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We introduce a class of adaptive timestepping strategies for stochastic differential equations with non-Lipschitz drift coefficients. These strategies work by controlling potential unbounded growth in solutions of a numerical scheme due to…

Numerical Analysis · Mathematics 2016-10-14 Cónall Kelly , Gabriel J. Lord

Multirate behavior of ordinary differential equations (ODEs) and differential-algebraic equations (DAEs) is characterized by widely separated time constants in different components of the solution or different additive terms of the…

Numerical Analysis · Mathematics 2020-01-09 Andreas Bartel , Michael Günther

Abrupt changes in the environment, such as unforeseen events due to climate change, have triggered massive and precipitous changes in human mobility. The ability to quickly predict traffic patterns in different scenarios has become more…

Physics and Society · Physics 2021-03-12 Pavan Yedavalli , Krishna Kumar , Paul Waddell

Traffic simulation software is becoming increasingly popular as more cities worldwide use it to better manage their crowded traffic networks. An important requirement for such software is the ability to produce accurate results in real…

Other Computer Science · Computer Science 2013-04-15 Salim Farah , Magdy Bayoumi

Discrete Element Methods (DEM), i.e.~the simulation of many rigid particles, suffer from very stiff differential equations plus multiscale challenges in space and time. The particles move smoothly through space until they interact almost…

Mathematical Software · Computer Science 2023-09-28 Peter Noble , Tobias Weinzierl

The world is rarely static -- many problems need not only be solved once but repeatedly, under changing conditions. This setting is addressed by the "multistage" view on computational problems. We study the "diverse multistage" variant,…

Data Structures and Algorithms · Computer Science 2021-05-12 Leon Kellerhals , Malte Renken , Philipp Zschoche

The problem of optimization of the rolling dynamics model is considered. That providing safe movement at high frequency when interacting with the railway. Moreover, allowing to evaluate the dynamic parameters when designing new and…

Computational Engineering, Finance, and Science · Computer Science 2020-10-20 Anas M. Al-Oraiqat , Alexander Y. Ivanov , Yuriy A. Ivanov

Distributed optimization and learning algorithms are designed to operate over large scale networks enabling processing of vast amounts of data effectively and efficiently. One of the main challenges for ensuring a smooth learning process in…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Apostolos I. Rikos , Nicola Bastianello , Themistoklis Charalambous , Karl H. Johansson

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a…

Numerical Analysis · Mathematics 2022-08-29 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

Based on current trends in computer architectures, faster compute speeds must come from increased parallelism rather than increased clock speeds, which are currently stagnate. This situation has created the well-known bottleneck for…

Numerical Analysis · Mathematics 2021-07-07 Masumi Sugiyama , Jacob B. Schroder , Ben S. Southworth , Stephanie Friedhoff

Multiple time-scale algorithms exploit the natural separation of time-scales in chemical systems to greatly accelerate the efficiency of molecular dynamics simulations. Although the utility of these methods in systems where the interactions…

Computational Physics · Physics 2015-06-18 Nathan Luehr , Thomas E. Markland , Todd J. Martinez

Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…

Systems and Control · Electrical Eng. & Systems 2021-06-09 Renátó Besenczi , Norbert Bátfai , Péter Jeszenszky , Roland Major , Fanny Monori , Márton Ispány

In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

Optimization and Control · Mathematics 2009-09-22 Denis Belomestny

Motion planning for merging scenarios accounting for measurement and prediction uncertainties is a major challenge on the way to autonomous driving. Classical methods subdivide the motion planning into behavior and trajectory planning, thus…

Systems and Control · Electrical Eng. & Systems 2019-11-06 Johannes Müller , Michael Buchholz

This paper presents a novel planning and control strategy for competing with multiple vehicles in a car racing scenario. The proposed racing strategy switches between two modes. When there are no surrounding vehicles, a learning-based model…

Robotics · Computer Science 2022-03-29 Suiyi He , Jun Zeng , Koushil Sreenath

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…

Numerical Analysis · Mathematics 2019-07-08 Ashish Kumar Nandi , Jajati Keshari Sahoo , Debasisha Mishra

Large molecular dynamics simulations (millions of atoms, tens of microseconds, thousands of processors) hit the strong scalability wall: simulation on twice as many processors does not take half the time. Inspired by large N-body space…

Numerical Analysis · Computer Science 2013-10-21 Jana Pazúriková , Luděk Matyska

Incorporating speed probability distribution to the computation of the route planning in car navigation systems guarantees more accurate and precise responses. In this paper, we propose a novel approach for dynamically selecting the number…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-21 Emanuele Vitali , Davide Gadioli , Gianluca Palermo , Martin Golasowski , Joao Bispo , Pedro Pinto , Jan Martinovic , Katerina Slaninova , Joao M. P. Cardoso , Cristina Silvano

We present {\sc Venice}, an operator splitting algorithm to integrate a numerical model on a hierarchy of timescales. {\sc Venice} allows a wide variety of different physical processes operating a different scales to be coupled on…

Instrumentation and Methods for Astrophysics · Physics 2024-10-30 Maite Wilhelm , Simon Portegies Zwart

The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization maximization problem. The single-path routing…

Networking and Internet Architecture · Computer Science 2015-03-19 Ying Liu , Hongying Liu , Ke Xu , Meng Shen , Yifeng Zhong