A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

Parallel and vector computation for stochastic optimal control applications

A general method for parallel and vector numerical solutions of stochastic dynamic programming problems is described for optimal control of general nonlinear, continuous time, multibody dynamical systems, perturbed by Poisson as well as Gaussian random white noise. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random atmospheric fluctuations. The numerical formulation is highly suitable for a vector multiprocessor or vectorizing supercomputer, and results exhibit high processor efficiency and numerical stability. Advanced computing techniques, data structures, and hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations

Rast: A Language for Resource-Aware Session Types

Traditional session types prescribe bidirectional communication protocols for concurrent computations, where well-typed programs are guaranteed to adhere to the protocols. However, simple session types cannot capture properties beyond the basic type of the exchanged messages. In response, recent work has extended session types with refinements from linear arithmetic, capturing intrinsic attributes of processes and data. These refinements then play a central role in describing sequential and parallel complexity bounds on session-typed programs. The Rast language provides an open-source implementation of session-typed concurrent programs extended with arithmetic refinements as well as ergometric and temporal types to capture work and span of program execution. To further support generic programming, Rast also enhances arithmetically refined session types with recently developed nested parametric polymorphism. Type checking relies on Cooper's algorithm for quantifier elimination in Presburger arithmetic with a few significant optimizations, and a heuristic extension to nonlinear constraints. Rast furthermore includes a reconstruction engine so that most program constructs pertaining the layers of refinements and resources are inserted automatically. We provide a variety of examples to demonstrate the expressivity of the language

Supercomputer optimizations for stochastic optimal control applications

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations