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The following paper discusses the application of a multigrid-in-time scheme to Least Squares Shadowing (LSS), a novel sensitivity analysis method for chaotic dynamical systems. While traditional sensitivity analysis methods break down for…

Numerical Analysis · Mathematics 2013-12-10 Patrick Blonigan , Qiqi Wang

Algebraic multigrid (AMG) is one of the most widely used solution techniques for linear systems of equations arising from discretized partial differential equations. The popularity of AMG stems from its potential to solve linear systems in…

Numerical Analysis · Mathematics 2026-04-03 Carlo Janna , Andrea Franceschini , Jacob B. Schroder , Luke Olson

A multigrid scheme is proposed for the pressure equation of the incompressible unsteady fluid flow equations, allowing efficient implementation on clusters of modern CPUs, many integrated core devices (MICs), and graphics processing units…

Numerical Analysis · Mathematics 2014-08-19 György Tegze , Gyula I. Tóth

In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…

Numerical Analysis · Mathematics 2018-09-05 Long Teng , Aleksandr Lapitckii , Michael Günther

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

With the growing complexity and capability of contemporary robotic systems, the necessity of sophisticated computing solutions to efficiently handle tasks such as real-time processing, sensor integration, decision-making, and control…

Robotics · Computer Science 2025-09-09 Md Rafid Islam

Differential equations arising in many practical applications are characterized by multiple time scales. Multirate time integration seeks to solve them efficiently by discretizing each scale with a different, appropriate time step, while…

Numerical Analysis · Computer Science 2022-02-03 Adrian Sandu

Thread-level parallelism in irregular applications with mutable data dependencies presents challenges because the underlying data is extensively modified during execution of the algorithm and a high degree of parallelism must be realized…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-19 Georgios Rokos , Gerard J. Gorman , Kristian Ejlebjerg Jensen , Paul H. J. Kelly

We introduce and analyze different strategies for the parallel-in-time integration method PFASST to recover from hard faults and subsequent data loss. Since PFASST stores solutions at multiple time steps on different processors, information…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-21 Robert Speck , Daniel Ruprecht

In this paper we proposed two new quasi-boundary value methods for regularizing the ill-posed backward heat conduction problems. With a standard finite difference discretization in space and time, the obtained all-at-once nonsymmetric…

Numerical Analysis · Mathematics 2021-07-15 Jun Liu

The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small…

Numerical Analysis · Mathematics 2021-01-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Markus Clemens , Sebastian Schöps

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

Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…

Optimization and Control · Mathematics 2018-11-02 William Pettersson , Melih Ozlen

The precise mechanisms responsible for the natural dynamos in the Earth and Sun are still not fully understood. Numerical simulations of natural dynamos are extremely computationally intensive, and are carried out in parameter regimes many…

Computational Physics · Physics 2020-04-01 Andrew T. Clarke , Christopher J. Davies , Daniel Ruprecht , Steven M. Tobias

Problems from graph drawing, spectral clustering, network flow and graph partitioning can all be expressed in terms of graph Laplacian matrices. There are a variety of practical approaches to solving these problems in serial. However, as…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-12 Tristan Konolige , Jed Brown

Reduction multigrids have recently shown good performance in hyperbolic problems without the need for Gauss-Seidel smoothers. When applied to the hyperbolic limit of the Boltzmann Transport Equation (BTE), these methods result in very close…

Numerical Analysis · Mathematics 2024-08-16 S. Dargaville , R. P. Smedley-Stevenson , P. N. Smith , C. C. Pain

We investigate the problem of minimizing the expectation of smooth nonconvex functions in a distributed setting with multiple parallel workers that are able to compute stochastic gradients. A significant challenge in this context is the…

Optimization and Control · Mathematics 2025-06-16 Artavazd Maranjyan , Omar Shaikh Omar , Peter Richtárik

A framework is presented to design multirate time stepping algorithms for two dissipative models with coupling across a physical interface. The coupling takes the form of boundary conditions imposed on the interface, relating the solution…

Numerical Analysis · Mathematics 2021-12-14 Jeffrey M. Connors , K. Chad Sockwell

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…

Optimization and Control · Mathematics 2022-06-22 Sebastián J. Ferraro , David Martín de Diego , Rodrigo Takuro Sato Martín de Almagro
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