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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

Processing graphs with temporal information (the temporal graphs) has become increasingly important in the real world. In this paper, we study efficient solutions to temporal graph applications using new algorithms for Incremental Minimum…

数据结构与算法 · 计算机科学 2025-05-13 Xiangyun Ding , Yan Gu , Yihan Sun

In 2008, Maday and Ronquist introduced an interesting new approach for the direct parallel-in-time (PinT) solution of time-dependent PDEs. The idea is to diagonalize the time stepping matrix, keeping the matrices for the space…

数值分析 · 数学 2021-04-15 Martin J. Gander , Jun Liu , Shu-Lin Wu , Xiaoqiang Yue , Tao Zhou

This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

系统与控制 · 电气工程与系统科学 2021-01-13 Yijian Zhang , Emiliano Dall'Anese , Mingyi Hong

We present a convergence analysis of the parallel-in-time integration method known as the Parareal algorithm for degenerate differential-algebraic systems arising from quasi-static Biot models, which govern coupled flow and deformation in…

数值分析 · 数学 2026-01-22 Iñigo Jimenez-Ciga , Francisco Gaspar , Kundan Kumar , Florin A. Radu

This paper develops a new algebraic multigrid (AMG) method for sparse least-squares systems of the form $A=G^TG$ motivated by challenging applications in scientific computing where classical AMG methods fail. First we review and relate the…

数值分析 · 数学 2026-01-09 Ben S. Southworth , Hussam Al Daas , Golo A. Wimmer , Ed Threlfall

Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…

数值分析 · 数学 2023-09-26 Martin J. Gander , Davide Palitta

We study asynchronous finite sum minimization in a distributed-data setting with a central parameter server. While asynchrony is well understood in parallel settings where the data is accessible by all machines -- e.g., modifications of…

机器学习 · 计算机科学 2021-03-11 Margalit Glasgow , Mary Wootters

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

数值分析 · 数学 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

We give a sharp convergence rate for the asynchronous stochastic gradient descent (ASGD) algorithms when the loss function is a perturbed quadratic function based on the stochastic modified equations introduced in [An et al. Stochastic…

数值分析 · 数学 2020-01-27 Yuhua Zhu , Lexing Ying

The effective approach to quantum dynamics allows a reformulation of the Dirac quantization procedure for constrained systems in terms of an infinite-dimensional constrained system of classical type. For semiclassical approximations, the…

广义相对论与量子宇宙学 · 物理学 2011-07-20 Martin Bojowald , Philipp A Hoehn , Artur Tsobanjan

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

分布式、并行与集群计算 · 计算机科学 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

A local and parallel algorithm based on the multilevel discretization is proposed in this paper to solve the eigenvalue problem by the finite element method. With this new scheme, solving the eigenvalue problem in the finest grid is…

数值分析 · 数学 2014-01-21 Yu Li , Xiaole Han , Hehu Xie , Chunguang You

This paper proposes a solution to the problem of smooth path planning for mobile robots in dynamic and unknown environments. A novel concept of Time-Warped Grid is introduced to predict the pose of obstacles in the environment and avoid…

机器人学 · 计算机科学 2019-03-19 Siavash Farzan , Guilherme N. DeSouza

This paper deals with the development and analysis of novel time-optimal point-to-point model predictive control concepts for nonlinear systems. Recent approaches in the literature apply a time transformation, however, which do not maintain…

系统与控制 · 电气工程与系统科学 2022-01-06 Christoph Rösmann , Artemi Makarow , Torsten Bertram

Truncated Backpropagation Through Time (truncated BPTT) is a widespread method for learning recurrent computational graphs. Truncated BPTT keeps the computational benefits of Backpropagation Through Time (BPTT) while relieving the need for…

神经与进化计算 · 计算机科学 2017-05-24 Corentin Tallec , Yann Ollivier

In the era of big data, optimizing large scale machine learning problems becomes a challenging task and draws significant attention. Asynchronous optimization algorithms come out as a promising solution. Recently, decoupled asynchronous…

机器学习 · 计算机科学 2016-09-30 Zhouyuan Huo , Bin Gu , Heng Huang

Truncated backpropagation through time (TBPTT) is a popular method for learning in recurrent neural networks (RNNs) that saves computation and memory at the cost of bias by truncating backpropagation after a fixed number of lags. In…

机器学习 · 计算机科学 2019-07-03 Christopher Aicher , Nicholas J. Foti , Emily B. Fox

This work proposes a unified heuristic algorithm for a large class of earliness-tardiness (E-T) scheduling problems. We consider single/parallel machine E-T problems that may or may not consider some additional features such as idle time,…

人工智能 · 计算机科学 2017-01-11 Arthur Kramer , Anand Subramanian

We introduce novel convergence results for asynchronous iterations that appear in the analysis of parallel and distributed optimization algorithms. The results are simple to apply and give explicit estimates for how the degree of asynchrony…

最优化与控制 · 数学 2023-04-04 Hamid Reza Feyzmahdavian , Mikael Johansson