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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…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-06 Felix Kwok , Djahou N Tognon

Large scale, inverse problem solving deep learning algorithms have become an essential part of modern research and industrial applications. The complexity of the underlying inverse problem often poses challenges to the algorithm and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-07-02 Daniel Lersch , Malachi Schram , Zhenyu Dai , Kishansingh Rajput , Xingfu Wu , N. Sato , J. Taylor Childers

We present algorithms to work with iterated Eisenstein integrals that have recently appeared in the computation of multi-loop Feynman integrals. These algorithms allow one to analytically continue these integrals to all regions of the…

High Energy Physics - Theory · Physics 2020-03-18 Claude Duhr , Lorenzo Tancredi

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

Numerical Analysis · Mathematics 2009-09-16 Stefan Engblom

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

Time-series datasets are central in machine learning with applications in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs),…

Machine Learning · Computer Science 2024-06-17 Emilie Chouzenoux , Victor Elvira

Due to rapid data growth, statistical analysis of massive datasets often has to be carried out in a distributed fashion, either because several datasets stored in separate physical locations are all relevant to a given problem, or simply to…

Computation · Statistics 2016-02-08 Matthias Katzfuss , Dorit Hammerling

The purpose of this article is to propose ODE based approaches for the numerical evaluation of matrix functions $f(A)$, a question of major interest in the numerical linear algebra. To this end, we model $f(A)$ as the solution at a finite…

Numerical Analysis · Mathematics 2015-06-01 Jean-Paul Chehab , Madalina Petcu

The multigrid-reduction-in-time (MGRIT) technique has proven to be successful in achieving higher run-time speedup by exploiting parallelism in time. The goal of this article is to develop and analyze a MGRIT algorithm, using FCF-relaxation…

Numerical Analysis · Mathematics 2021-02-10 Xiaoqiang Yue , Kejia Pan , Jie Zhou , Zhifeng Weng , Shi Shu , Juan Tang

This paper presents parallel-in-time state estimation methods for systems with Slow-Rate inTegrated Measurements (SRTM). Integrated measurements are common in various applications, and they appear in analysis of data resulting from…

Computation · Statistics 2024-10-02 Fatemeh Yaghoobi , Simo Särkkä

The Massive Parallel Computation (MPC) model is a theoretical framework for popular parallel and distributed platforms such as MapReduce, Hadoop, or Spark. We consider the task of computing a large matching or small vertex cover in this…

Data Structures and Algorithms · Computer Science 2018-07-24 Krzysztof Onak

Over the last two decades, frameworks for distributed-memory parallel computation, such as MapReduce, Hadoop, Spark and Dryad, have gained significant popularity with the growing prevalence of large network datasets. The Massively Parallel…

Data Structures and Algorithms · Computer Science 2022-07-19 Amartya Shankha Biswas , Talya Eden , Quanquan C. Liu , Slobodan Mitrović , Ronitt Rubinfeld

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,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

We propose a parareal based time parallelization scheme in the phase-space for the particle-in-Fourier (PIF) discretization of the Vlasov-Poisson system used in kinetic plasma simulations. We use PIF with a coarse tolerance for the…

Numerical Analysis · Mathematics 2025-06-17 Sriramkrishnan Muralikrishnan , Robert Speck

In this article, we introduce parallel-in-time methods for state and parameter estimation in general nonlinear non-Gaussian state-space models using the statistical linear regression and the iterated statistical posterior linearization…

Computation · Statistics 2023-04-06 Fatemeh Yaghoobi , Adrien Corenflos , Sakira Hassan , Simo Särkkä

In this paper, we design, analyze and implement efficient time parallel method for a class of fourth order time-dependent partial differential equations (PDEs), namely biharmonic heat equation, linearized Cahn-Hilliard (CH) equation and the…

Numerical Analysis · Mathematics 2023-04-28 Gobinda Garai , Bankim C. Mandal

The paper presents a combination of the time-parallel "parallel full approximation scheme in space and time" (PFASST) with a parallel multigrid method (PMG) in space, resulting in a mesh-based solver for the three-dimensional heat equation…

Numerical Analysis · Computer Science 2015-07-28 Robert Speck , Daniel Ruprecht , Matthew Emmett , Matthias Bolten , Rolf Krause

Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…

Machine Learning · Computer Science 2014-10-24 Jingbo Shang , Tianqi Chen , Hang Li , Zhengdong Lu , Yong Yu

Iterative methods are widely used for solving partial differential equations (PDEs). However, the difficulty in eliminating global low-frequency errors significantly limits their convergence speed. In recent years, neural networks have…

Computational Physics · Physics 2024-10-10 Daiwei Dong , Wei Suo , Jiaqing Kou , Weiwei Zhang

Fixpoint iteration constitutes the algorithmic core of static analyzers. Parallelizing the fixpoint engine can significantly reduce analysis times. Previous approaches typically fix the granularity of tasks upfront, e.g., at the level of…

Programming Languages · Computer Science 2026-02-09 Ali Rasim Kocal , Michael Schwarz , Simmo Saan , Helmut Seidl
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