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The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

Power systems are very large and complex, it can be influenced by many unexpected events this makes power system optimization problems difficult to solve, hence methods for solving these problems ought to be an active research topic. This…

Neural and Evolutionary Computing · Computer Science 2024-05-03 Soufiane Bouabbadi

Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…

Computational Physics · Physics 2015-06-15 Zecheng Gan , Zhenli Xu

In recent years, various means of efficiently detecting changepoints in the univariate setting have been proposed, with one popular approach involving minimising a penalised cost function using dynamic programming. In some situations, these…

Methodology · Statistics 2018-10-09 S. O. Tickle , I. A. Eckley , P. Fearnhead , K. Haynes

Many computer systems for calculating the proper organization of memory are among the most critical issues. Using a tier cache memory (along with branching prediction) is an effective means of increasing modern multi-core processors'…

Networking and Internet Architecture · Computer Science 2021-05-21 Mohamed A. Hamada , Abdelrahman Abdallah

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

The dendritic cell algorithm is an immune-inspired technique for processing time-dependant data. Here we propose it as a possible solution for a robotic classification problem. The dendritic cell algorithm is implemented on a real robot and…

Artificial Intelligence · Computer Science 2010-07-05 Robert Oates , Julie Greensmith , Uwe Aickelin , Jonathan M. Garibaldi , Graham Kendall

If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé

Computationally efficient classification system architecture is proposed. It utilizes fast tensor-vector multiplication algorithm to apply linear operators upon input signals . The approach is applicable to wide variety of recognition…

Computer Vision and Pattern Recognition · Computer Science 2016-03-08 Pavel Dourbal , Mikhail Pekker

Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…

Computation · Statistics 2017-10-11 Roland Lamberti , Yohan Petetin , François Desbouvries , François Septier

Classical machine learning algorithms often face scalability bottlenecks when they are applied to large-scale data. Such algorithms were designed to work with small data that is assumed to fit in the memory of one machine. In this report,…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-14 Tarek Elgamal , Mohamed Hefeeda

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

Complex networks are at the core of an intense research activity. However, in most cases, intricate and costly measurement procedures are needed to explore their structure. In some cases, these measurements rely on link queries: given two…

Networking and Internet Architecture · Computer Science 2009-04-22 Fabien Tarissan , Matthieu Latapy , Christophe Prieur

Cooperative optimization is a new way for finding global optima of complicated functions of many variables. It has some important properties not possessed by any conventional optimization methods. It has been successfully applied in solving…

Information Theory · Computer Science 2007-07-13 Xiaofei Huang

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

Due to decelerating gains in single-core CPU performance, computationally expensive simulations are increasingly executed on highly parallel hardware platforms. Agent-based simulations, where simulated entities act with a certain degree of…

Multiagent Systems · Computer Science 2018-07-04 Jiajian Xiao , Philipp Andelfinger , David Eckhoff , Wentong Cai , Alois Knoll

Long ranged electrostatic interactions are time consuming to calculate in molecular dynamics and Monte-Carlo simulations. We introduce an algorithmic framework for simulating charged particles which modifies the dynamics so as to allow…

Statistical Mechanics · Physics 2009-09-07 A. C. Maggs , V. Rossetto

With the advent of high-performance computing techniques, the data for analysis has grown significantly. Here, graphic processing unit (GPU) based program kernels are discussed to exploit parallelism in the analysis codes specific to…

Computational Physics · Physics 2018-11-07 Gourav Shrivastav , Manish Agarwal

We provide a mathematically proven parallelization scheme for particle methods on distributed-memory computer systems. Particle methods are a versatile and widely used class of algorithms for computer simulations and numerical predictions…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-05 Johannes Pahlke , Ivo F. Sbalzarini
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