Related papers: Supervised parallel-in-time algorithm for long-tim…
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…
Asynchronous parallel optimization algorithms for solving large-scale machine learning problems have drawn significant attention from academia to industry recently. This paper proposes a novel algorithm, decoupled asynchronous proximal…
Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…
Based on the particle-in-cell (PIC) plasma simulation method, the speed-limited PIC (SLPIC) method delivers faster kinetic plasma simulation in cases where the particle distributions evolve slowly compared with the maximum stable PIC…
Modeling statistical properties of motion of a Lagrangian particle advected by a high-Reynolds-number flow is of much practical interest and complement traditional studies of turbulence made in Eulerian framework. The strong and nonlocal…
This work introduces a stochastic hierarchical optimization framework inspired by Sloppy Model theory for the efficient calibration of physical models. Central to this method is the use of a reduced Hessian approximation, which identifies…
A new parallel algorithm utilizing partitioned global address space (PGAS) programming model to achieve high scalability is reported for particle tracking in direct numerical simulations of turbulent flow. The work is motivated by the…
A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…
We present a novel multiscale simulation approach for modeling stochasticity in chemical reaction networks. The approach seamlessly integrates exact-stochastic and "leaping" methodologies into a single "partitioned leaping" algorithmic…
We propose a multiscale computational method for thin-layer flows of complex fluids, termed the synchronized molecular dynamics (SMD) method, which directly couples local molecular dynamics (MD) simulations with a macroscopic lubrication…
We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle…
The modeling of atmospheric processes in the context of weather and climate simulations is an important and computationally expensive challenge. The temporal integration of the underlying PDEs requires a very large number of time steps,…
A dynamic procedure for the Lagrangian Averaged Navier-Stokes-$\alpha$ (LANS-$\alpha$) equations is developed where the variation in the parameter $\alpha$ in the direction of anisotropy is determined in a self-consistent way from data…
Computational fluid dynamics (CFD) simulations are broadly applied in engineering and physics. A standard description of fluid dynamics requires solving the Navier-Stokes (N-S) equations in different flow regimes. However, applications of…
Persistent monitoring of a spatiotemporal fluid process requires data sampling and predictive modeling of the process being monitored. In this paper we present PASST algorithm: Predictive-model based Adaptive Sampling of a Spatio-Temporal…
This paper is concerned with probabilistic techniques for forecasting dynamical systems described by partial differential equations (such as, for example, the Navier-Stokes equations). In particular, it is investigating and comparing…
We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…
Parallel replica dynamics is a method for accelerating the computation of processes characterized by a sequence of infrequent events. In this work, the processes are governed by the overdamped Langevin equation. Such processes spend much of…
Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic particle method which allows to select the level of resolution at which a fluid is simulated. The numerical integration of its equations of motion still suffers from the lack of…
When simulating multiscale stochastic differential equations (SDEs) in high-dimensions, separation of timescales, stochastic noise and high-dimensionality can make simulations prohibitively expensive. The computational cost is dictated by…