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Following a series of high-profile drug safety disasters in recent years, many countries are redoubling their efforts to ensure the safety of licensed medical products. Large-scale observational databases such as claims databases or…

Computation · Statistics 2012-08-07 Marc A. Suchard , Shawn E. Simpson , Ivan Zorych , Patrick Ryan , David Madigan

Two important enhanced sampling algorithms, simulated (ST) and parallel (PT) tempering, are commonly used when ergodic simulations may be hard to achieve, e.g, due to a phase space separated by large free-energy barriers. This is so for…

Statistical Mechanics · Physics 2010-11-11 Carlos E. Fiore , M. G. E. da Luz

We modified the recently proposed multicanonical MC algorithm for the case of a magnetic field driven order--order phase transition. We test this {\it multimagnetic} Monte Carlo algorithm for the D=2 Ising model at $\beta=0.5$ and simulate…

High Energy Physics - Lattice · Physics 2007-05-23 U. Hansmann , B. A. Berg , T. Neuhaus

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

Flat-histogram Monte Carlo simulations are well-established, robust methods to perform random walks in a physical observable or parameter space, making them suitable for finding ground states or studying phase transitions in complex systems…

Statistical Mechanics · Physics 2026-01-28 Thomas Vogel , Ying Wai Li

The Bulk-Synchronous Parallel model of computation has been used for the architecture independent design and analysis of parallel algorithms whose performance is expressed not only in terms of problem size n but also in terms of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-29 Alexandros V. Gerbessiotis , Constantinos J. Siniolakis

In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is…

Numerical Analysis · Mathematics 2016-01-12 Alejandra Gaitán Montejo , Octavio A. Michel-Manzo , César A. Terrero-Escalante

The use of Model Predictive Control in industry is steadily increasing as more complicated problems can be addressed. Due to that online optimization is usually performed, the main bottleneck with Model Predictive Control is the relatively…

Optimization and Control · Mathematics 2014-01-31 Isak Nielsen , Daniel Axehill

Systematic optimization over a wide power range is often achieved through the combination of modules of different power levels. This paper addresses the issue of enhancing the efficiency of a multiple module system connected in parallel…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Hanfeng Cai , Haiyang Liu , Heyang Sun , Qiao Wang

Combinatorial optimization has wide applications from industry to natural science. Ising machines bring an emerging computing paradigm for efficiently solving a combinatorial optimization problem by searching a ground state of a given Ising…

Statistical Mechanics · Physics 2024-07-16 Kentaro Ohno , Tatsuhiko Shirai , Nozomu Togawa

Furthering our understanding of many of today's interesting problems in plasma physics---including plasma based acceleration and magnetic reconnection with pair production due to quantum electrodynamic effects---requires large-scale kinetic…

Computational Physics · Physics 2020-10-28 Kyle G. Miller , Roman P. Lee , Adam Tableman , Anton Helm , Ricardo A. Fonseca , Viktor K. Decyk , Warren B. Mori

Previous parallel sorting algorithms do not scale to the largest available machines, since they either have prohibitive communication volume or prohibitive critical path length. We describe algorithms that are a viable compromise and…

Data Structures and Algorithms · Computer Science 2015-02-26 Michael Axtmann , Timo Bingmann , Peter Sanders , Christian Schulz

Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous)…

Methodology · Statistics 2020-12-29 Diederik S. Laman Trip , Wessel N. van Wieringen

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

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

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

We analyze the scaling and finite-size-scaling behavior of the two-dimensional 4-state Potts model. We find new multiplicative logarithmic corrections for the susceptibility, in addition to the already known ones for the specific heat. We…

High Energy Physics - Lattice · Physics 2009-10-28 Jesús Salas , Alan D. Sokal

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

The transfer-matrix technique is a convenient way for studying strip lattices in the Potts model since the compu- tational costs depend just on the periodic part of the lattice and not on the whole. However, even when the cost is reduced,…

Computational Physics · Physics 2015-08-27 Cristobal A. Navarro , Fabrizio Canfora , Nancy Hitschfeld Kahler

We demonstrate that substantial progress can be achieved in the study of the phase structure of 4-dimensional compact QED by a joint use of hybrid Monte Carlo and multicanonical algorithms, through an efficient parallel implementation. This…

High Energy Physics - Lattice · Physics 2015-06-25 G. Arnold , Th. Lippert , K. Schilling
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