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In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…

Numerical Analysis · Mathematics 2024-08-01 E. Gobet , J. G. López-Salas , P. Turkedjiev , C. Vázquez

In this work, we present a parallel scheme for machine learning of partial differential equations. The scheme is based on the decomposition of the training data corresponding to spatial subdomains, where an individual neural network is…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-03 Amin Totounferoush , Neda Ebrahimi Pour , Sabine Roller , Miriam Mehl

We present an in-place algorithm for the partition problem that has linear work and polylogarithmic span. The algorithm uses only exclusive read/write shared variables, and can be implemented using parallel-for-loops without any additional…

Data Structures and Algorithms · Computer Science 2020-07-10 William Kuszmaul , Alek Westover

Partitioning graphs into blocks of roughly equal size such that few edges run between blocks is a frequently needed operation in processing graphs. Recently, size, variety, and structural complexity of these networks has grown dramatically.…

Data Structures and Algorithms · Computer Science 2018-10-16 Yaroslav Akhremtsev , Peter Sanders , Christian Schulz

Balanced partitioning is often a crucial first step in solving large-scale graph optimization problems, e.g., in some cases, a big graph can be chopped into pieces that fit on one machine to be processed independently before stitching the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-10 Kevin Aydin , MohammadHossein Bateni , Vahab Mirrokni

Partitioning a graph into blocks of roughly equal weight while cutting only few edges is a fundamental problem in computer science with numerous practical applications. While shared-memory parallel partitioners have recently matured to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-06 Peter Sanders , Daniel Seemaier

The predominance of Kohn-Sham density functional theory (KS-DFT) for the theoretical treatment of large experimentally relevant systems in molecular chemistry and materials science relies primarily on the existence of efficient software…

Computational Physics · Physics 2020-07-08 David B. Williams-Young , Wibe A. de Jong , Hubertus J. J. van Dam , Chao Yang

We investigate numerous structural connections between numerical algorithms for partial differential equations (PDEs) and neural architectures. Our goal is to transfer the rich set of mathematical foundations from the world of PDEs to…

Numerical Analysis · Mathematics 2022-03-22 Tobias Alt , Karl Schrader , Matthias Augustin , Pascal Peter , Joachim Weickert

Partial differential equation (PDE) models with multiple temporal/spatial scales are prevalent in several disciplines such as physics, engineering, and many others. These models are of great practical importance but notoriously difficult to…

Numerical Analysis · Mathematics 2023-04-17 Junpeng Hu , Shi Jin , Lei Zhang

Sparse compiler is a promising solution for sparse tensor algebra optimization. In compiler implementation, reduction in sparse-dense hybrid algebra plays a key role in performance. Though GPU provides various reduction semantics that can…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-10 Genghan Zhang , Yuetong Zhao , Yanting Tao , Zhongming Yu , Guohao Dai , Sitao Huang , Yuan Wen , Pavlos Petoumenos , Yu Wang

The acceleration of sparse matrix computations on modern many-core processors, such as the graphics processing units (GPUs), has been recognized and studied over a decade. Significant performance enhancements have been achieved for many…

Mathematical Software · Computer Science 2017-10-16 Ruipeng Li

We explore how the big-three computing paradigms -- symmetric multi-processor (SMC), graphical processing units (GPUs), and cluster computing -- can together be brought to bare on large-data Gaussian processes (GP) regression problems via a…

Computation · Statistics 2014-06-05 Robert B. Gramacy , Jarad Niemi , Robin M. Weiss

The problem of solving a system of polynomial equations is one of the most fundamental problems in applied mathematics. Among them, the problem of solving a system of binomial equations form a important subclass for which specialized…

Algebraic Geometry · Mathematics 2015-03-03 Tianran Chen , Dhagash Mehta

We present a novel parallelisation scheme that simplifies the adaptation of learning algorithms to growing amounts of data as well as growing needs for accurate and confident predictions in critical applications. In contrast to other…

Machine Learning · Computer Science 2018-10-09 Michael Kamp , Mario Boley , Olana Missura , Thomas Gärtner

Graph partitioning has been an important tool to partition the work among several processors to minimize the communication cost and balance the workload. While accelerator-based supercomputers are emerging to be the standard, the use of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-04 Seher Acer , Erik G Boman , Christian A Glusa , Sivasankaran Rajamanickam

Acceleration of graph applications on GPUs has found large interest due to the ubiquitous use of graph processing in various domains. The inherent \textit{irregularity} in graph applications leads to several challenges for parallelization.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-02 Ananya Raval , Rupesh Nasre , Vivek Kumar , Vasudevan R , Sathish Vadhiyar , Keshav Pingali

We consider the problem of finding the $k^{th}$ highest element in a totally ordered set of $n$ elements (select), and partitioning a totally ordered set into the top $k$ and bottom $n-k$ elements (partition) using pairwise comparisons.…

Data Structures and Algorithms · Computer Science 2016-03-17 Mark Braverman , Jieming Mao , S. Matthew Weinberg

Structured Cartesian grids are a fundamental component in numerical simulations. Although these grids facilitate straightforward discretization schemes, their na\"{i}ve use in sparse domains leads to excessive memory overhead and…

Computational Engineering, Finance, and Science · Computer Science 2025-12-15 Fan Gu , Xiangyu Hu

Emerging non-volatile main memory (NVRAM) technologies provide byte-addressability, low idle power, and improved memory-density, and are likely to be a key component in the future memory hierarchy. However, a critical challenge in achieving…

Data Structures and Algorithms · Computer Science 2019-08-22 Guy E. Blleloch , Yan Gu

This paper proposes a combination of a hybrid CPU--GPU and a pure GPU software implementation of a direct algorithm for solving shifted linear systems $(A - \sigma I)X = B$ with large number of complex shifts $\sigma$ and multiple…

Mathematical Software · Computer Science 2017-08-24 Nela Bosner , Zvonimir Bujanović , Zlatko Drmač