whose ambient mass density varies exponentially. Employing the mathematical…

Numerical Analysis · Mathematics 2023-06-08 Bailey Rester , James V. Lambers , Pedro M. Jordan

Block Krylov methods have recently gained a lot of attraction. Due to their increased arithmetic intensity they offer a promising way to improve performance on modern hardware. Recently Frommer et al. presented a block Krylov framework that…

Numerical Analysis · Mathematics 2019-12-30 Nils-Arne Dreier , Christian Engwer

In this article, we propose an accuracy-assuring technique for finding a solution for unsymmetric linear systems. Such problems are related to different areas such as image processing, computer vision, and computational fluid dynamics.…

Mathematical Software · Computer Science 2024-04-23 Mykhailo Havdiak , Jose I. Aliaga , Roman Iakymchuk

We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…

Optimization and Control · Mathematics 2025-10-31 Akif Çördük , Piotr Sielski , Alice Boucher , Kumar Aatish

This paper introduces a framework for solving alternating current optimal power flow (ACOPF) problems using graphics processing units (GPUs). While GPUs have demonstrated remarkable performance in various computing domains, their…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Mihai Anitescu

In the present paper, we propose Krylov-based methods for solving large-scale differential Sylvester matrix equations having a low rank constant term. We present two new approaches for solving such differential matrix equations. The first…

Numerical Analysis · Mathematics 2017-07-10 M. Hached , K. Jbilou

The entropy-stable discontinuous Galerkin method for compressible Euler equations with buoyancy is implemented on graphics processing unit (GPU) hardware. We measure the performance of the solver on three-dimensional problems: the rising…

Numerical Analysis · Mathematics 2026-05-19 Henry Waterhouse , Maciej Waruszewski , Lucas C. Wilcox , Francis X. Giraldo

Pipelined Krylov methods seek to ameliorate the latency due to inner products necessary for projection by overlapping it with the computation associated with sparse matrix-vector multiplication. We clarify a folk theorem that this can only…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-17 Hannah Morgan , Matthew G. Knepley , Patrick Sanan , L. Ridgway Scott

Finding fast yet accurate numerical solutions to the Helmholtz equation remains a challenging task. The pollution error (i.e. the discrepancy between the numerical and analytical wave number k) requires the mesh resolution to be kept fine…

Numerical Analysis · Mathematics 2021-02-24 Vandana Dwarka , Roel Tielen , Matthias Möller , Kees Vuik

Hybrid CPU-GPU algorithms for Algebraic Multigrid methods (AMG) to efficiently utilize both CPU and GPU resources are presented. In particular, hybrid AMG framework focusing on minimal utilization of GPU memory with performance on par with…

Mathematical Software · Computer Science 2020-07-02 Sashikumaar Ganesan , Manan Shah
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