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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…

Mathematical Software · Computer Science 2022-01-05 Will Trojak , Rob Watson , Freddie Witherden

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…

Portfolio Management · Quantitative Finance 2025-07-04 Hadi Keramati , Samaneh Jazayeri

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…

Mathematical Software · Computer Science 2015-06-01 Feifei Shen , Zhenjian Song , Congrui Wu , Jiaqi Geng , Qingyun Wang

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-13 Jiqun Tu , Ian Karlin , John Camier , Veselin Dobrev , Tzanio Kolev , Stefan Henneking , Omar Ghattas

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…

Artificial Intelligence · Computer Science 2018-01-12 Ferdinando Fioretto , Enrico Pontelli , William Yeoh , Rina Dechter

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,…

Hardware Architecture · Computer Science 2017-12-26 Nirmal Prajapati , Sanjay Rajopadhye , Hristo Djidjev , Nandkishore Santhi , Tobias Grosser , Rumen Andonov

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…

Quantum Physics · Physics 2023-08-08 Jun Doi , Hiroshi Horii , Christopher Wood

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-05 Morteza Sadeghi , Abdolreza Torabi

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…

Fluid Dynamics · Physics 2014-02-04 Kyle E Niemeyer , Chih-Jen Sung

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…

Machine Learning · Computer Science 2025-05-13 Yuxin Zhou , Zheng Li , Jun Zhang , Jue Wang , Yiping Wang , Zhongle Xie , Ke Chen , Lidan Shou

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-01 Tadeusz Tomczak , Katarzyna Zadarnowska , Zbigniew Koza , Maciej Matyka , Łukasz Mirosław

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…

Optimization and Control · Mathematics 2024-08-27 Qiushi Han , Zhenwei Lin , Hanwen Liu , Caihua Chen , Qi Deng , Dongdong Ge , Yinyu Ye

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…

Systems and Control · Electrical Eng. & Systems 2026-03-16 Sanjay Johnson , Dirk Lauinger , Sungho Shin , François Pacaud

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.…

Neural and Evolutionary Computing · Computer Science 2025-01-08 Xiangrui Meng , Ying Tan

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-29 Francois Belletti , Davis King , Kun Yang , Roland Nelet , Yusef Shafi , Yi-Fan Chen , John Anderson

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…

Computational Physics · Physics 2015-03-17 Martin Weigel

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…

Numerical Analysis · Mathematics 2025-09-10 Mingyuan Yang , Qian Yu , Chao Yang

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…

Computational Physics · Physics 2021-08-18 Stefano Carrazza , Juan Cruz-Martinez , Marco Rossi , Marco Zaro

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…

Optimization and Control · Mathematics 2025-11-20 Thomas Lee , Andy Sun