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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…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-02 Fatemeh Yaghoobi , Adrien Corenflos , Sakira Hassan , Simo Särkkä

In the realm of big data and machine learning, data-parallel, distributed stochastic algorithms have drawn significant attention in the present days.~While the synchronous versions of these algorithms are well understood in terms of their…

Optimization and Control · Mathematics 2020-04-07 Atal Narayan Sahu , Aritra Dutta , Aashutosh Tiwari , Peter Richtárik

A new method for the simulation of evolving multi-domains problems has been introduced in a previous work (RealIMotion), Florez et al. (2020). In this article further developments of the model will be presented. The main focus here is a…

Computational Engineering, Finance, and Science · Computer Science 2023-07-19 Sebastian Florez , Julien Fausty , Karen Alvarado , Brayan Murgas , Marc Bernacki

Complexity of the Operations Research Theory tasks can be often diminished in cases that do not require finding the exact solution. For example, forecasting two-dimensional hierarchical time series leads us to the transportation problem…

Optimization and Control · Mathematics 2019-09-06 S. V. Rotin , I. V. Gusakov , V. Ya. Gusakov

This paper presents a multilevel convergence framework for multigrid-reduction-in-time (MGRIT) as a generalization of previous two-grid estimates. The framework provides a priori upper bounds on the convergence of MGRIT V- and F-cycles,…

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…

Numerical Analysis · Mathematics 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

Time-parallel algorithms seek greater concurrency by decomposing the temporal domain of a Partial Differential Equation (PDE), providing possibilities for accelerating the computation of its solution. While parallelisation in time has…

Numerical Analysis · Mathematics 2021-04-20 Federico Danieli , Scott MacLachlan

A technique for the enhancement of point targets in clutter is described. The local 3-D spectrum at each pixel is estimated recursively. An optical flow-field for the textured background is then generated using the 3-D autocorrelation…

Computer Vision and Pattern Recognition · Computer Science 2015-08-25 Hugh L. Kennedy

In recent years, there has been renewed interest in closing the performance gap between state-of-the-art planning solvers and generalized planning (GP), a research area of AI that studies the automated synthesis of algorithmic-like…

Artificial Intelligence · Computer Science 2024-08-05 Alejandro Fernández-Alburquerque , Javier Segovia-Aguas

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

Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-06 Liang Wang , Ben Catterall , Richard Mortier

The high cost of sequential time integration is one major constraint that limits the speedup of a time-parallel algorithm like the Parareal algorithm due to the difficulty of coarsening time steps in a stiff numerical problem. To address…

Computational Physics · Physics 2025-03-06 Weifan Liu

Sequential models, such as Recurrent Neural Networks and Neural Ordinary Differential Equations, have long suffered from slow training due to their inherent sequential nature. For many years this bottleneck has persisted, as many thought…

Machine Learning · Computer Science 2024-01-17 Yi Heng Lim , Qi Zhu , Joshua Selfridge , Muhammad Firmansyah Kasim

Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying…

Numerical Analysis · Mathematics 2015-05-20 Andrew Binder , Tony Lelièvre , Gideon Simpson

The design and implementation of parallel algorithms is a fundamental task in computer algebra. Combining the computer algebra system Singular and the workflow management system GPI-Space, we have developed an infrastructure for massively…

Algebraic Geometry · Mathematics 2020-10-16 Janko Boehm , Anne Frühbis-Krüger , Mirko Rahn

Parallel machine scheduling has been extensively studied in the past decades, with applications ranging from production planning to job processing in large computing clusters. In this work we study some of these fundamental optimization…

Data Structures and Algorithms · Computer Science 2015-09-08 Yael Mordechai

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

In this paper, a novel parallel hybrid iterative method is proposed for finding a common element of the set of solutions of a system of equilibrium problems, the set of solutions of variational inequalities for inverse strongly monotone…

Optimization and Control · Mathematics 2015-10-28 Dang Van Hieu

Parallel parameterized complexity theory studies how fixed-parameter tractable (fpt) problems can be solved in parallel. Previous theoretical work focused on parallel algorithms that are very fast in principle, but did not take into account…

Data Structures and Algorithms · Computer Science 2019-02-21 Max Bannach , Malte Skambath , Till Tantau