相关论文: Multirate Linearly-Implicit GARK Schemes

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…

This paper introduces a family of iterative algorithms for unconstrained nonlinear optimal control. We generalize the well-known iLQR algorithm to different multiple-shooting variants, combining advantages like straight-forward…

We present a first step towards a multigrid method for solving the min-cost flow problem. Specifically, we present a strategy that takes advantage of existing black-box fast iterative linear solvers, i.e. algebraic multigrid methods. We…

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…

Suitable reduced order models (ROMs) are computationally efficient tools in characterizing key dynamical and statistical features of nature. In this paper, a systematic multiscale stochastic ROM framework is developed for complex systems…

In this paper we consider the problem of mixed-criticality (MC) scheduling of implicit-deadline sporadic task systems on a homogenous multiprocessor platform. Focusing on dual-criticality systems, algorithms based on the fluid scheduling…

Multiple model reduction techniques have been proposed to tackle linear and non linear problems. Intrusive model order reduction techniques exhibit high accuracy levels, however, they are rarely used as a standalone industrial tool, because…

We show that stochastic acceleration can be achieved under the perturbed iterate framework (Mania et al., 2017) in asynchronous lock-free optimization, which leads to the optimal incremental gradient complexity for finite-sum objectives. We…

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…

An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The…

In this paper, we propose a class of high-order and energy-stable implicit-explicit relaxation Runge-Kutta (IMEX RRK) schemes for solving the phase-field gradient flow models. By incorporating the scalar auxiliary variable (SAV) method, the…

This paper presents a mixed-integer linear programming formulation for the multi-mode resource-constrained project scheduling problem with uncertain activity durations. We consider a two-stage robust optimisation approach and find solutions…

We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…

The multi-step inertial randomized Kaczmarz (MIRK) method is an iterative method for solving large-scale linear systems. In this paper, we enhance the MIRK method by incorporating the greedy probability criterion, coupled with the…

This article proposes a new class of general linear method with $p=q$ and $r=s=p+1$. The construction of the present method is carried out using order conditions and error minimization subject to $A$- stability constraints. The proposed…

Multirate integration uses different time step sizes for different components of the solution based on the respective transient behavior. For inter/extrapolation-based multirate schemes, we construct a new subclass of schemes by using…

Intelligent reflecting surfaces (IRSs) have shown huge advantages in many potential use cases and thus have been considered a promising candidate for next-generation wireless systems. In this paper, we consider an IRS-assisted multigroup…

In this paper, a time-periodic MGRIT algorithm is proposed as a means to reduce the time-to-solution of numerical algorithms by exploiting the time periodicity inherent to many applications in science and engineering. The time-periodic…

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…

A fast multigrid solver is presented for high-order accurate Stokes problems discretised by local discontinuous Galerkin (LDG) methods. The multigrid algorithm consists of a simple V-cycle, using an element-wise block Gauss-Seidel smoother.…