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Related papers: A Parallel-In-Time Adjoint Sensitivity Analysis fo…

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Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…

Numerical Analysis · Mathematics 2021-03-04 Hans De Sterck , Robert D. Falgout , Stephanie Friedhoff , Oliver A. Krzysik , Scott P. MacLachlan

This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…

Numerical Analysis · Mathematics 2016-11-26 Xianjuan Li , Tao Tang , Chuanju Xu

Stochastic reaction networks that exhibit bistability are common in many fields such as systems biology and materials science. Sampling of the stationary distribution is crucial for understanding and characterizing the long term dynamics of…

Numerical Analysis · Mathematics 2018-01-17 Ting Wang , Petr Plecháč

We present a novel approach to the parallelization of the parabolic fast multipole method for a space-time boundary element method for the heat equation. We exploit the special temporal structure of the involved operators to provide an…

Numerical Analysis · Mathematics 2023-01-31 Raphael Watschinger , Michal Merta , Günther Of , Jan Zapletal

This paper presents a novel computational scheme for sensitivity analysis of the velocity field in the level set method using the discrete adjoint method. The velocity field is represented in B-spline space, and the adjoint equations are…

Numerical Analysis · Mathematics 2023-08-03 Hao Deng , Kazu Saitou

Meta-optics promises compact, high-performance imaging and color routing. However, designing high-performance structures is a high-dimensional optimization problem: mapping a desired optical output back to a physical 3D structure requires…

Machine Learning · Computer Science 2026-04-21 Chanik Kang , Hyewon Suk , Haejun Chung

Recently, the ParaOpt algorithm was proposed as an extension of the time-parallel Parareal method to optimal control. ParaOpt uses quasi-Newton steps that each require solving a system of matching conditions iteratively. The…

Numerical Analysis · Mathematics 2024-12-04 Corentin Bonte , Arne Bouillon , Giovanni Samaey , Karl Meerbergen

The adjoint method is an efficient way to numerically compute gradients in optimization problems with constraints, but is only formulated to differentiable cost and constraint functions on real variables. With the introduction of complex…

Optimization and Control · Mathematics 2026-01-21 Andrew Zheng , Adam R. Stinchcombe

Level-sensitive latches are widely used in high- performance designs. For such circuits efficient statistical timing analysis algorithms are needed to take increasing process vari- ations into account. But existing methods solving this…

Other Computer Science · Computer Science 2017-05-16 Bing Li , Ning Chen , Ulf Schlichtmann

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

In this paper we present a topology optimization technique applicable to a broad range of flow design problems. We propose also a discrete adjoint formulation effective for a wide class of Lattice Boltzmann Methods (LBM). This adjoint…

Computational Engineering, Finance, and Science · Computer Science 2015-01-21 Łukasz Łaniewski-Wołłk , Jacek Rokicki

We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-06 Felix Kwok , Djahou N Tognon

The velocity field and the height at the surface of a dynamic ice sheet are observed. The ice sheets are modeled by the full Stokes equations and shallow shelf/shelfy stream approximations. Time dependence is introduced by a kinematic free…

Computational Physics · Physics 2020-01-27 Gong Cheng , Per Lötstedt

This paper focuses on efficient steady-state computations of induction machines. In particular, the periodic Parareal algorithm with initial-value coarse problem (PP-IC) is considered for acceleration of classical time-stepping simulations…

Computational Engineering, Finance, and Science · Computer Science 2020-02-19 Denys Bast , Iryna Kulchytska-Ruchka , Sebastian Schöps , Oliver Rain

A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…

Numerical Analysis · Mathematics 2018-02-09 Gil Ariel , Hieu Nguyen , Richard Tsai

We develop a sensitivity function for the design of electron optics using an adjoint approach based on a form of reciprocity implicit in Hamilton's equations of motion. The sensitivity function, which is computed with a small number of…

Accelerator Physics · Physics 2018-07-24 Thomas M. Antonsen , David Chernin , John Petillo

A computational fluid dynamics code is differentiated using algorithmic differentiation (AD) in both tangent and adjoint modes. The two novelties of the present approach are 1) the adjoint code is obtained by letting the AD tool Tapenade…

Computational Physics · Physics 2020-07-10 J. I. Cardesa , L. Hascoët , C. Airiau

Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…

Numerical Analysis · Mathematics 2022-07-11 Kamran Pentland , Massimiliano Tamborrino , D. Samaddar , L. C. Appel

In recent years, it has been convincingly shown that weather forecasting models can be run in single-precision arithmetic. Several models or components thereof have been tested with even lower precision than this. This previous work has…

Atmospheric and Oceanic Physics · Physics 2020-03-23 Andrew T. T. McRae , Tim N. Palmer

Parallel-in-time methods have shown success for reducing the simulation time of many time-dependent problems. Here, we consider applying the multigrid-reduction-in-time (MGRIT) algorithm to a voltage-driven eddy current model problem.

Numerical Analysis · Mathematics 2020-03-10 Stephanie Friedhoff , Jens Hahne , Sebastian Schöps