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This report provides an introduction to algorithms for fundamental linear algebra problems on various parallel computer architectures, with the emphasis on distributed-memory MIMD machines. To illustrate the basic concepts and key issues,…

Data Structures and Algorithms · Computer Science 2015-03-17 Richard P. Brent

In this paper we propose an improved fast iterative method to solve the Eikonal equation, which can be implemented in parallel. We improve the fast iterative method for Eikonal equation in two novel ways, in the value update and in the…

Numerical Analysis · Mathematics 2021-08-03 Yuhao Huang

In order to obtain more accurate solutions of polynomial systems with numerical continuation methods we use multiprecision arithmetic. Our goal is to offset the overhead of double double arithmetic accelerating the path trackers and in…

Mathematical Software · Computer Science 2012-01-04 Jan Verschelde , Genady Yoffe

This paper presents high-order numerical methods for solving boundary value problems associated with the Lane-Emden equation, which frequently arises in astrophysics and various nonlinear models. A major challenge in studying this equation…

Numerical Analysis · Mathematics 2025-08-28 Dang Quang A , Nguyen Thanh Huong , Vu Vinh Quang

In this work, we consider parabolic models with dynamic boundary conditions and parabolic bulk-surface problems in 3D. Such partial differential equations based models describe phenomena that happen both on the surface and in the…

Numerical Analysis · Mathematics 2020-02-07 Yekaterina Epshteyn , Qing Xia

A parallel splitting method is proposed for solving systems of coupled monotone inclusions in Hilbert spaces. Convergence is established for a wide class of coupling schemes. Unlike classical alternating algorithms, which are limited to two…

Optimization and Control · Mathematics 2009-02-26 H. Attouch , L. M. Briceno-Arias , P. L. Combettes

Parallel computing is a standard approach to achieving high-performance computing (HPC). Three commonly used methods to implement parallel computing include: 1) applying multithreading technology on single-core or multi-core CPUs; 2)…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-18 Xinyao Yi

We introduce a family of proximal discontinuous Galerkin methods for variational inequalities, focusing on the obstacle problem as a didactic example. Each member of this family is born from applying a different well-known nonconforming…

Numerical Analysis · Mathematics 2026-04-23 Alexandre Ern , Brendan Keith , Dohyun Kim , Rami Masri , Beatrice Riviere

This paper develops a structure-preserving numerical integration scheme for a class of higher-order mechanical systems. The dynamics of these systems are governed by invariant variational principles defined on higher-order tangent bundles…

Dynamical Systems · Mathematics 2013-10-11 Christopher L. Burnett , Darryl D. Holm , David M. Meier

We here investigate the efficient implementation of the energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) recently introduced for the numerical solution of Hamiltonian problems. In this note, we describe an…

Numerical Analysis · Mathematics 2013-10-22 Luigi Brugnano , Gianluca Frasca Caccia , Felice Iavernaro

In many applications of practical interest, solutions of partial differential equation models arise as critical points of an underlying (energy) functional. If such solutions are saddle points, rather than being maxima or minima, then the…

Numerical Analysis · Mathematics 2020-09-07 Pascal Heid , Thomas P. Wihler

In this paper, we discuss software design issues related to the development of parallel computational intelligence algorithms on multi-core CPUs, using the new Java 8 functional programming features. In particular, we focus on probabilistic…

Artificial Intelligence · Computer Science 2017-07-10 Andres R. Masegosa , Ana M. Martinez , Hanen Borchani

Principal component analysis (PCA) is a key statistical technique for multivariate data analysis. For large data sets the common approach to PCA computation is based on the standard NIPALS-PCA algorithm, which unfortunately suffers from…

Quantitative Methods · Quantitative Biology 2008-11-10 M. Andrecut

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. In this paper we present a method to construct symplectic-momentum integrators for…

Numerical Analysis · Mathematics 2014-11-07 Leonardo Colombo , Sebastián Ferraro , David Martín de Diego

The Parareal algorithm allows to solve evolution problems exploiting parallelization in time. Its convergence and stability have been proved under the assumption of regular (smooth) inputs. We present and analyze here a new Parareal…

Numerical Analysis · Mathematics 2019-04-09 Martin J. Gander , Iryna Kulchytska-Ruchka , Innocent Niyonzima , Sebastian Schöps

The finite cell method is a highly flexible discretization technique for numerical analysis on domains with complex geometries. By using a non-boundary conforming computational domain that can be easily meshed, automatized computations on a…

Different possible sources are discussed for enhancement of the calculation time when solving ordinary differential equations systems to forecast space objects' motion. This paper presents an approach for building an integrator of ordinary…

Space Physics · Physics 2010-03-02 Atanas Marinov Atanassov

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

Variational inequality problems are recognized for their broad applications across various fields including machine learning and operations research. First-order methods have emerged as the standard approach for solving these problems due…

Optimization and Control · Mathematics 2025-03-24 Liang Zhang , Niao He , Michael Muehlebach

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe