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We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Hao Zhuang , Wenjian Yu , Ilgweon Kang , Xinan Wang , Chung-Kuan Cheng

The paper describes two iterative algorithms for solving general systems of M simultaneous linear algebraic equations (SLAE) with real matrices of coefficients. The system can be determined, underdetermined, and overdetermined. Linearly…

Numerical Analysis · Mathematics 2025-10-20 A. S. Kondratiev , N. P. Polishchuk

The task of locating first order saddle points on high-dimensional surfaces describing the variation of energy as a function of atomic coordinates is an essential step for identifying the mechanism and estimating the rate of thermally…

Chemical Physics · Physics 2025-07-24 Rohit Goswami , Maxim Masterov , Satish Kamath , Alejandro Peña-Torres , Hannes Jónsson

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…

Systems and Control · Computer Science 2014-02-18 Loïc Michel

Distributed optimization is an essential paradigm to solve large-scale optimization problems in modern applications where big-data and high-dimensionality creates a computational bottleneck. Distributed optimization algorithms that exhibit…

Systems and Control · Electrical Eng. & Systems 2023-05-25 Aayushya Agarwal , Larry Pileggi

This work wishes to support various mathematical issues concerning the iterative methods with the help of new programming languages. We consider a way to show how problems in math have an answer by using different academic resources and…

Mathematical Software · Computer Science 2009-05-29 Claudiu Chirilov

With the advent of supercomputers, multi-processor environments and parallel-in-time (PinT) algorithms offer ways to solve initial value problems for ordinary and partial differential equations (ODEs and PDEs) over long time intervals, a…

Computation · Statistics 2025-07-21 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

Numerical Analysis · Mathematics 2019-11-15 Hamid Mirchi , Davod Khojasteh Salkuyeh

We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…

Numerical Analysis · Mathematics 2020-05-19 Oleg Balabanov , Anthony Nouy

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

Machine Learning · Computer Science 2025-07-10 Jihao Andreas Lin

We provide a preliminary study on utilizing GPU (Graphics Processing Unit) to accelerate computation for three simulation optimization tasks with either first-order or second-order algorithms. Compared to the implementation using only CPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-19 Jinghai He , Haoyu Liu , Yuhang Wu , Zeyu Zheng , Tingyu Zhu

Transient stability simulation of a large-scale and interconnected electric power system involves solving a large set of differential algebraic equations (DAEs) at every simulation time-step. With the ever-growing size and complexity of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-08 Jian Shi , Brian Sullivan , Mike Mazzola , Babak Saravi , Uttam Adhikari , Tomaz Haupt

This article introduces a highly parallel algorithm for molecular dynamics simulations with short-range forces on single node multi- and many-core systems. The algorithm is designed to achieve high parallel speedups for strongly…

Computational Physics · Physics 2013-11-20 R. Meyer

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these…

Methodology · Statistics 2023-05-04 Moses Y-H. Chan , Matthew Plumlee , Stefan M. Wild

The construction of the general solution sequence of row-finite linear systems is accomplished by implementing -ad infinitum- the Gauss-Jordan algorithm under a rightmost pivot elimination strategy. The algorithm generates a basis (finite…

Functional Analysis · Mathematics 2014-03-12 Alexandros G. Paraskevopoulos

This paper introduces a new method of partitioning the solution space of a multi-objective optimisation problem for parallel processing, called Efficient Projection Partitioning. This method projects solutions down into a single dimension,…

Optimization and Control · Mathematics 2017-11-23 William Pettersson , Melih Ozlen

Iterative methods such as Jacobi, Gauss-Seidel, and Successive Over-Relaxation (SOR) are fundamental tools in solving large systems of linear equations across various scientific fields, particularly in the field of data science which has…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-14 Dominic Kealoha , Fabiola Rojas , Xingjie Li

The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of partial differential equations such as finite element, finite…

Numerical Analysis · Mathematics 2021-08-31 Abal-Kassim Cheik Ahamed , Frédéric Magoulès

We are concerned with the simulation and optimization of large-scale gas pipeline systems in an error-controlled environment. The gas flow dynamics is locally approximated by sufficiently accurate physical models taken from a hierarchy of…

Optimization and Control · Mathematics 2021-11-10 Pia Domschke , Oliver Kolb , Jens Lang

Convergence of classical parallel iterations is detected by performing a reduction operation at each iteration in order to compute a residual error relative to a potential solution vector. To efficiently run asynchronous iterations,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-01 Frédéric Magoulès , Guillaume Gbikpi-Benissan