Related papers: A parallel solver for random input problems via Ka…
We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…
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…
The Canonical Polyadic (CP) tensor decomposition is a well-known method for interpretable analysis of high-dimensional data. Recently, the Generalized CP method (GCP) was introduced by Hong and Kolda to allow for flexible choice of the loss…
The parareal algorithm is known to allow for a significant reduction in wall clock time for accurate numerical solutions by parallelising across the time dimension. We present and test a micro-macro version of parareal, in which the fine…
Numerical computation of the Karhunen--Lo\`eve expansion is computationally challenging in terms of both memory requirements and computing time. We compare two state-of-the-art methods that claim to efficiently solve for the K--L expansion:…
In this work we are interested in the (ill-posed) inverse problem for absolute permeability characterization that arises in predictive modeling of porous media flows. We consider a Bayesian statistical framework with a preconditioned Markov…
Problems from graph drawing, spectral clustering, network flow and graph partitioning can all be expressed in terms of graph Laplacian matrices. There are a variety of practical approaches to solving these problems in serial. However, as…
The k-center problem is one of several classic NP-hard clustering questions. For contemporary massive data sets, RAM-based algorithms become impractical. And although there exist good sequential algorithms for k-center, they are not easily…
In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…
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…
This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…
We present a massively parallel Lagrange decomposition method for solving 0--1 integer linear programs occurring in structured prediction. We propose a new iterative update scheme for solving the Lagrangean dual and a perturbation technique…
Stochastic simulators are non-deterministic computer models which provide a different response each time they are run, even when the input parameters are held at fixed values. They arise when additional sources of uncertainty are affecting…
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…
This work proposes and analyzes a generalized acceleration technique for decreasing the computational complexity of using stochastic collocation (SC) methods to solve partial differential equations (PDEs) with random input data. The SC…
In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…
In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…
Computationally intensive distributed and parallel computing is often bottlenecked by a small set of slow workers known as stragglers. In this paper, we utilize the emerging idea of "coded computation" to design a novel…
We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…
Efficiently solving large-scale sparse linear systems poses a significant challenge in computational science, especially in fields such as physics, engineering, machine learning, and finance. Traditional classical algorithms face…