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The randomized Kaczmarz (RK) method is an iterative method for approximating the least-squares solution of large linear systems of equations. The standard RK method uses sequential updates, making parallel computation difficult. Here, we…

Numerical Analysis · Mathematics 2020-02-12 Jacob D. Moorman , Thomas K. Tu , Denali Molitor , Deanna Needell

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

This paper presents ParGeo, a multicore library for computational geometry. ParGeo contains modules for fundamental tasks including $k$d-tree based spatial search, spatial graph generation, and algorithms in computational geometry. We focus…

Computational Geometry · Computer Science 2022-07-06 Yiqiu Wang , Rahul Yesantharao , Shangdi Yu , Laxman Dhulipala , Yan Gu , Julian Shun

Support for lower precision computation is becoming more common in accelerator hardware due to lower power usage, reduced data movement and increased computational performance. However, computational science and engineering (CSE) problems…

Numerical Analysis · Mathematics 2021-05-18 Jennifer A. Loe , Christian A. Glusa , Ichitaro Yamazaki , Erik G. Boman , Sivasankaran Rajamanickam

Contrastive Learning (CL) performances as a rising approach to address the challenge of sparse and noisy recommendation data. Although having achieved promising results, most existing CL methods only perform either hand-crafted data or…

Information Retrieval · Computer Science 2023-11-22 Xiuyuan Qin , Huanhuan Yuan , Pengpeng Zhao , Junhua Fang , Fuzhen Zhuang , Guanfeng Liu , Victor Sheng

Parareal algorithms are studied for semilinear parabolic stochastic partial differential equations. These algorithms proceed as two-level integrators, with fine and coarse schemes, and have been designed to achieve a `parallel in real time'…

Numerical Analysis · Mathematics 2019-02-15 Charles-Edouard Bréhier , Xu Wang

This paper introduces a novel Model Predictive Control (MPC) implementation for legged robot locomotion that leverages GPU parallelization. Our approach enables both temporal and state-space parallelization by incorporating a parallel…

Presence of a high-dimensional stochastic parameter space with discontinuities poses major computational challenges in analyzing and quantifying the effects of the uncertainties in a physical system. In this paper, we propose a stochastic…

Numerical Analysis · Mathematics 2018-08-01 Anindya Bhaduri , Yanyan He , Michael D. Shields , Lori Graham-Brady , Robert M. Kirby

The Massive Parallel Computation (MPC) model is a theoretical framework for popular parallel and distributed platforms such as MapReduce, Hadoop, or Spark. We consider the task of computing a large matching or small vertex cover in this…

Data Structures and Algorithms · Computer Science 2018-07-24 Krzysztof Onak

Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…

Computation · Statistics 2020-06-29 S. Marelli , P. -R. Wagner , C. Lataniotis , B. Sudret

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

An efficient algorithm for computing the terms appearing in the Generalised Kolmogorov Equation (GKE) written for the indefinite plane channel flow is presented. The algorithm, which features three distinct strategies for parallel…

The Cox proportional hazards model stands as a widely-used semi-parametric approach for survival analysis in medical research and many other fields. Numerous extensions of the Cox model have further expanded its versatility. Statistical…

Computation · Statistics 2023-10-26 Jianxiao Yang , Martijn J. Schuemie , Marc A. Suchard

Fluid antenna systems (FAS) achieve spatial diversity by dynamically switching among $N$ densely packed ports, but the resulting spatially correlated Rayleigh channels render exact outage analysis intractable. Existing block-correlation…

Signal Processing · Electrical Eng. & Systems 2026-03-24 Tuo Wu

We introduce a novel algorithm that leverages stochastic sampling techniques to compute the perturbative triples correction in the coupled-cluster (CC) framework. By combining elements of randomness and determinism, our algorithm achieves a…

Chemical Physics · Physics 2024-05-29 Yann Damour , Alejandro Gallo , Anthony Scemama

This work presents a model reduction approach to the inverse problem in the application of subsurface flows. For the Bayesian inverse problem, the forward model needs to be repeatedly computed for a large number of samples to get a…

Numerical Analysis · Mathematics 2016-04-04 Lijian Jiang , Na Ou

We present a multiscale continuous Galerkin (MSCG) method for the fast and accurate stochastic simulation and optimization of time-harmonic wave propagation through photonic crystals. The MSCG method exploits repeated patterns in the…

Numerical Analysis · Mathematics 2020-04-30 Ferran Vidal-Codina , Joel Saa-Seoane , Ngoc-Cuong Nguyen , Jaime Peraire

Two new hybrid algorithms are proposed for large-scale linear discrete ill-posed problems in general-form regularization. They are both based on Krylov subspace inner-outer iterative algorithms. At each iteration, they need to solve a…

Numerical Analysis · Mathematics 2024-09-02 Yanfei Yang

We explore a linear inhomogeneous elasticity equation with random Lam\'e parameters. The latter are parameterized by a countably infinite number of terms in separated expansions. The main aim of this work is to estimate expected values…

Numerical Analysis · Mathematics 2024-10-04 M. Clarke , J. Dick , Q. T. Le Gia , K. Mustapha , T. Tran

Training neural networks sequentially in time to approximate solution fields of time-dependent partial differential equations can be beneficial for preserving causality and other physics properties; however, the sequential-in-time training…

Machine Learning · Computer Science 2023-10-10 Jules Berman , Benjamin Peherstorfer