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The fast multipole method (FMM) performs fast approximate kernel summation to a specified tolerance $\epsilon$ by using a hierarchical division of the domain, which groups source and receiver points into regions that satisfy local…

Numerical Analysis · Computer Science 2012-04-17 Yuancheng Luo , Ramani Duraiswami

Exascale systems are predicted to have approximately one billion cores, assuming Gigahertz cores. Limitations on affordable network topologies for distributed memory systems of such massive scale bring new challenges to the current parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-27 Huda Ibeid , Rio Yokota , David Keyes

Modal methods for simulating vibrations of strings, membranes, and plates are widely used in acoustics and physically informed audio synthesis. However, traditional implementations, particularly for non-linear models like the von K\'arm\'an…

Sound · Computer Science 2025-05-27 Rodrigo Diaz , Mark Sandler

We discuss an implementation of adaptive fast multipole methods targeting hybrid multicore CPU- and GPU-systems. From previous experiences with the computational profile of our version of the fast multipole algorithm, suitable parts are…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-09-03 Marcus Holm , Stefan Engblom , Anders Goude , Sverker Holmgren

Fast Multipole Methods (FMMs) based on the oscillatory Helmholtz kernel can reduce the cost of solving N-body problems arising from Boundary Integral Equations (BIEs) in acoustic or electromagnetics. However, their cost strongly increases…

Numerical Analysis · Mathematics 2022-02-11 Igor Chollet , Xavier Claeys , Pierre Fortin , Laura Grigori

We introduce JAX FDM, a differentiable solver to design mechanically efficient shapes for 3D structures conditioned on target architectural, fabrication and structural properties. Examples of such structures are domes, cable nets and…

Computational Engineering, Finance, and Science · Computer Science 2023-10-31 Rafael Pastrana , Deniz Oktay , Ryan P. Adams , Sigrid Adriaenssens

We present a highly general implementation of fast multipole methods on graphics processing units (GPUs). Our two-dimensional double precision code features an asymmetric type of adaptive space discretization leading to a particularly…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-02-22 Anders Goude , Stefan Engblom

Agent-based modelling (ABM) approaches for high-frequency financial markets are difficult to calibrate and validate, partly due to the large parameter space created by defining fixed agent policies. Multi-agent reinforcement learning (MARL)…

Trading and Market Microstructure · Quantitative Finance 2025-11-05 Valentin Mohl , Sascha Frey , Reuben Leyland , Kang Li , George Nigmatulin , Mihai Cucuringu , Stefan Zohren , Jakob Foerster , Anisoara Calinescu

This paper presents an accelerated quadrature scheme for the evaluation of layer potentials in three dimensions. Our scheme combines a generic, high order quadrature method for singular kernels called Quadrature by Expansion (QBX) with a…

Numerical Analysis · Mathematics 2019-04-01 Matt Wala , Andreas Klöckner

We present JaxPP, a system for efficiently scaling the training of large deep learning models with flexible pipeline parallelism. We introduce a seamless programming model that allows implementing user-defined pipeline schedules for…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-12-20 Anxhelo Xhebraj , Sean Lee , Hanfeng Chen , Vinod Grover

The meshless/meshfree radial basis function (RBF) method is a powerful technique for interpolating scattered data. But, solving large RBF interpolation problems without fast summation methods is computationally expensive. For RBF…

Numerical Analysis · Mathematics 2016-06-27 Wei Zhao , Martin Stoll

This work introduces a kernel-independent, multilevel, adaptive algorithm for efficiently evaluating a discrete convolution kernel with a given source distribution. The method is based on linear algebraic tools such as low rank…

Numerical Analysis · Mathematics 2025-07-11 Anna Yesypenko , Chao Chen , Per-Gunnar Martinsson

In this paper, we present a generalization of the classical error bounds of Greengard-Rokhlin for the Fast Multipole Method (FMM) for Laplace potentials in three dimensions, extended to the case of local expansion (instead of point)…

Numerical Analysis · Mathematics 2020-08-04 Matt Wala , Andreas Klöckner

Recently, a new framework to compute the photoionization rate in streamer discharges accurately and efficiently using the integral form and the fast multipole method (FMM) was presented. This paper further improves the efficiency of this…

Plasma Physics · Physics 2021-12-21 Bo Lin , Chijie Zhuang

Optical multilayer thin-films are fundamental components that enable the precise control of reflectance, transmittance, and phase shift in the design of photonic systems. Rapid and accessible simulation of these structures holds critical…

Computational Physics · Physics 2025-10-27 Bahrem Serhat Danis , Esra Zayim

Laplace transform method has proved to be very efficient and easy to parallelize for the solution of time-dependent problems. However, the synchronization delay among processors implies an upper bound on the expectable acceleration factor,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-05 Frederic Magoules , Qinmeng Zou

The kernel-independent fast multipole method (KIFMM) proposed in [1] is of almost linear complexity. In the original KIFMM the time-consuming M2L translations are accelerated by FFT. However, when more equivalent points are used to achieve…

Numerical Analysis · Computer Science 2015-03-19 Yanchuang Cao , Lihua Wen , Junjie Rong

Fast algorithms for the computation of $N$-body problems can be broadly classified into mesh-based interpolation methods, and hierarchical or multiresolution methods. To this last class belongs the well-known fast multipole method (FMM),…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-09-21 Felipe A. Cruz , Matthew G. Knepley , L. A. Barba

The aggregated unfitted finite element method (AgFEM) is a methodology recently introduced in order to address conditioning and stability problems associated with embedded, unfitted, or extended finite element methods. The method is based…

Numerical Analysis · Computer Science 2019-08-20 Francesc Verdugo , Alberto F. Martín , Santiago Badia

The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample data problems. However, the parallel structure of these…

Statistics Theory · Mathematics 2024-04-11 Xiaofei Wu , Jiancheng Jiang , Zhimin Zhang