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This paper introduces OptimizedDP, a high-performance software library for several common grid-based dynamic programming (DP) algorithms used in control theory and robotics. Specifically, OptimizedDP provides functions to numerically solve…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Minh Bui , Hanyang Hu , Chong He , Michael Lu , George Giovanis , Arrvindh Shriraman , Mo Chen

Effective Hamiltonian calculations for large quantum systems can be both analytically intractable and numerically expensive using standard techniques. In this manuscript, we present numerical techniques inspired by Nonperturbative…

This work focuses on the numerical study of a recently published class of Runge-Kutta methods designed for mixed-precision arithmetic. We employ the methods in solving partial differential equations on modern hardware. In particular we…

Numerical Analysis · Mathematics 2024-12-24 Ivo Dravins , Marcel Koch , Victoria Griehl , Katharina Kormann

Training large language models (LLMs) is a computationally intensive task, which is typically conducted in data centers with homogeneous high-performance GPUs. In this paper, we explore an alternative approach by deploying training…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-14 Ran Yan , Youhe Jiang , Xiaonan Nie , Fangcheng Fu , Bin Cui , Binhang Yuan

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

Hamilton-Jacobi (HJ) partial differential equations (PDEs) have diverse applications spanning physics, optimal control, game theory, and imaging sciences. This research introduces a first-order optimization-based technique for HJ PDEs,…

Numerical Analysis · Mathematics 2023-10-04 Tingwei Meng , Wenbo Hao , Siting Liu , Stanley J. Osher , Wuchen Li

Hamilton-Jacobi (HJ) reachability analysis is an important formal verification method for guaranteeing performance and safety properties of dynamical control systems. Its advantages include compatibility with general nonlinear system…

Robotics · Computer Science 2020-11-05 Somil Bansal , Claire Tomlin

Providing formal safety and performance guarantees for autonomous systems is becoming increasingly important. Hamilton-Jacobi (HJ) reachability analysis is a popular formal verification tool for providing these guarantees, since it can…

Robotics · Computer Science 2023-06-13 Albert Lin , Somil Bansal

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

This paper presents a lightweight, open-source and high-performance python package for solving peridynamics problems in solid mechanics. The development of this solver is motivated by the need for fast analysis tools to achieve the large…

Software Engineering · Computer Science 2021-09-15 B. Boys , T. J. Dodwell , M. Hobbs , M. Girolami

Autonomous systems like aircraft and assistive robots often operate in scenarios where guaranteeing safety is critical. Methods like Hamilton-Jacobi reachability can provide guaranteed safe sets and controllers for such systems. However,…

This work proposes and studies numerical schemes for initial value problems of Hamilton--Jacobi equations (HJEs) with a graph individual noise on the Wasserstein space on graphs. Numerically solving such equations is particularly…

Numerical Analysis · Mathematics 2025-04-21 Jianbo Cui , Tonghe Dang , Chenchen Mou

The Portable Extensible Toolkit for Scientific computation (PETSc) library delivers scalable solvers for nonlinear time-dependent differential and algebraic equations and for numerical optimization.The PETSc design for performance…

We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general…

Numerical Analysis · Mathematics 2020-09-30 Andrea Brugnoli , Ghislain Haine , Anass Serhani , Xavier Vasseur

Reachable sets for a dynamical system describe collections of system states that can be reached in finite time, subject to system dynamics. They can be used to guarantee goal satisfaction in controller design or to verify that unsafe…

Optimization and Control · Mathematics 2025-02-25 Vincent Liu , Chris Manzie , Peter M. Dower

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

Numerical Analysis · Mathematics 2023-10-11 Elisabetta Carlini , Antonio Siconolfi

Discontinuous Galerkin (DG) methods for the numerical solution of partial differential equations have enjoyed considerable success because they are both flexible and robust: They allow arbitrary unstructured geometries and easy control of…

Mathematical Software · Computer Science 2012-11-06 Andreas Klöckner , Timothy Warburton , Jan S. Hesthaven

A one-sided Jacobi hyperbolic singular value decomposition (HSVD) algorithm, using a massively parallel graphics processing unit (GPU), is developed. The algorithm also serves as the final stage of solving a symmetric indefinite eigenvalue…

Numerical Analysis · Computer Science 2011-11-28 Vedran Novakovic , Sanja Singer

We present the Julia package SagbiHomotopy.jl for solving systems of polynomial equations using numerical homotopy continuation. The package introduces an optimal choice of a start system based on SAGBI homotopies. For square horizontally…

Algebraic Geometry · Mathematics 2025-06-09 Barbara Betti , Viktoriia Borovik

In this paper we present a new algorithm for the solution of Hamilton-Jacobi-Bellman equations related to optimal control problems. The key idea is to divide the domain of computation into subdomains which are shaped by the optimal dynamics…

Numerical Analysis · Mathematics 2014-08-04 Simone Cacace , Emiliano Cristiani , Maurizio Falcone , Athena Picarelli