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We develop a GPU-accelerated dynamic programming (DP) method for valuing, operating, and bidding energy storage under multistage stochastic electricity prices. Motivated by computational limitations in existing models, we formulate DP…

Optimization and Control · Mathematics 2025-11-20 Thomas Lee , Andy Sun

First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers…

Machine Learning · Computer Science 2020-02-05 Chih-Hao Fang , Sudhir B Kylasa , Fred Roosta , Michael W. Mahoney , Ananth Grama

Dynamic programming (DP) is a cornerstone of combinatorial optimization, yet its inherently sequential structure has long limited its scalability in scenario-based stochastic programming (SP). This paper introduces a GPU-accelerated…

Optimization and Control · Mathematics 2025-11-25 Jingyi Zhao , Linxin Yang , Haohua Zhang , Tian Ding

This paper presents efforts to improve the hierarchical parallelism of a two scale simulation code. Two methods to improve the GPU parallel performance were developed and compared. The first used the NVIDIA Multi-Process Service and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-15 Jacob Merson , Mark S. Shephard

We propose a framework for training neural networks that are coupled with partial differential equations (PDEs) in a parallel computing environment. Unlike most distributed computing frameworks for deep neural networks, our focus is to…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-25 Kailai Xu , Weiqiang Zhu , Eric Darve

We leverage physics-embedded differentiable graph network simulators (GNS) to accelerate particulate and fluid simulations to solve forward and inverse problems. GNS represents the domain as a graph with particles as nodes and learned…

Geophysics · Physics 2023-09-26 Krishna Kumar , Yongjin Choi

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Computational Engineering, Finance, and Science · Computer Science 2024-01-26 Kasia Świrydowicz , Nicholson Koukpaizan , Maksudul Alam , Shaked Regev , Michael Saunders , Slaven Peleš

Mixture-of-Experts (MoE) models, though highly effective for various machine learning tasks, face significant deployment challenges on memory-constrained devices. While GPUs offer fast inference, their limited memory compared to CPUs means…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-06 Yujie Zhang , Shivam Aggarwal , Tulika Mitra

This paper introduces JAX-FEM, an open-source differentiable finite element method (FEM) library. Constructed on top of Google JAX, a rising machine learning library focusing on high-performance numerical computing, JAX-FEM is implemented…

Mathematical Software · Computer Science 2023-06-28 Tianju Xue , Shuheng Liao , Zhengtao Gan , Chanwook Park , Xiaoyu Xie , Wing Kam Liu , Jian Cao

We present a fast, differentiable, GPU-accelerated optimization method for ray path tracing in environments containing planar reflectors and straight diffraction edges. Based on Fermat's principle, our approach reformulates the path-finding…

Signal Processing · Electrical Eng. & Systems 2026-01-01 Jérome Eertmans , Sophie Lequeu , Benoît Legat , Laurent Jacques , Claude Oestges

Realistic reservoir simulation is known to be prohibitively expensive in terms of computation time when increasing the accuracy of the simulation or by enlarging the model grid size. One method to address this issue is to parallelize the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-14 Tong Dong Qiu , Andreas Thune , Vinicius Oliveira Martins , Markus Blatt , Alf Birger Rustad , Razvan Nane

Motivated by extreme multi-label classification applications, we consider training deep learning models over sparse data in multi-GPU servers. The variance in the number of non-zero features across training batches and the intrinsic GPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-15 Yujing Ma , Florin Rusu , Kesheng Wu , Alexander Sim

The singular value decomposition (SVD) is a powerful tool in modern numerical linear algebra, which underpins computational methods such as principal component analysis (PCA), low-rank approximations, and randomized algorithms. Many…

Mathematical Software · Computer Science 2026-04-10 Ahmad Abdelfattah , Massimiliano Fasi

We present the numerical methods, programming methodology, verification, and performance assessment of a non-equilibrium plasma fluid solver that can effectively utilize current and upcoming central processing and graphics processing unit…

Plasma Physics · Physics 2025-07-14 Hariswaran Sitaraman , Nicholas Deak , Taaresh Taneja

Heterogeneous computing environments combining CPU and GPU resources provide a great boost to large-scale scientific computing applications. Code generation utilities that partition the work into CPU and GPU tasks while considering data…

Computational Engineering, Finance, and Science · Computer Science 2023-06-01 Eric Heisler , Siddharth Saurav , Aadesh Deshmukh , Sandip Mazumder , Ponnuswamy Sadayappan , Hari Sundar

Edge computing's growing prominence, due to its ability to reduce communication latency and enable real-time processing, is promoting the rise of high-performance, heterogeneous System-on-Chip solutions. While current approaches often…

Artificial Intelligence · Computer Science 2024-09-24 Rakshith Jayanth , Neelesh Gupta , Viktor Prasanna

In this work we propose an accelerated stochastic learning system for very large-scale applications. Acceleration is achieved by mapping the training algorithm onto massively parallel processors: we demonstrate a parallel, asynchronous GPU…

Machine Learning · Computer Science 2017-02-24 Thomas Parnell , Celestine Dünner , Kubilay Atasu , Manolis Sifalakis , Haris Pozidis

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

Graphics processing units (GPU) had evolved from a specialized hardware capable to render high quality graphics in games to a commodity hardware for effective processing blocks of data in a parallel schema. This evolution is particularly…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-26 Luis Cabellos

We describe the GPU implementation of shifted or multimass iterative solvers for sparse linear systems of the sort encountered in lattice gauge theory. We provide a generic tool that can be used by those without GPU programming experience…

High Energy Physics - Lattice · Physics 2011-02-16 Richard Galvez , Greg van Anders