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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

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The…

Computational Physics · Physics 2012-11-22 Graham R. Dennis , Joseph J. Hope , Mattias T. Johnsson

Quantum computing has garnered attention for its potential to solve complex computational problems with considerable speedup. Despite notable advancements in the field, achieving meaningful scalability and noise control in quantum hardware…

Quantum Physics · Physics 2025-05-12 Eduardo Willwock Lussi , Rafael de Santiago , Eduardo Inacio Duzzioni

For time integration of transient eddy current problems commonly implicit time integration methods are used, where in every time step one or several nonlinear systems of equations have to be linearized with the Newton-Raphson method due to…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Jennifer Dutiné , Markus Clemens , Sebastian Schöps , Georg Wimmer

As a promising technique for high-mobility wireless communications, orthogonal time frequency space (OTFS) has been proved to enjoy excellent advantages with respect to traditional orthogonal frequency division multiplexing (OFDM). However,…

Information Theory · Computer Science 2022-10-26 Mi Qian , Yao Ge , Miaowen Wen , Fei Ji

Integer programs with m constraints are solvable in pseudo-polynomial time in $\Delta$, the largest coefficient in a constraint, when m is a fixed constant. We give a new algorithm with a running time of $O(\sqrt{m}\Delta)^{2m} + O(nm)$,…

Data Structures and Algorithms · Computer Science 2022-07-27 Klaus Jansen , Lars Rohwedder

The trend towards highly parallel multi-processing is ubiquitous in all modern computer architectures, ranging from handheld devices to large-scale HPC systems; yet many applications are struggling to fully utilise the multiple levels of…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-07-19 Michael Lange , Gerard Gorman , Michele Weiland , Lawrence Mitchell , Xiaohu Guo , James Southern

Stochastic differential equations (SDEs) are widely used to model systems affected by random processes. In general, the analysis of an SDE model requires numerical solutions to be generated many times over multiple parameter combinations.…

Mathematical Software · Computer Science 2020-02-19 Eleftherios Avramidis , Marta Lalik , Ozgur E. Akman

The simulation of heat flow through heterogeneous material is important for the design of structural and electronic components. Classical analytical solutions to the heat equation PDE are not known for many such domains, even those having…

Numerical Analysis · Mathematics 2019-05-21 Andrew Loeb , Christopher Earls

Linear Programs (LPs) appear in a large number of applications and offloading them to a GPU is viable to gain performance. Existing work on offloading and solving an LP on a GPU suggests that there is performance gain generally on large…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-26 Amit Gurung , Rajarshi Ray

This paper presents a computationally efficient implementation of a Hamming code decoder on a graphics processing unit (GPU) to support real-time software-defined radio (SDR), which is a software alternative for realizing wireless…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-23 Shohidul Islam , Cheol-Hong Kim , Jong-Myon Kim

A new flow solver scalable on multiple Graphics Processing Units (GPUs) for direct numerical simulation of wall-bounded incompressible flow is presented. This solver utilizes a previously reported work (J. Comp. Physics, vol. 352 (2018),…

Computational Physics · Physics 2018-12-05 Sanghyun Ha , Junshin Park , Donghyun You

Fluid simulations are often performed using the incompressible Navier-Stokes equations (INSE), leading to sparse linear systems which are difficult to solve efficiently in parallel. Recently, kinetic methods based on the…

Graphics · Computer Science 2021-01-29 Yixin Chen , Wei Li , Rui Fan , Xiaopei Liu

This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the…

Optimization and Control · Mathematics 2018-03-01 Stefanie Günther , Nicolas R. Gauger , Jacob B. Schroder

In-memory computing technology is used extensively in artificial intelligence devices due to lower power consumption and fast calculation of matrix-based functions. The development of such a device and its integration in a system takes a…

The numerical simulation of the time-dependent Schr\"odinger equation for quantum systems is a very active research topic. Yet, resolving the solution sufficiently in space and time is challenging and mandates the use of modern…

Numerical Analysis · Mathematics 2020-06-11 Hannah Rittich , Robert Speck

It has previously been shown that varying the numerical timestep during a symplectic orbital integration leads to a random walk in energy and angular momentum, destroying the phase space-conserving property of symplectic integrators. Here…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 Nathan A. Kaib , Thomas Quinn , Ramon Brasser

Serving deep neural networks in latency critical interactive settings often requires GPU acceleration. However, the small batch sizes typical in online inference results in poor GPU utilization, a potential performance gap which GPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-03 Paras Jain , Xiangxi Mo , Ajay Jain , Harikaran Subbaraj , Rehan Sohail Durrani , Alexey Tumanov , Joseph Gonzalez , Ion Stoica

We describe a new algorithm for the integration of self-gravitating fluid systems using SPH method. We split the Hamiltonian of a self-gravitating fluid system to the gravitational potential and others (kinetic and internal energies) and…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 Takayuki R. Saitoh , Junichiro Makino

This paper introduces an effort to incorporate reconfigurable logic (FPGA) components into a software programming model. For this purpose, we have implemented a hardware engine for remote memory communication between hardware computation…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-22 Ruediger Willenberg , Paul Chow
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