Related papers: Parallel tempering algorithm for integration over …
We consider a nonlinear fourth-order diffusion equation that arises in denoising of image densities. We propose an implicit time-stepping scheme that employs a primal-dual method for computing the subgradient of the total variation…
We discuss two topics that we have encountered in our lattice-Boltzmann simulations of complex fluids: the sizes of droplets in particle-stabilised emulsions and deformable particles in fluid flow. The common factor in these seemingly…
The lattice Boltzmann method exhibits excellent scalability on current supercomputing systems and has thus increasingly become an alternative method for large-scale non-stationary flow simulations, reaching up to a trillion grid nodes.…
This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…
In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…
Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…
A high-performance parallel algorithm is proposed for modeling the propagation of acoustic and elastic waves in inhomogeneous media. An initial boundary-value problem is replaced by a series of boundary-value problems for a constant…
The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…
The research in parallel machine scheduling in combinatorial optimization suggests that the desirable parallel efficiency could be achieved when the jobs are sorted in the non-increasing order of processing times. In this paper, we find…
In this paper, we address the full discretization of Friedrichs' systems with a two-field structure, such as Maxwell's equations or the acoustic wave equation in div-grad form, cf. [14]. We focus on a discontinuous Galerkin space…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…
We investigate the increase in efficiency of simulated and parallel tempering MCMC algorithms when using non-reversible updates to give them "momentum". By making a connection to a certain simple discrete Markov chain, we show that, under…
Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…
We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…
We present a novel thermodynamically guided, low-noise, time-scale bridging, and pertinently efficient strategy for the dynamic simulation of microscopic models for complex fluids. The systematic coarse-graining method is exemplified for…
In this paper, we propose, analyze, and test a new fully discrete, efficient, decoupled, stable, and practically second-order time-stepping algorithm for computing MHD ensemble flow averages under uncertainties in the initial conditions and…
Accurate thermodynamic simulations of correlated fermions using path integral Monte Carlo (PIMC) methods are of paramount importance for many applications such as the description of ultracold atoms, electrons in quantum dots, and warm-dense…
Simulating large-scale microswimmer dynamics in viscous fluid poses significant challenges due to the coupled high spatial and temporal complexity. Conventional high-performance computing (HPC) methods often address these two dimensions in…
We present two parallel optimization algorithms for a convex function $f$. The first algorithm optimizes over linear inequality constraints in a Hilbert space, $\mathbb H$, and the second over a non convex polyhedron in $\mathbb R^n$. The…