Related papers: Fluctuations in the heterogeneous multiscale metho…
Efficient representations and solutions for large decision problems with continuous and discrete variables are among the most important challenges faced by the designers of automated decision support systems. In this paper, we describe a…
In this paper, we investigate the use of a mass lumped fully explicit time stepping scheme for the discretisation of the wave equation with underlying material parameters that vary at arbitrarily fine scales. We combine the leapfrog scheme…
Sampling the parameter space of artificial neural networks according to a Boltzmann distribution provides insight into the geometry of low-loss solutions and offers an alternative to conventional loss minimization for training. However,…
The tempered Lefschetz thimble method (TLTM) is a parallel-tempering algorithm towards solving the numerical sign problem, where the system is tempered by the antiholomorphic gradient flow to tame both the sign and ergodicity problems…
We derived a number of numerical methods to treat biomolecular systems with multiple time scales. Based on the splitting of the operators associated with the slow-varying and fast-varying forces, new multiple time-stepping (MTS) methods are…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
An algorithm is proposed to implement unsteady jump boundary conditions, presenting discontinuity in physical quantities, within the lattice Boltzmann method (LBM). This is useful to tackle problems involving mass or heat transfer through…
We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…
The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD…
We propose a Neural Hidden Markov Model (HMM) with Adaptive Granularity Attention (AGA) for high-frequency order flow modeling. The model addresses the challenge of capturing multi-scale temporal dynamics in financial markets, where…
We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…
We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…
Central moment lattice Boltzmann method (LBM) is one of the more recent developments among the lattice kinetic schemes for computational fluid dynamics. A key element in this approach is the use of central moments to specify collision…
Extending the context length (i.e., the maximum supported sequence length) of LLMs is of paramount significance. To facilitate long context training of LLMs, sequence parallelism has emerged as an essential technique, which scatters each…
Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…
Human motion plays an important role in many fields. Large databases exist that store and make available recordings of human motions. However, annotating each motion with multiple labels is a cumbersome and error-prone process. This…
We present a Lagrangian Heterogeneous Multiscale Method (LHMM) for simulating the non-Newtonian rheology of polymer melts in complex two-dimensional flows. The method couples Dissipative Particle Dynamics (DPD) at the microscale with a…
This paper presents a homogenization framework for elastomeric metamaterials exhibiting long-range correlated fluctuation fields. Based on full-scale numerical simulations on a class of such materials, an ansatz is proposed that allows to…
Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms to estimate system…
We revisit the one-dimensional model of the symmetric simple exclusion process slowly coupled with two unequal reservoirs at the boundaries. In its non-equilibrium stationary state, the large deviations functions of density and current have…