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The Finite Difference Time Domain (FDTD) method is a widely used numerical technique for solving Maxwell's equations, particularly in computational electromagnetics and photonics. It enables accurate modeling of wave propagation in complex…
We propose a new method for simulating certain type of time-dependent Hamiltonian $H(t) = \sum_{i=1}^m \gamma_i(t) H_i$ where $\gamma_i(t)$ (and its higher order derivatives) is bounded, computable function of time $t$, and each $H_i$ is…
Hedging exotic options in presence of market frictions is an important risk management task. Deep hedging can solve such hedging problems by training neural network policies in realistic simulated markets. Training these neural networks may…
This paper explores fast, polynomial time heuristic approximate solutions to the NP-hard problem of scheduling jobs on N identical machines. The jobs are independent and are allowed to be stopped and restarted on another machine at a later…
Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…
We present an approach to adaptively utilize deep neural networks in order to reduce the evaluation time on new examples without loss of accuracy. Rather than attempting to redesign or approximate existing networks, we propose two schemes…
Spiking neural networks have gained significant attention due to their brain-like information processing capabilities. The use of surrogate gradients has made it possible to train spiking neural networks with backpropagation, leading to…
Agentic Test-Time Scaling (TTS) has delivered state-of-the-art (SOTA) performance on complex software engineering tasks such as code generation and bug fixing. However, its practical adoption remains limited due to significant computational…
The Cahn-Hilliard equation has been widely employed within various mathematical models in physics, chemistry and engineering. Explicit stabilized time stepping methods can be attractive for time integration of the Cahn-Hilliard equation,…
We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…
We present the method of complementary ensemble empirical mode decomposition (CEEMD) and Hilbert-Huang transform (HHT) for analyzing nonstationary financial time series. This noise-assisted approach decomposes any time series into a number…
In this paper, we focus on the finite difference approximation of nonlinear degenerate parabolic equations, a special class of parabolic equations where the viscous term vanishes in certain regions. This vanishing gives rise to additional…
Edge AI applications increasingly require ultra-low-power, low-latency inference. Neuromorphic computing based on event-driven spiking neural networks (SNNs) offers an attractive path, but practical deployment on resource-constrained…
Spiking Neural Networks (SNNs) have garnered attention over recent years due to their increased energy efficiency and advantages in terms of operational complexity compared to traditional Artificial Neural Networks (ANNs). Two important…
Emphatic algorithms are temporal-difference learning algorithms that change their effective state distribution by selectively emphasizing and de-emphasizing their updates on different time steps. Recent works by Sutton, Mahmood and White…
This paper presents a fundamental algorithm, called VDB-EDT, for Euclidean distance transform (EDT) based on the VDB data structure. The algorithm executes on grid maps and generates the corresponding distance field for recording distance…
Predictive control approaches based on deep reinforcement learning (DRL) have gained significant attention in microgrid energy optimization. However, existing research often overlooks the issue of uncertainty stemming from imperfect…
Numerical calculations have been made on the spike-train response of a pair of Hodgkin-Huxley (HH) neurons coupled by synapses and axons with time delay. The recurrent excitatory-excitatory, inhibitory-inhibitory, excitatory-inhibitory, and…
Brain-inspired spiking neural networks (SNNs) have gained prominence in the field of neuromorphic computing owing to their low energy consumption during feedforward inference on neuromorphic hardware. However, it remains an open challenge…
Finite-difference methods are widely used in solving partial differential equations. In a large problem set, approximations can take days or weeks to evaluate, yet the bulk of computation may occur within a single loop nest. The modelling…