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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…