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Recent works showed that implementations of Quicksort using vector CPU instructions can outperform the non-vectorized algorithms in widespread use. However, these implementations are typically single-threaded, implemented for a particular…

This paper proposes an implicit family of sub-step integration algorithms grounded in the explicit singly diagonally implicit Runge-Kutta (ESDIRK) method. The proposed methods achieve third-order consistency per sub-step and thus the…

In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…

In this paper, we construct a derivative-free multi-step iterative scheme based on Steffensen's method. To avoid excessively increasing the number of functional evaluations and, at the same time, to increase the order of convergence, we…

We develop VSD, a method for conditioning a generative model of discrete, combinatorial designs on a rare desired class by efficiently evaluating a black-box (e.g. experiment, simulation) in a batch sequential manner. We call this task…

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…

Visual Odometry (VO) is a method to estimate self-motion of a mobile robot using visual sensors. Unlike odometry based on integrating differential measurements that can accumulate errors, such as inertial sensors or wheel encoders, visual…

In the tensor completion problem, one seeks to estimate a low-rank tensor based on a random sample of revealed entries. In terms of the required sample size, earlier work revealed a large gap between estimation with unbounded computational…

This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility (SV) models by embedding the discrete SV model in the…

The optimal layout of a complex system such as aerospace vehicles consists in placing a given number of components in a container in order to minimize one or several objectives under some geometrical or functional constraints. This paper…

Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…

In this manuscript the development of a reduced order model for the analysis of long flexible cylinders in an offshore environment is proposed. In particular the focus is on the modelling of the vortex induced vibrations (VIV) and the aim…

The single-step explicit time integration methods have long been valuable for solving large-scale nonlinear structural dynamic problems, classified into single-solve and multi-sub-step approaches. However, no existing explicit single-solve…

We develop a geometrically intrinsic formulation of the arbitrary-order Virtual Element Method (VEM) on polygonal cells for the numerical solution of elliptic surface partial differential equations (PDEs). The PDE is first written in…

Low Power Design has become a significant requirement when the CMOS technology entered the nanometer era. Multiple-Supply Voltage (MSV) is a popular and effective method for both dynamic and static power reduction while maintaining…

Reconstructing the evolutionary history relating a collection of molecular sequences is the main subject of modern Bayesian phylogenetic inference. However, the commonly used Markov chain Monte Carlo methods can be inefficient due to the…

The capillary time-step constraint is the dominant limitation on the applicable time-step in many simulations of interfacial flows with surface tension and, consequently, governs the execution time of these simulations. We propose a…

Modern data analysis increasingly requires identifying shared latent structure across multiple high-dimensional datasets. A commonly used model assumes that the data matrices are noisy observations of low-rank matrices with a shared…

Achieving the full promise of the Thermodynamic Variational Objective (TVO), a recently proposed variational lower bound on the log evidence involving a one-dimensional Riemann integral approximation, requires choosing a "schedule" of…

We present a new approach for solving high-order thermal radiative transfer (TRT) using the Variable Eddington Factor (VEF) method (also known as quasidiffusion). Our approach leverages the VEF equations, which consist of the first and…