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In this paper we present a new approach to control variates for improving computational efficiency of Ensemble Monte Carlo. We present the approach using simulation of paths of a time-dependent nonlinear stochastic equation. The core idea…

Computational Engineering, Finance, and Science · Computer Science 2008-09-25 T. Borogovac , F. J. Alexander , P. Vakili

This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-16 Hassan Razavi , Ángel F. García-Fernández , Simo Särkkä

Cellular automata (CA) play an important role in the development of computationally efficient microscopic traffic models and recently have gained considerable importance as a mean of optimising traffic control strategies. However, real-time…

Emerging Technologies · Computer Science 2013-11-25 Bartłomiej Płaczek

Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the infinite-time limit. In finite time, though, slow mixing often leads to poor performance. Modern computing…

Methodology · Statistics 2022-02-24 Tin D. Nguyen , Brian L. Trippe , Tamara Broderick

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

Monte Carlo methods are now a definitively well established methods for studying the transport of charges in semiconductors. A lot of drawbacks are however present about the correct reconstruction of the distribution function, which has to…

Mesoscale and Nanoscale Physics · Physics 2021-01-01 Marco Coco

Executing multiple applications on a single MPSoC brings the major challenge of satisfying multiple quality requirements regarding real-time, energy, etc. Hybrid application mapping denotes the combination of design-time analysis with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-11-22 Andreas Weichslgartner , Stefan Wildermann , Deepak Gangadharan , Michael Glaß , Jürgen Teich

We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…

Optimization and Control · Mathematics 2024-05-02 Samet Uzun , Purnanand Elango , Abhinav G. Kamath , Taewan Kim , Behcet Acikmese

Time-optimal motion planning of autonomous vehicles in complex environments is a highly researched topic. This paper describes a novel approach to optimize and execute locally feasible trajectories for the maneuvering of a truck-trailer…

Robotics · Computer Science 2023-02-08 Mathias Bos , Bastiaan Vandewal , Wilm Decré , Jan Swevers

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…

Robotics · Computer Science 2023-05-30 Wonoo Choo , Erkan Kayacan

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…

Robotics · Computer Science 2026-05-22 Zekun Xing , Ramkrishna Chaudhari , Marion Leibold , Dirk Wollherr , Martin Buss

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

Contemporary macro energy systems modelling is characterized by the need to represent strategic and operational decisions with high temporal and spatial resolution and represent discrete investment and retirement decisions. This drive…

Optimization and Control · Mathematics 2025-10-31 Michael Lau , Filippo Pecci , Jesse D. Jenkins

Unmanned aerial vehicles (UAV)-assisted mobile edge computing (MEC) is emerging as a promising paradigm to provide aerial-terrestrial computing services close to mobile devices (MDs). However, meeting the demands of computation-intensive…

Systems and Control · Electrical Eng. & Systems 2024-04-09 Zemin Sun , Geng Sun , Long He , Fang Mei , Shuang Liang , Yanheng Liu

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

Non-prehensile manipulation in high-dimensional systems is challenging for a variety of reasons. One of the main reasons is the computationally long planning times that come with a large state space. Trajectory optimisation algorithms have…

Robotics · Computer Science 2024-09-13 David Russell , Rafael Papallas , Mehmet Dogar

The wave-function Monte-Carlo method, also referred to as the use of "quantum-jump trajectories", allows efficient simulation of open systems by independently tracking the evolution of many pure-state "trajectories". This method is ideally…

Quantum Physics · Physics 2018-08-22 Michael H. Goerz , Kurt Jacobs

High-speed multi-agent autonomous racing demands robust spatiotemporal planning and precise control under strict computational limits. Current methods often oversimplify interactions or abandon strict kinematic constraints. We resolve this…

Robotics · Computer Science 2026-03-11 Mingyi Zhang , Cheng Hu , Yiqin Wang , Haotong Qin , Hongye Su , Lei Xie

A common problem in science networks and private wide area networks (WANs) is that of achieving predictable data transfers of multiple concurrent flows by maintaining specific pacing rates for each. We address this problem by developing a…

Networking and Internet Architecture · Computer Science 2020-02-25 Taran Lynn , Dipak Ghosal , Nathan Hanford
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