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In this paper, efficient alternating direction implicit (ADI) schemes are proposed to solve three-dimensional heat equations with irregular boundaries and interfaces. Starting from the well-known Douglas-Gunn ADI scheme, a modified ADI…

Numerical Analysis · Mathematics 2026-04-20 Han Zhou , Minsheng Huang , Wenjun Ying

We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-24 Ioannis Sakiotis , Kamesh Arumugam , Marc Paterno , Desh Ranjan , Balša Terzić , Mohammad Zubair

GPUs have significantly accelerated first-order methods for large-scale optimization, especially in continuous optimization. However, this success has not transferred cleanly to problems with discrete variables, combinatorial structure, and…

Machine Learning · Computer Science 2026-05-22 Jiachang Liu , Andrea Lodi

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

We study exact sparse linear regression with an $\ell_0-\ell_2$ penalty and develop a branch-and-bound (BnB) algorithm explicitly designed for GPU execution. Starting from a perspective reformulation, we derive an interval relaxation that…

Optimization and Control · Mathematics 2026-02-05 Xiang Meng , Ryan Lucas , Rahul Mazumder

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Numerical Analysis · Mathematics 2025-07-30 Channa Hatharasinghe , Run Yan Teh , Jesse van Rhijn , Peter D. Drummond , Margaret D. Reid

In this work, we consider the solution of boundary integral equations by means of a scalable hierarchical matrix approach on clusters equipped with graphics hardware, i.e. graphics processing units (GPUs). To this end, we extend our…

Mathematical Software · Computer Science 2018-07-02 Helmut Harbrecht , Peter Zaspel

High fidelity scientific simulations modeling physical phenomena typically require solving large linear systems of equations which result from discretization of a partial differential equation (PDE) by some numerical method. This step often…

Mathematical Software · Computer Science 2020-07-01 Mohammad Shafaet Islam , Qiqi Wang

Spatial Branch and Bound (B&B) algorithms are widely used for solving nonconvex problems to global optimality, yet they remain computationally expensive. Though some works have been carried out to speed up B&B via CPU parallelization, GPU…

Optimization and Control · Mathematics 2025-07-29 Hongzhen Zhang , Tim Kerkenhoff , Neil Kichler , Manuel Dahmen , Alexander Mitsos , Uwe Naumann , Dominik Bongartz

An efficient solver for the three dimensional free-space Poisson equation is presented. The underlying numerical method is based on finite Fourier series approximation. While the error of all involved approximations can be fully controlled,…

Computational Physics · Physics 2017-10-18 Lukas Exl

In this paper we present a methodology for data accesses when solving batches of Tridiagonal and Pentadiagonal matrices that all share the same left-hand-side (LHS) matrix. The intended application is to the numerical solution of Partial…

Computational Physics · Physics 2021-07-13 Enda Carroll , Andrew Gloster , Miguel D. Bustamante , Lennon Ó' Náraigh

Kernel methods for solving partial differential equations on surfaces have the advantage that those methods work intrinsically on the surface and yield high approximation rates if the solution to the partial differential equation is smooth…

Numerical Analysis · Mathematics 2024-10-04 Thomas Hangelbroek , Christian Rieger

Convolutional gridding is a processor-intensive step in interferometric imaging. While it is possible to use graphics processing units (GPUs) to accelerate this operation, existing methods use only a fraction of the available flops. We…

Instrumentation and Methods for Astrophysics · Physics 2016-06-29 Bruce Merry

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

The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of partial differential equations such as finite element, finite…

Numerical Analysis · Mathematics 2021-08-31 Abal-Kassim Cheik Ahamed , Frédéric Magoulès

Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Numerical Analysis · Mathematics 2009-11-18 Andreas Klöckner , Tim Warburton , Jeffrey Bridge , Jan S. Hesthaven

We present an efficient, robust and fully GPU-accelerated aggregation-based algebraic multigrid preconditioning technique for the solution of large sparse linear systems. These linear systems arise from the discretization of elliptic PDEs.…

Numerical Analysis · Mathematics 2014-03-10 Rajesh Gandham , Ken Esler , Yongpeng Zhang

In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…

Numerical Analysis · Mathematics 2023-11-27 Seungbae Bang , Kirill Serkh , Oded Stein , Alec Jacobson

Computational fluid dynamics (CFD) studies have been increasingly used for blood flow simulations in intracranial aneurysms (ICAs). However, despite the continuous progress of body-fitted CFD solvers, generating a high quality mesh is still…

Computational Engineering, Finance, and Science · Computer Science 2020-07-28 D. S. Lampropoulos , G. C. Bourantas , B. F. Zwick , G. C. Kagadis , A. Wittek , K. Miller , V. C. Loukopoulos

The efficiency of boundary element methods depends crucially on the time required for setting up the stiffness matrix. The far-field part of the matrix can be approximated by compression schemes like the fast multipole method or…

Mathematical Software · Computer Science 2017-10-19 Steffen Börm , Sven Christophersen