Related papers: Numerical Analysis of Parallel Replica Dynamics
The general scheme of two-level parallelization (TLP) for direct simulation Monte Carlo of unsteady gas flows on shared memory multiprocessor computers has been described. The high efficient algorithm of parallel independent runs is used on…
With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…
Parallel algorithms designed for simulation and performance evaluation of single-server tandem queueing systems with both infinite and finite buffers are presented. The algorithms exploit a simple computational procedure based on recursive…
Pseudo-arclength continuation is a well-established method for generating a numerical curve approximating the solution of an underdetermined system of nonlinear equations. It is an inherently sequential predictor-corrector method in which…
Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…
We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For this purpose, we cast the GLE in an extended phase space…
While many physical processes are non-equilibrium in nature, the theory and modeling of such phenomena lag behind theoretical treatments of equilibrium systems. The diversity of powerful theoretical tools available to describe equilibrium…
Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…
Diffusion models are powerful generative models but suffer from slow sampling, often taking 1000 sequential denoising steps for one sample. As a result, considerable efforts have been directed toward reducing the number of denoising steps,…
We introduce a class of causal video understanding models that aims to improve efficiency of video processing by maximising throughput, minimising latency, and reducing the number of clock cycles. Leveraging operation pipelining and…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static…
Thermodynamic computing exploits fluctuations and dissipation in physical systems to efficiently solve various mathematical problems. For example, it was recently shown that certain linear algebra problems can be solved thermodynamically,…
Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…
Regions of nested loops are a common feature of High Performance Computing (HPC) codes. In shared memory programming models, such as OpenMP, these structure are the most common source of parallelism. Parallelising these structures requires…
The aim of the paper is to introduce general techniques in order to optimize the parallel execution time of sorting on a distributed architectures with processors of various speeds. Such an application requires a partitioning step. For…
Particle tracking in large-scale numerical simulations of turbulent flows presents one of the major bottlenecks in parallel performance and scaling efficiency. Here, we describe a particle tracking algorithm for large-scale parallel…
Stochastic reaction networks that exhibit bistability are common in many fields such as systems biology and materials science. Sampling of the stationary distribution is crucial for understanding and characterizing the long term dynamics of…