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We describe a general scheme of derivation of the Vlasov-type equations for Markov evolutions of particle systems in continuum. This scheme is based on a proper scaling of corresponding Markov generators and has an algorithmic realization…

Mathematical Physics · Physics 2015-05-18 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

We propose a novel graphical model selection (GMS) scheme for high-dimensional stationary time series or discrete time process. The method is based on a natural generalization of the graphical LASSO (gLASSO), introduced originally for GMS…

Machine Learning · Statistics 2023-07-19 Alexander Jung , Gabor Hannak , Norbert Görtz

In this paper, we consider modelling interaction between a set of variables in the context of time series and high dimension. We suggest two approaches. The first is similar to the neighborhood lasso when the lasso model is replaced by a…

Machine Learning · Statistics 2019-08-05 Kamel Jebreen , Badih Ghattas

In this article, we derive a semi-Lagrangian scheme for the solution of the Vlasov equation represented as a low-parametric tensor. Grid-based methods for the Vlasov equation have been shown to give accurate results but their use has mostly…

Numerical Analysis · Mathematics 2019-03-05 Katharina Kormann

In this work we propose an accelerated stochastic learning system for very large-scale applications. Acceleration is achieved by mapping the training algorithm onto massively parallel processors: we demonstrate a parallel, asynchronous GPU…

Machine Learning · Computer Science 2017-02-24 Thomas Parnell , Celestine Dünner , Kubilay Atasu , Manolis Sifalakis , Haris Pozidis

Certain features of the method of characteristics are of considerable interest in relation with Vlasov simulation [H. Abbasi {\it et al}, Phys. Rev. E \textbf{84}, 036702 (2011)]. A Vlasov simulation scheme of this kind can be recurrence…

Plasma Physics · Physics 2015-07-07 N. Javaheri , S. Rahimi , H. Abbasi

Long-range interacting N-particle systems get trapped into long-living out-of-equilibrium stationary states called quasi-stationary states (QSS). We study here the response to a small external perturbation when such systems are settled into…

Statistical Mechanics · Physics 2014-11-20 Aurelio Patelli , Stefano Ruffo

Speeding up computationally expensive problems, such as numerical simulations of large micromagnetic systems, requires efficient use of parallel computing infrastructures. While parallelism across space is commonly exploited in…

Computational Physics · Physics 2023-10-19 Robert Kraft , Sabri Koraltan , Markus Gattringer , Florian Bruckner , Dieter Suess , Claas Abert

The ever-growing size of modern space-time data sets, such as those collected by remote sensing, requires new techniques for their efficient and automated processing, including gap-filling of missing values. CUDA-based parallelization on…

Computation · Statistics 2022-12-05 M. Lach , M. Žukovič

In this work, we present an extension of Gaussian process (GP) models with sophisticated parallelization and GPU acceleration. The parallelization scheme arises naturally from the modular computational structure w.r.t. datapoints in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-21 Zhenwen Dai , Andreas Damianou , James Hensman , Neil Lawrence

A key scalability challenge in neural solvers for industrial-scale physics simulations is efficiently capturing both fine-grained local interactions and long-range global dependencies across millions of spatial elements. We introduce the…

Machine Learning · Computer Science 2026-03-10 Pedro M. P. Curvo , Jan-Willem van de Meent , Maksim Zhdanov

We present the GPU implementation of the general-purpose interior-point solver Clarabel for convex optimization problems with conic constraints. We introduce a mixed parallel computing strategy that processes linear constraints first, then…

Optimization and Control · Mathematics 2025-11-04 Yuwen Chen , Danny Tse , Parth Nobel , Paul Goulart , Stephen Boyd

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

We discuss the development, verification, and performance of a GPU accelerated discontinuous Galerkin method for the solutions of two dimensional nonlinear shallow water equations. The shallow water equations are hyperbolic partial…

Numerical Analysis · Mathematics 2023-07-19 R Gandham , D S Medina , T Warburton

Computational fluid dynamics and fluid-structure interaction simulations involving moving and deforming bodies is extremely hard. In this work, we present a graphical processing unit (GPU) optimized implementation of the sharp-interface…

Computational Physics · Physics 2026-05-07 Sushrut Kumar , Joshua Romero , Jung-Hee Seo , Massimiliano Fatica , Rajat Mittal

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

A new Monte-Carlo method for long-range interacting systems is presented. This method consists of eliminating interactions stochastically with the detailed balance condition satisfied. When a pairwise interaction $V_{ij}$ of a $N$-particle…

Disordered Systems and Neural Networks · Physics 2015-05-13 Munetaka Sasaki , Fumitaka Matsubara

Graphics Processing Units (GPUs) are employed for a numerical determination of the analytic structure of two-point correlation functions of Quantum Field Theories. These functions are represented through integrals in d-dimensional Euclidean…

High Energy Physics - Phenomenology · Physics 2013-01-16 Andreas Windisch , Reinhard Alkofer , Gundolf Haase , Manfred Liebmann

High fidelity scientific simulations modeling physical phenomena typically require solving large linear systems of equations which result from discretization of a partial differential equation (PDE) by some numerical method. This step often…

Mathematical Software · Computer Science 2020-07-01 Mohammad Shafaet Islam , Qiqi Wang