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Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

Complex systems often show macroscopic coherent behavior due to the interactions of microscopic agents like molecules, cells, or individuals in a population with their environment. However, simulating such systems poses several…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-11 Asif Hamid , Danish Rafiq , Shahkar Ahmad Nahvi , Mohammad Abid Bazaz

Recent advances in random-walk particle-tracking have enabled direct simulation of mixing and reactions on particles by allowing the particles to interact with each other using a multi-point mass transfer scheme. The mass transfer scheme…

Computational Physics · Physics 2019-04-22 Nicholas B. Engdahl , Michael J. Schmidt , David A. Benson

Nonlinear adaptive filtering allows for modeling of some additional aspects of a general system and usually relies on highly complex algorithms, such as those based on the Volterra series. Through the use of the Kronecker product and some…

Systems and Control · Computer Science 2016-03-02 Felipe C. Pinheiro , Cássio G. Lopes

The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…

Optimization and Control · Mathematics 2014-12-19 Richard S. Laugesen , Prashant G. Mehta , Sean P. Meyn , Maxim Raginsky

A new class of non-homogeneous state-affine systems is introduced for use in reservoir computing. Sufficient conditions are identified that guarantee first, that the associated reservoir computers with linear readouts are causal,…

Neural and Evolutionary Computing · Computer Science 2018-08-28 Lyudmila Grigoryeva , Juan-Pablo Ortega

Recurrent neural networks are powerful tools for handling incomplete data problems in computer vision, thanks to their significant generative capabilities. However, the computational demand for these algorithms is too high to work in real…

Computer Vision and Pattern Recognition · Computer Science 2015-05-07 Ozgur Yilmaz

Biological and artificial systems encode information through several complex nonlinear operations, making their exact study a formidable challenge. These internal mechanisms often take place across multiple timescales and process external…

Statistical Mechanics · Physics 2024-11-19 Giorgio Nicoletti , Daniel M. Busiello

While several numerical techniques are available for predicting the dynamics of non-Markovian open quantum systems, most struggle with simulations for very long memory and propagation times, e.g., due to superlinear scaling with the number…

Quantum Physics · Physics 2025-05-01 Moritz Cygorek , Jonathan Keeling , Brendon W. Lovett , Erik M. Gauger

In this work we describe a fast and stable algorithm for the computation of the orthogonal moments of an image. Indeed, orthogonal moments are characterized by a high discriminative power, but some of their possible formulations are…

Numerical Analysis · Mathematics 2021-09-21 C. Di Ruberto , L. Putzu , G. Rodriguez

This study addresses the challenge of simulating realistic particle systems by proposing a novel particle decomposition scheme that improves the parallel performance of surface resolved particle simulations. Realistic particle systems often…

Fluid Dynamics · Physics 2024-03-21 J. E. Marquardt , N. Hafen , M. J. Krause

We propose a framework for surrogate modelling of spiking systems. These systems are often described by stiff differential equations with high-amplitude oscillations and multi-timescale dynamics, making surrogate models an attractive tool…

Systems and Control · Electrical Eng. & Systems 2024-07-08 Miguel Aguiar , Amritam Das , Karl H. Johansson

Occlusions between consecutive frames have long posed a significant challenge in optical flow estimation. The inherent ambiguity introduced by occlusions directly violates the brightness constancy constraint and considerably hinders…

Computer Vision and Pattern Recognition · Computer Science 2023-11-30 Shangkun Sun , Jiaming Liu , Thomas H. Li , Huaxia Li , Guoqing Liu , Wei Gao

Models that can simulate how environments change in response to actions can be used by agents to plan and act efficiently. We improve on previous environment simulators from high-dimensional pixel observations by introducing recurrent…

Artificial Intelligence · Computer Science 2017-04-20 Silvia Chiappa , Sébastien Racaniere , Daan Wierstra , Shakir Mohamed

We present a new algorithm to quickly generate high-performance GPU implementations of complex imaging and vision pipelines, directly from high-level Halide algorithm code. It is fully automatic, requiring no schedule templates or…

Programming Languages · Computer Science 2023-08-29 Luke Anderson , Andrew Adams , Karima Ma , Tzu-Mao Li , Tian Jin , Jonathan Ragan-Kelley

We present an optimized conductance-based retina microcircuit simulator which transforms light stimuli into a series of graded and spiking action potentials through photo transduction. We use discrete retinal neuron blocks based on a…

Neurons and Cognition · Quantitative Biology 2020-01-16 Jason K. Eshraghian , Seungbum Baek , Wesley Thio , Yulia Sandamirskaya , Herbert H. C. Iu , Wei D. Lu

Lattice spin models are useful for studying critical phenomena and allow the extraction of equilibrium and dynamical properties. Simulations of such systems are usually based on Monte Carlo (MC) techniques, and the main difficulty is often…

Computational Physics · Physics 2012-09-13 Tal Levy , Guy Cohen , Eran Rabani

Reservoir computing - information processing based on untrained recurrent neural networks with random connections - is expected to depend on the nonlinear properties of the neurons and the resulting oscillatory, chaotic, or fixpoint…

Neural and Evolutionary Computing · Computer Science 2024-11-18 Claus Metzner , Achim Schilling , Andreas Maier , Patrick Krauss

Optical computing systems provide an alternate hardware model which appears to be aligned with the demands of neural network workloads. However, the challenge of implementing energy efficient nonlinearities in optics -- a key requirement…

Optics · Physics 2025-08-04 N. Richardson , C. Bosch , R. P. Adams

The dynamics of cross-diffusion models leads to a high computational complexity for implicit difference schemes, turning them unsuitable for tasks that require results in real-time. We propose the use of two operator splitting schemes for…

Numerical Analysis · Mathematics 2022-02-24 Diogo Lobo
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