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Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…

Numerical Analysis · Mathematics 2024-12-02 Colby Fronk , Linda Petzold

In the recent years, multi-core processor designs have found their way into many computing devices. To exploit the capabilities of such devices in the best possible way, signal processing algorithms have to be adapted to an operation in…

Image and Video Processing · Electrical Eng. & Systems 2022-07-04 Jürgen Seiler , André Kaup

In this paper we review the parallel solution of sparse linear systems, usually deriving by the discretization of ODE-IVPs or ODE-BVPs. The approach is based on the concept of parallel factorization of a (block) tridiagonal matrix. This…

Numerical Analysis · Mathematics 2010-01-13 Pierluigi Amodio , Luigi Brugnano

Diffusion models (DMs) have achieved state-of-the-art generative performance but suffer from high sampling latency due to their sequential denoising nature. Existing solver-based acceleration methods often face significant image quality…

Computer Vision and Pattern Recognition · Computer Science 2026-03-06 Ruoyu Wang , Ziyu Li , Beier Zhu , Liangyu Yuan , Hanwang Zhang , Xun Yang , Xiaojun Chang , Chi Zhang

In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…

Numerical Analysis · Mathematics 2016-01-12 Alejandra Gaitán Montejo , Octavio A. Michel-Manzo , César A. Terrero-Escalante

A new fast multipole formulation for solving elliptic difference equations on unbounded domains and its parallel implementation are presented. These difference equations can arise directly in the description of physical systems, e.g.…

Computational Physics · Physics 2016-04-08 Sebastian Liska , Tim Colonius

The advent of efficient interior point optimization methods has enabled the tractable solution of large-scale linear and nonlinear programming (NLP) problems. A prominent example of such a method is seen in Ipopt, a widely-used, open-source…

Optimization and Control · Mathematics 2019-09-19 Byron Tasseff , Carleton Coffrin , Andreas Wächter , Carl Laird

In the present work, we study how to develop an efficient solver for the fast resolution of large and sparse linear systems that occur while discretizing elliptic partial differential equations using isogeometric analysis. Our new approach…

Numerical Analysis · Mathematics 2024-12-31 Abdellatif Mouhssine , Ahmed Ratnani , Hassane Sadok

The neural ordinary differential equation (neural ODE) model has attracted increasing attention in time series analysis for its capability to process irregular time steps, i.e., data are not observed over equally-spaced time intervals. In…

Machine Learning · Computer Science 2021-07-23 Mingyuan Bai , S. T. Boris Choy , Junping Zhang , Junbin Gao

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…

Mathematical Software · Computer Science 2026-05-25 Xiaoye Sherry Li , Yang Liu

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

We investigate the parallel performance of Parallel Spectral Deferred corrections, a numerical approach that provides small-scale parallelism for the numerical solution of initial value problems. The scheme is applied to the shallow-water…

Computational Engineering, Finance, and Science · Computer Science 2026-03-04 Philip Freese , Sebastian Götschel , Thibaut Lunet , Daniel Ruprecht , Martin Schreiber

Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…

Numerical Analysis · Mathematics 2024-12-03 Colby Fronk , Linda Petzold

Modern multi-core systems have a large number of design parameters, most of which are discrete-valued, and this number is likely to keep increasing as chip complexity rises. Further, the accurate evaluation of a potential design choice is…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-15 Neha V. Karanjkar , Madhav P. Desai

System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu , Ioan Dumitrache

This survey provides an overview of state-of-the art multirate schemes, which exploit the different time scales in the dynamics of a differential equation model by adapting the computational costs to different activity levels of the system.…

Numerical Analysis · Mathematics 2025-05-27 Michael Günther , Adrian Sandu

The task of integrating a large number of independent ODE systems arises in various scientific and engineering areas. For nonstiff systems, common explicit integration algorithms can be used on GPUs, where individual GPU threads…

Mathematical Software · Computer Science 2016-11-09 Kyle E Niemeyer , Chih-Jen Sung

As multicore computing is now standard, it seems irresponsible for constraints researchers to ignore the implications of it. Researchers need to address a number of issues to exploit parallelism, such as: investigating which constraint…

Artificial Intelligence · Computer Science 2018-03-30 Ian P. Gent , Ciaran McCreesh , Ian Miguel , Neil C. A. Moore , Peter Nightingale , Patrick Prosser , Chris Unsworth

In this set of papers we formulate a stand alone method to derive maximal number of linearizing transformations for nonlinear ordinary differential equations (ODEs) of any order including coupled ones from a knowledge of fewer number of…

Exactly Solvable and Integrable Systems · Physics 2012-01-26 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new…

Numerical Analysis · Mathematics 2026-02-20 Songchen Tan , Oscar Smith , Christopher Rackauckas