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We present a novel framework for performing statistical sampling, expectation estimation, and partition function approximation using \emph{arbitrary} heuristic stochastic processes defined over discrete state spaces. Using a highly parallel…

Computation · Statistics 2015-12-04 Firas Hamze , Evgeny Andryash

In this work, we develop an accelerated sharp-interface method based on (Hu et al., JCP, 2006) and (Luo et al., JCP, 2015) for multiphase flows simulations. Traditional multiphase simulation methods use the minimum time step of all fluids…

Computational Physics · Physics 2019-05-13 Tian Long , Jinsheng Cai , Shucheng Pan

Nonlinear state-space identification for dynamical systems is most often performed by minimizing the simulation error to reduce the effect of model errors. This optimization problem becomes computationally expensive for large datasets.…

Machine Learning · Computer Science 2021-04-29 Gerben Beintema , Roland Toth , Maarten Schoukens

Fluid-structure systems occur in a range of scientific and engineering applications. The immersed boundary(IB) method is a widely recognized and effective modeling paradigm for simulating fluid-structure interaction(FSI) in such systems,…

Numerical Analysis · Mathematics 2022-06-10 Ebrahim M. Kolahdouz , Amneet Pal Singh Bhalla , Brent A. Craven , Boyce E. Griffith

Rare events, despite their infrequency, often carry critical information and require immediate attentions in mission-critical applications such as autonomous driving, healthcare, and industrial automation. The data-intensive nature of these…

Machine Learning · Computer Science 2025-01-07 You Zhou , Changsheng You , Kaibin Huang

We present a theoretical study of server-side optimization in federated learning. Our results are the first to show that the widely popular heuristic of scaling the client updates with an extra parameter is very useful in the context of…

Machine Learning · Computer Science 2022-01-27 Grigory Malinovsky , Konstantin Mishchenko , Peter Richtárik

Activated transitions have rates that are often exponentially small in system size. Extracting the associated activation barriers is challenging in practice, especially in the deeply metastable regimes and in the presence of disorder. Here,…

Disordered Systems and Neural Networks · Physics 2026-04-21 Riccardo Cipolloni , Federico Ricci-Tersenghi , Francesco Zamponi

Flow matching (FM) learns vector fields by regressing stochastic velocity targets along intermediate distributions $p_t$. We identify a geometric optimization bottleneck in this regression problem: when the covariance $\Sigma_t$ of $p_t$ is…

Machine Learning · Computer Science 2026-05-14 Shadab Ahamed , Eshed Gal , Md Shahriar Rahim Siddiqui , Simon Ghyselincks , Moshe Eliasof , Eldad Haber

Consider the problem of inverse scattering of time-harmonic point sources from an infinite, penetrable rough interface with bounded obstacles buried in the lower half-space, where the interface is assumed to be a local perturbation of a…

Analysis of PDEs · Mathematics 2020-09-02 Jianliang Li , Jiaqing Yang , Bo Zhang

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

Considering the issue of estimating small probabilities p, ie. measuring a rare domain F = {x | g(x) > q} with respect to the distribution of a random vector X, Multilevel Splitting strategies (also called Subset Simulation) aim at writing…

Computation · Statistics 2015-09-10 Clément Walter

Fully-partitioned fixed-priority scheduling (FP-FPS) multiprocessor systems are widely found in real-time applications, where spin-based protocols are often deployed to manage the mutually exclusive access of shared resources.…

Operating Systems · Computer Science 2024-08-28 Shuai Zhao , Hanzhi Xu , Nan Chen , Ruoxian Su , Wanli Chang

The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is…

Systems and Control · Electrical Eng. & Systems 2021-10-19 Yijun Xu , Jaber Valinejad , Mert Korkali , Lamine Mili , Yajun Wang , Xiao Chen , Zongsheng Zheng

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

The FEAST algorithm is a subspace iteration method that uses a spectral projector as a rational filter in order to efficiently solve interior eigenvalue problems in parallel. Although the solutions from the FEAST algorithm converge rapidly…

Numerical Analysis · Mathematics 2016-05-30 Brendan Gavin , Eric Polizzi

The kinetics of collective rearrangements in solution, such as protein folding and nanocrystal phase transitions, often involve free energy barriers that are both long and rough. Applying methods of transition path sampling to harvest…

Statistical Mechanics · Physics 2009-11-13 M. Grünwald , P. L. Geissler , C. Dellago

In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we…

Data Analysis, Statistics and Probability · Physics 2014-10-22 Iliusi Vega , Christof Schütte , Tim O. F. Conrad

We propose an efficient novel path sampling-based framework designed to accelerate the investigation of rare events in complex molecular systems. A key innovation is the shift from sampling restricted path ensemble distributions, as in…

Chemical Physics · Physics 2025-03-28 Gianmarco Lazzeri , Peter G. Bolhuis , Roberto Covino

Models that contain intersample behavior are important for control design of systems with slow-rate outputs. The aim of this paper is to develop a system identification technique for fast-rate models of systems where only slow-rate output…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Max van Haren , Roy S. Smith , Tom Oomen

Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

Optimization and Control · Mathematics 2020-05-22 Hadrien Hendrikx , Francis Bach , Laurent Massoulie
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