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Monte Carlo simulation is widely used to numerically solve stochastic differential equations. Although the method is flexible and easy to implement, it may be slow to converge. Moreover, an inaccurate solution will result when using large…

Numerical Analysis · Mathematics 2023-02-13 Shuaiqiang Liu , Graziana Colonna , Lech A. Grzelak , Cornelis W. Oosterlee

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

Machine Learning · Computer Science 2025-07-08 Jonathan Wenger , Kaiwen Wu , Philipp Hennig , Jacob R. Gardner , Geoff Pleiss , John P. Cunningham

Partial Differential Equations (PDEs) are fundamental for modeling physical systems, yet solving them in a generic and efficient manner using machine learning-based approaches remains challenging due to limited multi-input and multi-scale…

Machine Learning · Computer Science 2025-08-12 Yichen Luo , Jia Wang , Dapeng Lan , Yu Liu , Zhibo Pang

In this work, we propose a computationally efficient algorithm for visual policy learning that leverages differentiable simulation and first-order analytical policy gradients. Our approach decouple the rendering process from the computation…

Machine Learning · Computer Science 2025-11-12 Haoxiang You , Yilang Liu , Ian Abraham

We present an efficient implementation for running three-dimensional numerical simulations of fluid-structure interaction problems on single GPUs, based on Nvidia CUDA through Numba and Python. The incompressible flow around moving bodies…

Fluid Dynamics · Physics 2024-12-05 M. Guerrero-Hurtado , J. M. Catalán , M. Moriche , A. Gonzalo , O. Flores

Performance tests and analyses are critical to effective HPC software development and are central components in the design and implementation of computational algorithms for achieving faster simulations on existing and future computing…

This paper highlights first steps towards enabling graphics processing unit (GPU) acceleration of the task-parallel smoothed particle hydrodynamics (SPH) solver SWIFT. Novel combinations of algorithms are presented, enabling SWIFT to…

Nowadays, the number of emerging embedded systems rapidly grows in many application domains, due to recent advances in artificial intelligence and internet of things. The main inherent specification of these application-specific systems is…

Hardware Architecture · Computer Science 2024-03-26 Mohsen Faryabi , Amir Hossein Moradi

In a parallel discrete-event simulation (PDES) scheme, tasks are distributed among processing elements (PEs), whose progress is controlled by a synchronization scheme. For lattice systems with short-range interactions, the progress of the…

Statistical Mechanics · Physics 2007-05-23 G. Korniss , M. A. Novotny , H. Guclu , Z. Toroczkai , P. A. Rikvold

This paper presents a spectral element finite element scheme that efficiently solves elliptic problems on unstructured hexahedral meshes. The discrete equations are solved using a matrix-free preconditioned conjugate gradient algorithm. An…

Computational Engineering, Finance, and Science · Computer Science 2016-09-21 J. -F. Remacle , R. Gandham , T. Warburton

Graphics Processing Units (GPUs) are high performance co-processors originally intended to improve the use and quality of computer graphics applications. Once, researchers and practitioners noticed the potential of using GPU for general…

Numerical Analysis · Computer Science 2016-07-12 K. Parand , Saeed Zafarvahedian , Sayyed A. Hossayni

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

Computational Physics · Physics 2018-02-28 Hariswaran Sitaraman , Ray Grout

Time-dependent partial differential equations (PDEs) for classic physical systems are established based on the conservation of mass, momentum, and energy, which are ubiquitous in scientific and engineering applications. These PDEs are…

Machine Learning · Computer Science 2025-01-14 Jiangce Chen , Wenzhuo Xu , Zeda Xu , Noelia Grande Gutiérrez , Sneha Prabha Narra , Christopher McComb

The performance of discrete general purpose graphics processing units (GPGPUs) has been improving at a rapid pace. The PCIe interconnect that controls the communication of data between the system host memory and the GPU has not improved as…

Computational Physics · Physics 2019-05-15 Connor Kenyon , Glenn Volkema , Gaurav Khanna

The continued growth of the computational capability of throughput processors has made throughput processors the platform of choice for a wide variety of high performance computing applications. Graphics Processing Units (GPUs) are a prime…

Hardware Architecture · Computer Science 2018-05-01 Rachata Ausavarungnirun

In this paper we present a methodology for data accesses when solving batches of Tridiagonal and Pentadiagonal matrices that all share the same left-hand-side (LHS) matrix. The intended application is to the numerical solution of Partial…

Computational Physics · Physics 2021-07-13 Enda Carroll , Andrew Gloster , Miguel D. Bustamante , Lennon Ó' Náraigh

Important computational physics problems are often large-scale in nature, and it is highly desirable to have robust and high performing computational frameworks that can quickly address these problems. However, it is no trivial task to…

Mathematical Software · Computer Science 2017-09-18 J. Chang , K. B. Nakshatrala , M. G. Knepley , L. Johnsson

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

Nonlinear dynamical systems with continuous variables can be used for solving combinatorial optimization problems with discrete variables. Numerical simulations of them are also useful as heuristic algorithms with a desirable property,…

Quantum Physics · Physics 2026-04-08 Hayato Goto , Ryo Hidaka , Kosuke Tatsumura