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Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computationally expensive when it comes to running simulations in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-29 Francois Belletti , Davis King , Kun Yang , Roland Nelet , Yusef Shafi , Yi-Fan Chen , John Anderson

Recent progress in artificial intelligence (AI) and high-performance computing (HPC) have brought potentially game-changing opportunities in accelerating reactive flow simulations. In this study, we introduce an open-source computational…

Computational Engineering, Finance, and Science · Computer Science 2023-12-22 Runze Mao , Yingrui Wang , Min Zhang , Han Li , Jiayang Xu , Xinyu Dong , Yan Zhang , Zhi X. Chen

One of the current challenges in physically-based simulations, and, more specifically, fluid simulations, is to produce visually appealing results at interactive rates, capable of being used in multiple forms of media. In recent times, a…

Graphics · Computer Science 2024-04-17 Pedro Centeno , João Madeiras Pereira

A novel Python framework for Bayesian optimization known as GPflowOpt is introduced. The package is based on the popular GPflow library for Gaussian processes, leveraging the benefits of TensorFlow including automatic differentiation,…

Machine Learning · Statistics 2017-11-13 Nicolas Knudde , Joachim van der Herten , Tom Dhaene , Ivo Couckuyt

Training modern deep learning models requires large amounts of computation, often provided by GPUs. Scaling computation from one GPU to many can enable much faster training and research progress but entails two complications. First, the…

Machine Learning · Computer Science 2018-02-22 Alexander Sergeev , Mike Del Balso

We propose a new architecture for optimization modeling frameworks in which solvers are expressed as computation graphs in a framework like TensorFlow rather than as standalone programs built on a low-level linear algebra interface. Our new…

Optimization and Control · Mathematics 2016-10-12 Matt Wytock , Steven Diamond , Felix Heide , Stephen Boyd

We consider Monte Carlo simulations of classical spin models of statistical mechanics using the massively parallel architecture provided by graphics processing units (GPUs). We discuss simulations of models with discrete and continuous…

Computational Physics · Physics 2012-07-20 Martin Weigel , Taras Yavors'kii

The study of alloys using computational methods has been a difficult task due to the usually unknown stoichiometry and local atomic ordering of the different structures experimentally. In order to combat this, first-principles methods have…

Materials Science · Physics 2021-12-08 Daniel Wines , Kayahan Saritas , Can Ataca

Machine learning libraries such as TensorFlow and PyTorch simplify model implementation. However, researchers are still required to perform a non-trivial amount of manual tasks such as GPU allocation, training status tracking, and…

We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel…

Computation · Statistics 2015-05-05 Anthony Lee , Christopher Yau , Michael B. Giles , Arnaud Doucet , Christopher C. Holmes

Today, artificial neural networks are one of the major innovators pushing the progress of machine learning. This has particularly affected the development of neural network accelerating hardware. However, since most of these architectures…

Hardware Architecture · Computer Science 2021-02-12 Simon Pfenning , Philipp Holzinger , Marc Reichenbach

Biological neural networks are often modeled as systems of coupled, nonlinear, ordinary or partial differential equations. The number of differential equations used to model a network increases with the size of the network and the level of…

Neurons and Cognition · Quantitative Biology 2022-08-09 Rishika Mohanta , Collins Assisi

In this paper, we introduce Heteroflow, a new C++ library to help developers quickly write parallel CPU-GPU programs using task dependency graphs. Heteroflow leverages the power of modern C++ and task-based approaches to enable efficient…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-03-17 Tsung-Wei Huang , Yibo Lin

FPGA programming is more complex as compared to Central Processing Units (CPUs) and Graphics Processing Units (GPUs). The coding languages to define the abstraction of Register Transfer Level (RTL) in High Level Synthesis (HLS) for FPGA…

Hardware Architecture · Computer Science 2024-10-04 Rourab Paul , Alberto Ottimo , Marco Danelutto

We present a cross-architecture high-order heterogeneous Navier-Stokes simulation solver, XFluids, for compressible reacting multicomponent flows on different platforms. The multi-component reacting flows are ubiquitous in many scientific…

Computational Physics · Physics 2024-07-11 Jinlong Li , Shucheng Pan

Real-time multi-view point cloud reconstruction is a core problem in 3D vision and immersive perception, with wide applications in VR, AR, robotic navigation, digital twins, and computer interaction. Despite advances in multi-camera systems…

Computer Vision and Pattern Recognition · Computer Science 2026-02-06 Chentian Sun

The transport and manipulation of particles and cells in microfluidic devices has become a core methodology in domains ranging from molecular biology to manufacturing and drug design. The rational design and operation of such devices can…

Computational Engineering, Finance, and Science · Computer Science 2020-07-15 Dmitry Alexeev , Lucas Amoudruz , Sergey Litvinov , Petros Koumoutsakos

Hamiltonian systems with multiple timescales arise in molecular dynamics, classical mechanics, and theoretical physics. Long-time numerical integration of such systems requires resolving fast dynamics with very small time steps, which…

Numerical Analysis · Mathematics 2025-10-30 Rui Fang , Richard Tsai

We introduce SurfFlow, an open-source high-throughput workflow package designed for automated first-principles calculations of surface energies in arbitrary crystals. Our package offers a comprehensive solution capable of handling…

Materials Science · Physics 2023-11-07 Firat Yalcin , Michael Wolloch

GAMMA_FLOW is an open-source Python package for real-time analysis of spectral data. It supports classification, denoising, decomposition, and outlier detection of both single- and multi-component spectra. Instead of relying on large,…

Machine Learning · Computer Science 2025-11-13 Viola Rädle , Tilman Hartwig , Benjamin Oesen , Emily Alice Kröger , Julius Vogt , Eike Gericke , Martin Baron