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We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired with a suitable optimization method, accelerates the…

Optimization and Control · Mathematics 2025-12-08 Radoslav Vuchkov , Eric C. Cyr , Aurya Javeed , Denis Ridzal

Results of porting parts of the Lattice Quantum Chromodynamics code to modern FPGA devices are presented. A single-node, double precision implementation of the Conjugate Gradient algorithm is used to invert numerically the Dirac-Wilson…

High Energy Physics - Lattice · Physics 2018-11-12 Piotr Korcyl , Grzegorz Korcyl

An idealized multigrid algorithm for the computation of propagators of staggered fermions is investigated. Exemplified in four-dimensional $SU(2)$ gauge fields, it is shown that the idealized algorithm preserves criticality under…

High Energy Physics - Lattice · Physics 2009-10-22 Thomas Kalkreuter

An interior point method for the structural topology optimization is proposed. The linear systems arising in the method are solved by the conjugate gradient method preconditioned by geometric multigrid. The resulting method is then compared…

Optimization and Control · Mathematics 2016-06-21 Michal Kocvara , Sudaba Mohammed

Simulations at physical quark masses are affected by the critical slowing down of the solvers. Multigrid preconditioning has proved to deal effectively with this problem. Multigrid accelerated simulations at the physical value of the pion…

High Energy Physics - Lattice · Physics 2018-04-18 Simone Bacchio , Constantia Alexandrou , Jacob Finkerath

A structured preconditioned conjugate gradient (PCG) solver is developed for the Newton steps in second-order methods for a class of constrained network optimal control problems. Of specific interest are problems with discrete-time dynamics…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Armaghan Zafar , Michael Cantoni , Farhad Farokhi

Convolution-type integral equations arise from various fields, \textit{e.g.}, finite impulse response filters in signal processing and deblurring problems in image processing. When solving these equations, conventional numerical methods,…

Numerical Analysis · Mathematics 2026-05-11 Raymond Chan , Lingfeng Li

Interior point methods solve small to medium sized problems to high accuracy in a reasonable amount of time. However, for larger problems as well as stochastic problems, one needs to use first-order methods such as stochastic gradient…

Optimization and Control · Mathematics 2016-10-14 Reza Takapoui , Hamid Javadi

We present multiplexed gradient descent (MGD), a gradient descent framework designed to easily train analog or digital neural networks in hardware. MGD utilizes zero-order optimization techniques for online training of hardware neural…

Machine Learning · Computer Science 2023-08-17 Adam N. McCaughan , Bakhrom G. Oripov , Natesh Ganesh , Sae Woo Nam , Andrew Dienstfrey , Sonia M. Buckley

Ill-conditioning of the system matrix is a well-known complication in immersed finite element methods and trimmed isogeometric analysis. Elements with small intersections with the physical domain yield problematic eigenvalues in the system…

Numerical Analysis · Mathematics 2019-12-17 F. de Prenter , C. V. Verhoosel , E. H. van Brummelen , J. A. Evans , C. Messe , J. Benzaken , K. Maute

In this paper, we develop a multigrid method on unstructured shape-regular grids. For a general shape-regular unstructured grid of ${\cal O}(N)$ elements, we present a construction of an auxiliary coarse grid hierarchy on which a geometric…

Numerical Analysis · Mathematics 2014-10-09 Lars Grasedyck , Lu Wang , Jinchao Xu

In order to develop fast inversion algorithms we have used overlap solvers in two dimensions. Lattice QED theory with U(1) group symmetry in two dimensional space-times dimensions has always been a testing ground for algorithms. By the…

High Energy Physics - Lattice · Physics 2014-06-25 Dafina Xhako , Artan Boriçi

We present our implementation of the RHMC algorithm for staggered fermions on Graphics Processing Units using the NVIDIA CUDA programming language. While previous studies exclusively deal with the Dirac matrix inversion problem, our code…

High Energy Physics - Lattice · Physics 2010-12-15 Claudio Bonati , Guido Cossu , Massimo D'Elia , Adriano Di Giacomo

A Dirac choice for the averaging kernel $C$ is implemented numerically. This improved kernel will be needed in gauge covariant multigrid computations for propagators of staggered fermions. Results for $C$ and the variational coarse grid…

High Energy Physics - Lattice · Physics 2016-08-31 Thomas Kalkreuter

The aim of this paper is to solve large-and-sparse linear Semidefinite Programs (SDPs) with low-rank solutions. We propose to use a preconditioned conjugate gradient method within second-order SDP algorithms and introduce a new efficient…

Optimization and Control · Mathematics 2021-05-19 Soodeh Habibi , Arefeh Kavand , Michal Kocvara , Michael Stingl

It is now a noticeable trend in High Performance Computing that the systems are becoming more and more heterogeneous. Compute nodes with a host CPU are being equipped with accelerators, the latter being a GPU or FPGA cards or both. In many…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-16 G. Korcyl , P. Korcyl

The convergence of GMRES for solving linear systems can be influenced heavily by the structure of the right hand side. Within the solution of eigenvalue problems via inverse iteration or subspace iteration, the right hand side is generally…

Numerical Analysis · Mathematics 2017-05-31 Melina Freitag , Patrick Kürschner , Jennifer Pestana

The implementation of efficient multigrid preconditioners for elliptic partial differential equations (PDEs) is a challenge due to the complexity of the resulting algorithms and corresponding computer code. For sophisticated finite element…

Mathematical Software · Computer Science 2016-10-07 Lawrence Mitchell , Eike Hermann Müller

Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs), but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the…

Numerical Analysis · Mathematics 2022-04-26 H. De Sterck , R. D. Falgout , O. A. Krzysik

We present a multigrid algorithm for the solution of the linear systems of equations stemming from the $p-$version of the Virtual Element discretization of a two-dimensional Poisson problem. The sequence of coarse spaces are constructed…

Numerical Analysis · Mathematics 2017-06-13 P. F. Antonietti , L. Mascotto , M. Verani
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