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Artificial neural networks are a popular and effective machine learning technique. Great progress has been made parallelizing the expensive training phase of an individual network, leading to highly specialized pieces of hardware, many…

Numerical Analysis · Computer Science 2017-10-03 Jacob B. Schroder

In this paper, we study a parallel-in-time (PinT) algorithm for all-at-once system from a non-local evolutionary equation with weakly singular kernel where the temporal term involves a non-local convolution with a weakly singular kernel and…

Numerical Analysis · Mathematics 2021-03-17 Xue-lei Lin , Michael K. Ng , Yajing Zhi

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

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…

Numerical Analysis · Mathematics 2021-03-04 Hans De Sterck , Robert D. Falgout , Stephanie Friedhoff , Oliver A. Krzysik , Scott P. MacLachlan

Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…

Quantum Physics · Physics 2025-10-16 Matteo Vandelli , Francesco Ferrari , Daniele Dragoni

Time series models are ubiquitous in science, arising in any situation where researchers seek to understand how a system's behaviour changes over time. A key problem in time series modelling is \emph{inference}; determining properties of…

Mathematical Software · Computer Science 2020-01-13 Michael Clerx , Martin Robinson , Ben Lambert , Chon Lok Lei , Sanmitra Ghosh , Gary R. Mirams , David J. Gavaghan

Parareal and multigrid reduction in time (MGRiT) are two of the most popular parallel-in-time methods. The idea is to treat time integration in a parallel context by using a multigrid method in time. If $\Phi$ is a (fine-grid) time-stepping…

Numerical Analysis · Mathematics 2019-05-14 Ben S. Southworth

This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

In this paper, we present the new "asynchronous truncated multigrid-reduction-in-time" (AT-MGRIT) algorithm for introducing time parallelism to the solution of discretized time-dependent problems. The new algorithm is based on the…

Numerical Analysis · Mathematics 2021-07-21 Jens Hahne , Ben Southworth , Stephanie Friedhoff

This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

Parallel parameterized complexity theory studies how fixed-parameter tractable (fpt) problems can be solved in parallel. Previous theoretical work focused on parallel algorithms that are very fast in principle, but did not take into account…

Data Structures and Algorithms · Computer Science 2019-02-21 Max Bannach , Malte Skambath , Till Tantau

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-01 Martin Schreiber , Adam Peddle , Terry Haut , Beth Wingate

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

Getting good speedup -- let alone high parallel efficiency -- for parallel-in-time (PinT) integration examples can be frustratingly difficult. The high complexity and large number of parameters in PinT methods can easily (and…

Numerical Analysis · Mathematics 2021-09-02 Sebastian Goetschel , Michael Minion , Daniel Ruprecht , Robert Speck

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where…

Numerical Analysis · Mathematics 2010-11-30 X. Dai , C. Le Bris , F. Legoll , Y. Maday

Physics-informed neural networks (PINNs) solve time-dependent partial differential equations (PDEs) by learning a mesh-free, differentiable solution that can be evaluated anywhere in space and time. However, standard space--time PINNs take…

Machine Learning · Computer Science 2026-01-29 Chen-Yang Dai , Che-Chia Chang , Te-Sheng Lin , Ming-Chih Lai , Chieh-Hsin Lai

Topic modeling is a very powerful technique in data analysis and data mining but it is generally slow. Many parallelization approaches have been proposed to speed up the learning process. However, they are usually not very efficient because…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-24 Hung Nghiep Tran , Atsuhiro Takasu

This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…

Numerical Analysis · Mathematics 2016-11-26 Xianjuan Li , Tao Tang , Chuanju Xu

The ParaOpt algorithm was recently introduced as a time-parallel solver for optimal-control problems with a terminal-cost objective, and convergence results have been presented for the linear diffusive case with implicit-Euler time…

Numerical Analysis · Mathematics 2023-05-09 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

Parabolic optimal control problems arise in numerous scientific and engineering applications. They typically lead to large-scale coupled forward-backward systems that cannot be treated with classical time-stepping schemes and are…

Numerical Analysis · Mathematics 2026-03-10 Liu-Di Lu , Tommaso Vanzan