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Large-scale simulation optimization (SO) problems encompass both large-scale ranking-and-selection problems and high-dimensional discrete or continuous SO problems, presenting significant challenges to existing SO theories and algorithms.…

Optimization and Control · Mathematics 2024-03-26 Weiwei Fan , L. Jeff Hong , Guangxin Jiang , Jun Luo

To obtain a better understanding of the trade-offs between various objectives, Bi-Objective Integer Programming (BOIP) algorithms calculate the set of all non-dominated vectors and present these as the solution to a BOIP problem.…

Optimization and Control · Mathematics 2019-09-10 William Pettersson , Melih Ozlen

Electromagnetic computations, where the wavelength is small in relation to the geometry of interest, become computationally demanding. In order to manage computations for realistic problems like electromagnetic scattering from aircraft, the…

Computational Engineering, Finance, and Science · Computer Science 2018-01-12 Afshin Zafari , Elisabeth Larsson , Marco Righero , M. Alessandro Francavilla , Giorgio Giordanengo , Francesca Vipiana , Giuseppe Vecchi

This paper presents our work on developing parallel computational methods for two-phase flow on modern parallel computers, where techniques for linear solvers and nonlinear methods are studied and the standard and inexact Newton methods are…

Computational Engineering, Finance, and Science · Computer Science 2017-01-24 Hui Liu , Lihua Shen , Yan Chen , Kun Wang , Bo Yang , Zhangxin Chen

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

Computation · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

A* is a best-first search algorithm for finding optimal-cost paths in graphs. A* benefits significantly from parallelism because in many applications, A* is limited by memory usage, so distributed memory implementations of A* that use all…

Artificial Intelligence · Computer Science 2017-08-18 Alex Fukunaga , Adi Botea , Yuu Jinnai , Akihiro Kishimoto

A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…

Optimization and Control · Mathematics 2018-09-18 Forrest Laine , Claire Tomlin

The constant increase in parallelism available on large-scale distributed computers poses major scalability challenges to many scientific applications. A common strategy to improve scalability is to express the algorithm in terms of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-23 Andrew Garmon , Vinay Ramakrishnaiah , Danny Perez

This paper presents a parallel-in-time multilevel iterative method for solving differential algebraic equation, arising from a discretization of linear time-dependent partial differential equation. The core of the method is the multilevel…

Numerical Analysis · Mathematics 2024-01-02 Yogi A. Erlangga

In 2008, Maday and Ronquist introduced an interesting new approach for the direct parallel-in-time (PinT) solution of time-dependent PDEs. The idea is to diagonalize the time stepping matrix, keeping the matrices for the space…

Numerical Analysis · Mathematics 2021-04-15 Martin J. Gander , Jun Liu , Shu-Lin Wu , Xiaoqiang Yue , Tao Zhou

In this paper, we introduce a system of split variational inequality problems in real Hilbert spaces. Using projection method, we propose an iterative algorithm for the system of split variational inequality problems. Further, we prove that…

Functional Analysis · Mathematics 2014-08-19 Kaleem Raza Kazmi

The modeling of atmospheric processes in the context of weather and climate simulations is an important and computationally expensive challenge. The temporal integration of the underlying PDEs requires a very large number of time steps,…

Numerical Analysis · Mathematics 2020-01-03 Francois P. Hamon , Martin Schreiber , Michael L. Minion

This paper shows how partial differential problems can be solved thanks to cellular computing and an adaptation of the Least Squares Finite Elements Method. As cellular computing can be implemented on distributed parallel architectures,…

Mathematical Physics · Physics 2014-04-03 Nicolas Fressengeas , Hervé Frezza-Buet

Dualization is a key discrete enumeration problem. It is not known whether or not this problem is polynomial-time solvable. Asymptotically optimal dualization algorithms are the fastest among the known dualization algorithms, which is…

Discrete Mathematics · Computer Science 2016-06-01 Elena V. Djukova , Andrey G. Nikiforov , Petr A. Prokofyev

Neural algorithmic reasoners are parallel processors. Teaching them sequential algorithms contradicts this nature, rendering a significant share of their computations redundant. Parallel algorithms however may exploit their full…

Machine Learning · Computer Science 2024-01-04 Valerie Engelmayer , Dobrik Georgiev , Petar Veličković

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

We propose three semi-decoupled algorithms for efficiently solving a four-field thermoporoelastic model. The first two algorithms adopt a sequential strategy: at the initial time step, all variables are computed simultaneously using a…

Numerical Analysis · Mathematics 2025-12-02 Ziliang Li , Mingchao Cai , Jingzhi Li , Qiang Liu

In this paper, we investigate the strong convergence analysis of parareal algorithms for stochastic Maxwell equations with the damping term driven by additive noise. The proposed parareal algorithms proceed as two-level temporal…

Numerical Analysis · Mathematics 2024-08-20 Liying Zhang , Qi Zhang

We analyze the evolution of the local simulation times (LST) in Parallel Discrete Event Simulations. The new ingredients introduced are i) we associate the LST with the nodes and not with the processing elements, and 2) we propose to…

Statistical Mechanics · Physics 2009-11-10 L. N. Shchur , M. A. Novotny

As renewable energy integration, sector coupling, and spatiotemporal detail increase, energy system optimization models grow in size and complexity, often pushing solvers to their performance limits. This systematic review explores…

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