Related papers: 6th and 8th Order Hermite Integrator for N-body Si…
In this paper we propose an efficient third-order numerical scheme for backward stochastic differential equations(BSDEs). We use 3-point Gauss-Hermite quadrature rule for approximation of the conditional expectation and avoid spatial…
This paper describes a fourth-order integration algorithm for the gravitational N-body problem based on discrete Lagrangian mechanics. When used with shared timesteps, the algorithm is momentum conserving and symplectic. We generalize the…
Weighted finite-state machines are a fundamental building block of NLP systems. They have withstood the test of time -- from their early use in noisy channel models in the 1990s up to modern-day neurally parameterized conditional random…
We propose Hermite-NGP, a gradient-augmented multi-resolution hash encoding designed to enable fast and accurate computation of spatial derivatives for neural PDE solvers. Unlike existing NGP-based approaches that rely on automatic…
High-fidelity physics simulations are powerful tools in the design and optimization of charged particle accelerators. However, the computational burden of these simulations often limits their use in practice for design optimization and…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
This paper addresses the problem of efficiently computing higher-order variational integrators in simulation and trajectory optimization of mechanical systems as those often found in robotic applications. We develop $O(n)$ algorithms to…
Differentiable simulators promise faster computation time for reinforcement learning by replacing zeroth-order gradient estimates of a stochastic objective with an estimate based on first-order gradients. However, it is yet unclear what…
A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…
Magnetic quadrupoles are essential components of particle accelerators like the Large Hadron Collider. In order to study numerically the stability of the particle beam crossing a quadrupole, a large number of particle revolutions in the…
This study presents the derivation of a recursive formula for integrals of products of $N$ Hermite polynomials, establishing a numerically stable scheme for their accurate evaluation in computer codes. The derivation is notably simple and…
We present initial results on Hessian-free force-gradient integrators for lattice field theories. Integrators of this framework promise to provide substantial performance enhancements, particularly for larger lattice volumes where…
We introduce Spiral, a third-order integration algorithm for the rotational motion of extended bodies. It requires only one force calculation per time step, does not require quaternion normalization at each time step, and can be formulated…
We propose a family of reliable symplectic integrators adapted to the Discrete Non-Linear Schr\"odinger equation; based on an idea of Yoshida (H. Yoshida, Construction of higher order symplectic integrators, Physics Letters A, 150, 5,6,7,…
We present a new class of high-order imaginary time propagators for path-integral Monte Carlo simulations by subtracting lower order propagators. By requiring all terms of the extrapolated propagator be sampled uniformly, the subtraction…
We review the implementation of individual particle time-stepping for N-body dynamics. We present a class of integrators derived from second order Hamiltonian splitting. In contrast to the usual implementation of individual time-stepping,…
As is well-known, the advantage of the high-order compact difference scheme (H-OCD) is unconditionally stable and convergent with the order $O(\tau^2+h^4)$ under the maximum norm. In this article, a new numerical gradient scheme based on…
Using Suzuki-Trotter decompositions of exponential operators we describe new algorithms for the numerical integration of the equations of motion for classical spin systems. These techniques conserve spin length exactly and, in special…
We present a novel hierarchical formulation of the fourth-order forward symplectic integrator and its numerical implementation in the GPU-accelerated direct-summation N-body code FROST. The new integrator is especially suitable for…
We discuss how dynamical fermion computations may be made yet cheaper by using symplectic integrators that conserve energy much more accurately without decreasing the integration step size. We first explain why symplectic integrators…