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Novel methods are presented in this initial study for the fusion of GPU kernels in the artificial compressibility method (ACM), using tensor product elements with constant Jacobians and flux reconstruction. This is made possible through the…
We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The covariance matrix in portfolio optimization or the…
Study of general purpose computation by GPU (Graphics Processing Unit) can improve the image processing capability of micro-computer system. This paper studies the parallelism of the different stages of decimation in time radix 2 FFT…
Finite element simulations play a critical role in a wide range of applications, from automotive design to tsunami modeling and computational electromagnetics. Performing these simulations efficiently at the high resolutions needed for…
Discrete optimization is a central problem in artificial intelligence. The optimization of the aggregated cost of a network of cost functions arises in a variety of problems including (W)CSP, DCOP, as well as optimization in stochastic…
We propose an optimization approach for determining both hardware and software parameters for the efficient implementation of a (family of) applications called dense stencil computations on programmable GPGPUs. We first introduce a simple,…
Quantum computers are becoming practical for computing numerous applications. However, simulating quantum computing on classical computers is still demanding yet useful because current quantum computers are limited because of computer…
The Multilevel Fast Multipole Algorithm (MLFMA) has known applications in scientific modeling in the fields of telecommunications, physics, mechanics, and chemistry. Accelerating calculation of far-field using GPUs and GPU clusters for…
The progress made in accelerating simulations of fluid flow using GPUs, and the challenges that remain, are surveyed. The review first provides an introduction to GPU computing and programming, and discusses various considerations for…
With the widespread adoption of Mixture-of-Experts (MoE) models, there is a growing demand for efficient inference on memory-constrained devices. While offloading expert parameters to CPU memory and loading activated experts on demand has…
We implemented the pressure-implicit with splitting of operators (PISO) and semi-implicit method for pressure-linked equations (SIMPLE) solvers of the Navier-Stokes equations on Fermi-class graphics processing units (GPUs) using the CUDA…
In this paper, we address a long-standing challenge: how to achieve both efficiency and scalability in solving semidefinite programming problems. We propose breakthrough acceleration techniques for a wide range of low-rank…
As GPU-accelerated mathematical programming techniques mature, there is growing interest in utilizing them to address the computational challenges of power system optimization. This paper introduces ExaModelsPower.jl, an open-source…
Swarm intelligence optimization algorithms have gained significant attention due to their ability to solve complex optimization problems. However, the efficiency of optimization in large-scale problems limits the use of related methods.…
Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computationally expensive when it comes to running simulations in…
The classical simulation of quantum algorithms is a crucial tool for circuit development, testing, and validation. Although acceleration using GPUs significantly reduces simulation time, most high-performance simulators rely on…
Graphics processing units (GPUs) are recently being used to an increasing degree for general computational purposes. This development is motivated by their theoretical peak performance, which significantly exceeds that of broadly available…
We present a Pseudo-Transient Topology Optimization (PeTTO) approach that can leverage graphics processing units (GPUs) to efficiently solve single-material and multi-material topology optimization problems. By integrating PeTTO with phase…
We present MadFlow, a first general multi-purpose framework for Monte Carlo (MC) event simulation of particle physics processes designed to take full advantage of hardware accelerators, in particular, graphics processing units (GPUs). The…
We develop a GPU-accelerated dynamic programming (DP) method for valuing, operating, and bidding energy storage under multistage stochastic electricity prices. Motivated by computational limitations in existing models, we formulate DP…