Numerical analysis deals with the search for approximate solutions to demanding mathematical tasks such as time-space partial differential equations describing the physical field. We focus on the development of methods whose computational complexity is directly proportional to the number of valid digits that we want to have in the solution. Tasks are discretized to a sequence of systems of linear equations, the size of which is billions of equations of a billion unknown. These systems must be addressed on a parallel computer (supercomputers) means HPC (High Performance Computing). Our research reflects the development of supercomputers. With regard to computer architecture, we change the computing paradigm, for example, to minimize access to memory. Research is mostly conducted by specific industrial applications. The development of new numerical methods also includes rigorous mathematical analysis in our group such as optimal convergence (constant number of iterations independent of the size of the task), numerical stability (methods in double, single and Half Precision) and parallel scalability of methods. We are currently developing open-source software library implementing parallel methods of final (FETI) and border (Beti) elements on graphic accelerators. We also develop real-time optimization methods in robotics. We are dealing with demanding molecular simulations.