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An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation…

最优化与控制 · 数学 2019-07-09 Zawar Qureshi , Sebastian East , Mark Cannon

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…

系统与控制 · 计算机科学 2014-02-18 Loïc Michel

We present a novel approach to the parallelization of the parabolic fast multipole method for a space-time boundary element method for the heat equation. We exploit the special temporal structure of the involved operators to provide an…

数值分析 · 数学 2023-01-31 Raphael Watschinger , Michal Merta , Günther Of , Jan Zapletal

The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic…

数值分析 · 数学 2021-05-04 Martin J. Gander , Iryna Kulchytska-Ruchka , Sebastian Schöps

We present an approach to solving problems in micromechanics that is amenable to massively parallel calculations through the use of graphical processing units and other accelerators. The problems lead to nonlinear differential equations…

计算工程、金融与科学 · 计算机科学 2021-05-19 Hao Zhou , Kaushik Bhattacharya

With the development of large-scale integrated circuits, electronic design automation~(EDA) tools are increasingly emphasizing efficiency, with parallel algorithms becoming a trend. The optimization of delay reduction is a crucial factor…

分布式、并行与集群计算 · 计算机科学 2024-04-23 Ye Cai , Zonglin Yang , Liwei Ni , Biwei Xie , Xingquan Li

This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…

分布式、并行与集群计算 · 计算机科学 2025-12-16 Hassan Razavi , Ángel F. García-Fernández , Simo Särkkä

In this paper we propose a new parallel algorithm for solving global optimization (GO) multidimensional problems. The method unifies two powerful approaches for accelerating the search: parallel computations and local tuning on the behavior…

最优化与控制 · 数学 2011-03-31 Yaroslav D. Sergeyev

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

数值分析 · 数学 2020-03-27 Y. Maday , O. Mula

We introduce Prob-GParareal, a probabilistic extension of the GParareal algorithm designed to provide uncertainty quantification for the Parallel-in-Time (PinT) solution of (ordinary and partial) differential equations (ODEs, PDEs). The…

统计计算 · 统计学 2025-09-05 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…

数值分析 · 计算机科学 2016-04-20 Vishwas Rao , Adrian Sandu

Asynchronous iterations are more and more investigated for both scaling and fault-resilience purpose on high performance computing platforms. While so far, they have been exclusively applied within space domain decomposition frameworks,…

分布式、并行与集群计算 · 计算机科学 2021-10-22 Frederic Magoules , Guillaume Gbikpi-Benissan

In this paper, first we give a sequential linear-time algorithm for the longest path problem in meshes. This algorithm can be considered as an improvement of [13]. Then based on this sequential algorithm, we present a constant-time parallel…

数据结构与算法 · 计算机科学 2012-01-24 Fatemeh Keshavarz-Kohjerdi , Alireza Bagheri

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…

分布式、并行与集群计算 · 计算机科学 2016-03-01 Martin Schreiber , Adam Peddle , Terry Haut , Beth Wingate

Stochastic gradient descent~(SGD) and its variants have become more and more popular in machine learning due to their efficiency and effectiveness. To handle large-scale problems, researchers have recently proposed several parallel SGD…

机器学习 · 统计学 2015-08-25 Shen-Yi Zhao , Wu-Jun Li

We present and analyze for a scalar linear evolution model problem a time multigrid algorithm for DG-discretizations in time. We derive asymptotically optimized parameters for the smoother, and also an asymptotically sharp convergence…

数值分析 · 数学 2014-10-02 Martin J. Gander , Martin Neumüller

In the realm of big data and machine learning, data-parallel, distributed stochastic algorithms have drawn significant attention in the present days.~While the synchronous versions of these algorithms are well understood in terms of their…

最优化与控制 · 数学 2020-04-07 Atal Narayan Sahu , Aritra Dutta , Aashutosh Tiwari , Peter Richtárik

We describe a parallel algorithm for solving the time-independent 3d Schrodinger equation using the finite difference time domain (FDTD) method. We introduce an optimized parallelization scheme that reduces communication overhead between…

量子物理 · 物理学 2014-11-18 Michael Strickland , David Yager-Elorriaga

A common method to define a parallel solution for a computational problem consists in finding a way to use the Divide and Conquer paradigm in order to have processors acting on its own data and scheduled in a parallel fashion. MapReduce is…

分布式、并行与集群计算 · 计算机科学 2017-01-13 Edelmira Pasarella , Maria-Esther Vidal , Cristina Zoltan

Given a connected undirected multigraph G (a graph that may contain parallel edges), the algorithm of [19] finds the 3-edge-connected components of $G$ in linear time using an innovative graph contraction technique based on a depth-first…

数据结构与算法 · 计算机科学 2023-06-27 Yung H. Tsin