Related papers: Space-time parallel iterative solvers for the inte…
Designing scalable estimation algorithms is a core challenge in modern statistics. Here we introduce a framework to address this challenge based on parallel approximants, which yields estimators with provable properties that operate on the…
A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…
In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving…
Numerical solution of partial differential equations on parallel computers using domain decomposition usually requires synchronization and communication among the processors. These operations often have a significant overhead in terms of…
The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic…
Optimistic parallelization is a promising approach for the parallelization of irregular algorithms: potentially interfering tasks are launched dynamically, and the runtime system detects conflicts between concurrent activities, aborting and…
Recent advances in random-walk particle-tracking have enabled direct simulation of mixing and reactions on particles by allowing the particles to interact with each other using a multi-point mass transfer scheme. The mass transfer scheme…
Classic cache-oblivious parallel matrix multiplication algorithms achieve optimality either in time or space, but not both, which promotes lots of research on the best possible balance or tradeoff of such algorithms. We study modern…
This paper presents an efficient parallel radiative transfer-based inverse-problem solver for time-domain optical tomography. The radiative transfer equation provides a physically accurate model for the transport of photons in biological…
Discrete variational methods have shown an excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative method for discrete variational methods appropriate for boundary value…
For many users of Satisfiability Modulo Theories (SMT) solvers, the solver's performance is the main bottleneck in their application. One promising approach for improving performance is to leverage the increasing availability of parallel…
An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…
The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…
We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…
Large molecular dynamics simulations (millions of atoms, tens of microseconds, thousands of processors) hit the strong scalability wall: simulation on twice as many processors does not take half the time. Inspired by large N-body space…
Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature has been…
In recent years, various means of efficiently detecting changepoints in the univariate setting have been proposed, with one popular approach involving minimising a penalised cost function using dynamic programming. In some situations, these…
This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…
We introduce Prob-GParareal, a probabilistic extension of the GParareal algorithm designed to provide uncertainty quantification for the Parallel-in-Time (PinT) solution of (ordinary and partial) differential equations (ODEs, PDEs). The…
We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…