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Recent years have seen massive time-series data generated in many areas. This different scenario brings new challenges, particularly in terms of data ingestion, where existing technologies struggle to handle such massive time-series data,…

Databases · Computer Science 2024-06-11 Shuhui Wang , Zihan Sun , Chaochen Hu , Chao Li , Yong Zhang , Yandong Yao , Hao Wang , Chunxiao Xing

In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…

Numerical Analysis · Mathematics 2021-06-02 Yalchin Efendiev , Sai-Mang Pun , Petr N. Vabishchevich

The scalable solution of large sparse linear systems is a bottleneck in scientific computing and graph analysis. While algebraic multigrid (AMG) offers optimal linear scaling, its performance is severely constrained by the trade-off between…

Machine Learning · Computer Science 2026-05-27 Yali Fink , Ido Ben-Yair , Lars Ruthotto , Eran Treister

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-03 Lev Kazakovtsev

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where…

Numerical Analysis · Mathematics 2010-11-30 X. Dai , C. Le Bris , F. Legoll , Y. Maday

Recent studies have shown that gradient descent (GD) can achieve improved generalization when its dynamics exhibits a chaotic behavior. However, to obtain the desired effect, the step-size should be chosen sufficiently large, a task which…

Machine Learning · Statistics 2022-10-25 Soon Hoe Lim , Yijun Wan , Umut Şimşekli

Multigrid algorithms are among the fastest iterative methods known today for solving large linear and some non-linear systems of equations. Greatly optimized for serial operation, they still have a great potential for parallelism not fully…

Numerical Analysis · Computer Science 2011-08-11 Julian Becerra-Sagredo , Carlos Malaga , Francisco Mandujano

Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and…

Numerical Analysis · Mathematics 2015-06-17 Andrew Christlieb , Wei Guo , Maureen Morton , Jing-Mei Qiu

We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Richard Dobbins , Mitchell Smooke

Learning the governing equations in dynamical systems from time-varying measurements is of great interest across different scientific fields. This task becomes prohibitive when such data is moreover highly corrupted, for example, due to the…

Dynamical Systems · Mathematics 2016-07-20 Giang Tran , Rachel Ward

An efficient multigrid framework is developed for the time marching of steady-state compressible flows with a spatially high-order ($p$-order polynomial) modal discontinuous Galerkin method. The core algorithm that based on a global…

Computational Physics · Physics 2018-07-04 Shu-Jie Li

For the numerical solution of time-dependent partial differential equations, time-parallel methods have recently shown to provide a promising way to extend prevailing strong-scaling limits of numerical codes. One of the most complex methods…

Numerical Analysis · Mathematics 2016-03-14 Matthias Bolten , Dieter Moser , Robert Speck

Many clustering applications in machine learning and data mining rely on solving metric-constrained optimization problems. These problems are characterized by $O(n^3)$ constraints that enforce triangle inequalities on distance variables…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-30 Cameron Ruggles , Nate Veldt , David F. Gleich

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…

Numerical Analysis · Mathematics 2020-04-27 Hanno Gottschalk , Karsten Kahl

We investigate the problem of minimizing the expectation of smooth nonconvex functions in a distributed setting with multiple parallel workers that are able to compute stochastic gradients. A significant challenge in this context is the…

Optimization and Control · Mathematics 2025-06-16 Artavazd Maranjyan , Omar Shaikh Omar , Peter Richtárik

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

We consider the parallel-in-time solution of hyperbolic partial differential equation (PDE) systems in one spatial dimension, both linear and nonlinear. In the nonlinear setting, the discretized equations are solved with a preconditioned…

Numerical Analysis · Mathematics 2025-10-10 O. A. Krzysik , H. De Sterck , R. D. Falgout , J. B. Schroder

In 2008, Maday and Ronquist introduced an interesting new approach for the direct parallel-in-time (PinT) solution of time-dependent PDEs. The idea is to diagonalize the time stepping matrix, keeping the matrices for the space…

Numerical Analysis · Mathematics 2021-04-15 Martin J. Gander , Jun Liu , Shu-Lin Wu , Xiaoqiang Yue , Tao Zhou

Least-squares Petrov--Galerkin (LSPG) model-reduction techniques such as the Gauss--Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible…

Numerical Analysis · Computer Science 2016-08-18 Kevin Carlberg , Matthew Barone , Harbir Antil