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Related papers: A parallel-in-time method based on the Parareal al…

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In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…

Numerical Analysis · Mathematics 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

In this paper, a time-periodic MGRIT algorithm is proposed as a means to reduce the time-to-solution of numerical algorithms by exploiting the time periodicity inherent to many applications in science and engineering. The time-periodic…

Computational Engineering, Finance, and Science · Computer Science 2022-01-12 Andreas Hessenthaler , Robert D. Falgout , Jacob B. Schroder , Adelaide de Vecchi , David Nordsletten , Oliver Röhrle

Parallel-in-time methods are developed to accelerate the direct-adjoint looping procedure. Particularly, we utilize the Paraexp algorithm, previously developed to integrate equations forward in time, to accelerate the direct-adjoint looping…

Optimization and Control · Mathematics 2021-03-17 Calum S. Skene , Maximilian F. Eggl , Peter J. Schmid

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…

Numerical Analysis · Mathematics 2021-06-04 Shuonan Wu , Zhi Zhou

The fusion research facility ITER is currently being assembled to demonstrate that fusion can be used for industrial energy production, while several other programmes across the world are also moving forward, such as EU-DEMO, CFETR, SPARC…

In this paper, we propose, analyze and implement efficient time parallel methods for the Cahn-Hilliard (CH) equation. It is of great importance to develop efficient numerical methods for the CH equation, given the range of applicability of…

Numerical Analysis · Mathematics 2023-04-28 Gobinda Garai , Bankim C. Mandal

The paper deals with the developing of the methodological backgrounds for the modeling and simulation of complex dynamical objects. Such backgrounds allow us to perform coordinate transformation and formulate the algorithm of its usage for…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-07 Roman Voliansky , Andri Pranolo

Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…

Numerical Analysis · Mathematics 2026-04-02 Giancarlo Antonino Antonucci , Raphael Andreas Hauser , Debasmita Samaddar , James Buchanan

The numerical simulation of atherosclerotic plaque growth is computationally prohibitive, since it involves a complex cardiovascular fluid-structure interaction (FSI) problem with a characteristic time scale of milliseconds to seconds, as…

Numerical Analysis · Mathematics 2023-08-09 Stefan Frei , Alexander Heinlein

We consider the usage of parallel-in-time algorithms of the Parareal and multigrid-reduction-in-time (MGRIT) methodologies for the parallel-in-time solution of the eddy current problem. Via application of these methods to a two-dimensional…

Numerical Analysis · Mathematics 2018-11-01 Stephanie Friedhoff , Jens Hahne , Iryna Kulchytska-Ruchka , Sebastian Schöps

Many academic disciplines - including information systems, computer science, and operations management - face scheduling problems as important decision making tasks. Since many scheduling problems are NP-hard in the strong sense, there is a…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-26 Gerhard Rauchecker , Guido Schryen

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…

Optimization and Control · Mathematics 2019-12-17 Sebastian Götschel , Michael L. Minion

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

In this paper, we design, analyze and implement efficient time parallel method for a class of fourth order time-dependent partial differential equations (PDEs), namely biharmonic heat equation, linearized Cahn-Hilliard (CH) equation and the…

Numerical Analysis · Mathematics 2023-04-28 Gobinda Garai , Bankim C. Mandal

A new parallel-in-time iterative method is proposed for solving the homogeneous second-order wave equation. The new method involves a coarse scale propagator, allowing for larger time steps, and a fine scale propagator which fully resolves…

Numerical Analysis · Mathematics 2020-01-29 Hieu Nguyen , Richard Tsai

Lagrangian particle methods based on detailed atomic and molecular models are powerful computational tools for studying the dynamics of microscale and nanoscale systems. However, the maximum time step is limited by the smallest oscillation…

Computational Physics · Physics 2019-06-26 Ansel L. Blumers , Zhen Li , George Em Karniadakis

We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…

Numerical Analysis · Mathematics 2024-05-30 Bernhard Heinzelreiter , John W. Pearson

Discovering causal relationships from observational data is a crucial problem and it has applications in many research areas. The PC algorithm is the state-of-the-art constraint based method for causal discovery. However, runtime of the PC…

Artificial Intelligence · Computer Science 2016-11-11 Thuc Duy Le , Tao Hoang , Jiuyong Li , Lin Liu , Huawen Liu

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

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä