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This paper considers one of the fundamental parallel-in-time methods for the solution of ordinary differential equations, Parareal, and extends it by adopting a neural network as a coarse propagator. We provide a theoretical analysis of the…

Numerical Analysis · Mathematics 2024-08-20 Marta M. Betcke , Lisa Maria Kreusser , Davide Murari

Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value…

Optimization and Control · Mathematics 2022-06-22 Sebastián J. Ferraro , David Martín de Diego , Rodrigo Takuro Sato Martín de Almagro

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

In this paper, we propose a space-time least-squares isogeometric method to solve parabolic evolution problems, well suited for high-degree smooth splines in the space-time domain. We focus on the linear solver and its computational…

Numerical Analysis · Mathematics 2019-09-17 Monica Montardini , Matteo Negri , Giancarlo Sangalli , Mattia Tani

This paper presents algorithms for temporal parallelization of Bayesian smoothers. We define the elements and the operators to pose these problems as the solutions to all-prefix-sums operations for which efficient parallel scan-algorithms…

Computation · Statistics 2020-02-21 Simo Särkkä , Ángel F. García-Fernández

We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…

Numerical Analysis · Mathematics 2023-02-16 Gayatri Caklovic , Robert Speck , Martin Frank

In order to make the numerical simulation of atherosclerotic plaque growth feasible, a temporal homogenization approach is employed. The resulting macro-scale problem for the plaque growth can be further accelerated by using parallel time…

Numerical Analysis · Mathematics 2022-07-11 Stefan Frei , Alexander Heinlein

The focus of my PhD thesis is on exploring parallel approaches to efficiently solve problems modeled by constraints and presenting a new proposal. Current solvers are very advanced; they are carefully designed to effectively manage the…

Artificial Intelligence · Computer Science 2019-09-23 Fabio Tardivo

Parallel computing has turned out to be the enabling technology to solve complex physical systems. However, the transition from shared memory, vector computers to massively parallel, distributed memory systems and, recently, to hybrid…

Astrophysics · Physics 2007-05-23 P. Hoeflich

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…

Mathematical Software · Computer Science 2026-05-25 Xiaoye Sherry Li , Yang Liu

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

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

This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of…

Numerical Analysis · Mathematics 2023-06-16 Daniel Kressner , Stefano Massei , Junli Zhu

The Parareal algorithm is used to solve time-dependent problems considering multiple solvers that may work in parallel. The key feature is a initial rough approximation of the solution that is iteratively refined by the parallel solvers. We…

Systems and Control · Computer Science 2014-02-18 Loïc Michel

We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the…

Numerical Analysis · Mathematics 2021-12-13 Per Ljung , Roland Maier , Axel Målqvist

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

This work proposes a data-driven method for enabling the efficient, stable time-parallel numerical solution of systems of ordinary differential equations (ODEs). The method assumes that low-dimensional bases that accurately capture the time…

Numerical Analysis · Computer Science 2017-07-14 Kevin Carlberg , Lukas Brencher , Bernard Haasdonk , Andrea Barth

Asynchronous iterations are more and more investigated for both scaling and fault-resilience purpose on high performance computing platforms. While so far, they have been exclusively applied within space domain decomposition frameworks,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-22 Frederic Magoules , Guillaume Gbikpi-Benissan

The Parareal parallel-in-time integration method often performs poorly when applied to hyperbolic partial differential equations. This effect is even more pronounced when the coarse propagator uses a reduced spatial resolution. However,…

Numerical Analysis · Mathematics 2025-10-13 Judith Angel , Sebastian Götschel , Daniel Ruprecht

Many parallel algorithms which solve basic problems in computer science use auxiliary space linear in the input to facilitate conflict-free computation. There has been significant work on improving these parallel algorithms to be in-place,…

Data Structures and Algorithms · Computer Science 2025-03-11 Chase Hutton , Adam Melrod