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To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…

Optimization and Control · Mathematics 2019-12-17 Sebastian Götschel , Michael L. Minion

An adaptive method for parabolic partial differential equations that combines sparse wavelet expansions in time with adaptive low-rank approximations in the spatial variables is constructed and analyzed. The method is shown to converge and…

Numerical Analysis · Mathematics 2024-02-02 Markus Bachmayr , Manfred Faldum

In distributed stochastic optimization, where parallel and asynchronous methods are employed, we establish optimal time complexities under virtually any computation behavior of workers/devices/CPUs/GPUs, capturing potential disconnections…

Optimization and Control · Mathematics 2025-02-07 Alexander Tyurin

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

Parallelization is a popular strategy for improving the performance of iterative algorithms. Optimization methods are no exception: design of efficient parallel optimization methods and tight analysis of their theoretical properties are…

Optimization and Control · Mathematics 2023-11-28 Alexander Tyurin , Peter Richtárik

We analyse parallel overlapping Schwarz domain decomposition methods for the Helmholtz equation, where the subdomain problems satisfy first-order absorbing (impedance) transmission conditions, and exchange of information between subdomains…

Numerical Analysis · Mathematics 2022-09-07 Shihua Gong , Martin J. Gander , Ivan G. Graham , David Lafontaine , Euan A. Spence

Schwarz methods use a decomposition of the computational domain into subdomains and need to put boundary conditions on the subdomain boundaries. In domain truncation one restricts the unbounded domain to a bounded computational domain and…

Numerical Analysis · Mathematics 2022-07-21 Martin J. Gander , Hui Zhang

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…

Optimization and Control · Mathematics 2013-04-09 Georgios Stathopoulos , Tamás Keviczky , Yang Wang

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

We shall derive and propose several efficient overlapping domain decomposition methods for solving some typical linear inverse problems, including the identiffication of the flux, the source strength and the initial temperature in second…

Numerical Analysis · Mathematics 2013-09-10 Jiang Daijun , Feng Hui , Zou Jun

In this work, we propose two-level space-time domain decomposition preconditioners for parabolic problems discretized using finite elements. They are motivated as an extension to space-time of balancing domain decomposition by constraints…

Numerical Analysis · Computer Science 2017-01-16 Santiago Badia , Marc Olm

We propose a new computational framework that combines the recently developed time-parallel (TP) and the compound wavelet matrix (CWM) methods. The framework, termed tpCWM, offers significant computational acceleration by making…

Computational Physics · Physics 2009-09-29 George Frantziskonis , Krishna Muralidharan , Pierre Deymier , Srdjan Simunovic , Sreekanth Pannala

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

We propose an overlapping Schwarz space-time refinement framework for the material point method (OS-MPM) to improve computational efficiency in problems with strongly localized deformation, contact, and large geometric nonlinearity. The…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Zhaofeng Luo , Minchen Li , Yupeng Jiang

We introduce a new domain decomposition strategy for time harmonic Maxwell's equations that is valid in the case of automatically generated subdomain partitions with possible presence of cross-points. The convergence of the algorithm is…

Numerical Analysis · Mathematics 2022-09-20 Xavier Claeys , Francis Collino , Emile Parolin

We present new convergence analyses for parallel subspace correction methods for unconstrained semicoercive and nearly semicoercive convex optimization problems, generalizing the theory of singular and nearly singular linear problems to a…

Numerical Analysis · Mathematics 2026-04-03 Young-Ju Lee , Jongho Park

This paper presents and evaluates a framework for the coupling of subdomain-local projection-based reduced order models (PROMs) using the Schwarz alternating method following a domain decomposition (DD) of the spatial domain on which a…

Numerical Analysis · Mathematics 2024-10-08 Christopher R. Wentland , Francesco Rizzi , Joshua Barnett , Irina Tezaur

System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu , Ioan Dumitrache

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

Optimization and Control · Mathematics 2019-04-25 Branimir Novoselnik , Vedrana Spudić , Mato Baotić

As CPU clock speeds have stagnated, and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes are a…

Numerical Analysis · Mathematics 2022-01-26 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder