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Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…
We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…
Particle accelerator modeling is an important field of research and development, essential to investigating, designing and operating some of the most complex scientific devices ever built. Kinetic simulations of relativistic, charged…
We present an adaptive multi-GPU Exchange Monte Carlo method designed for the simulation of the 3D Random Field Model. The algorithm design is based on a two-level parallelization scheme that allows the method to scale its performance in…
Methods: A phase space file in a plane at 202 mm downstream of the beam exit window is generated through tuning parameters to match FDC results with measured or MCNPX Monte Carlo-simulated integrated depth-dose distribution (IDD) and…
State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…
We accelerated an {\it ab-initio} QMC electronic structure calculation by using GPGPU. The bottleneck of the calculation for extended solid systems is replaced by CUDA-GPGPU subroutine kernels which build up spline basis set expansions of…
At the Maastro Proton Therapy Center in Maastricht, patient-specific quality assurance (PSQA) using an independent GPU-accelerated Monte Carlo (MC) calculation has fully replaced conventional measurements, which are time-consuming and have…
To find deterministic solutions to the transient $S_N$ neutron transport equation, iterative schemes are typically used to treat the scattering (and fission) source terms. We explore the one-cell inversion iteration scheme to do this on the…
Device sizing is a critical yet challenging step in analog and mixed-signal circuit design, requiring careful optimization to meet diverse performance specifications. This challenge is further amplified under process, voltage, and…
The present study addresses the challenge of enhancing computational efficiency without compromising accuracy in numerical simulations of vacuum gas dynamics using the direct simulation Monte Carlo (DSMC) method. A technique termed "fixed…
In light of the recent advancements in machine learning, we propose a novel approach to neutron source distribution estimation through the utilisation of probabilistic generative models. The estimation is based on a Monte Carlo particle…
This paper develops computationally efficient data-driven model predictive control (MPC) for Agile quadrotor flight. Agile quadrotors in high-speed flights can experience high levels of aerodynamic effects. Modeling these turbulent…
Autonomous mobile robots (AMRs), used for search-and-rescue and remote exploration, require fast and robust planning and control schemes. Sampling-based approaches for Model Predictive Control, especially approaches based on the Model…
Radiotherapy treatment planning remains a time-intensive iterative process requiring expert intervention in commercial treatment planning system (TPS). While machine learning approaches have demonstrated promise, most remain depedent on…
Many high dimensional optimization problems can be reformulated into a problem of finding theoptimal state path under an equivalent state space model setting. In this article, we present a general emulation strategy for developing a state…
Advanced inventory management in complex supply chains requires effective and robust nonlinear optimization due to the stochastic nature of supply and demand variations. Application of estimated gradients can boost up the convergence of…
Region proposal is critical for object detection while it usually poses a bottleneck in improving the computation efficiency on traditional control-flow architectures. We have observed region proposal tasks are potentially suitable for…
We propose a GPU-based distributed optimization algorithm, aimed at controlling optimal power flow in multi-phase and unbalanced distribution systems. Typically, conventional distributed optimization algorithms employed in such scenarios…
Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…