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The Derivative Source Method (DSM) takes derivatives of a particle transport equation with respect to selected parameters and solves them via the standard Monte Carlo random walk simulation along with the original transport problem. The…

Computational Physics · Physics 2025-01-14 Ilham Variansyah , Ryan G. McClarren , Todd S. Palmer

We present, in a unifying way, the main components of three asynchronous event-driven algorithms for simulating physical systems of interacting particles. The first example, hard-particle molecular dynamics, is well-known. We also present a…

Other Computer Science · Computer Science 2008-09-09 Aleksandar Donev

We develop a multiscale hybrid scheme for simulations of soft condensed matter systems, which allows one to treat the system at the particle level in selected regions of space, and at the continuum level elsewhere. It is derived…

Soft Condensed Matter · Physics 2015-06-17 Shuanhu Qi , Hans Behringer , Friederike Schmid

Adjoint field methods are both elegant and efficient for calculating sensitivity information required across a wide range of physics-based inverse problems. Here we provide a unified approach to the derivation of such methods for problems…

Geophysics · Physics 2011-09-20 Alireza Aghasi , Eric L. Miller

In this article we consider the inversion problem for polynomially computable discrete functions. These functions describe behavior of many discrete systems and are used in model checking, hardware verification, cryptanalysis, computer…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-02-18 Alexander Semenov , Oleg Zaikin , Dmitry Bespalov , Mikhail Posypkin

Differentiable programming is a fresh programming paradigm which composes parameterized algorithmic components and trains them using automatic differentiation (AD). The concept emerges from deep learning but is not only limited to training…

Strongly Correlated Electrons · Physics 2019-09-11 Hai-Jun Liao , Jin-Guo Liu , Lei Wang , Tao Xiang

Differentiable particle filters are an emerging class of particle filtering methods that use neural networks to construct and learn parametric state-space models. In real-world applications, both the state dynamics and measurements can…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Wenhan Li , Xiongjie Chen , Wenwu Wang , Víctor Elvira , Yunpeng Li

We describe a dynamic programming algorithm for computing the marginal distribution of discrete probabilistic programs. This algorithm takes a functional interpreter for an arbitrary probabilistic programming language and turns it into an…

Artificial Intelligence · Computer Science 2012-09-12 Andreas Stuhlmüller , Noah D. Goodman

We introduce a Monte Carlo method for computing derivatives of the solution to a partial differential equation (PDE) with respect to problem parameters (such as domain geometry or boundary conditions). Derivatives can be evaluated at…

Graphics · Computer Science 2024-09-19 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

We introduce JAX MD, a software package for performing differentiable physics simulations with a focus on molecular dynamics. JAX MD includes a number of physics simulation environments, as well as interaction potentials and neural networks…

Computational Physics · Physics 2020-12-04 Samuel S. Schoenholz , Ekin D. Cubuk

In recent years, soft robotics simulators have evolved to offer various functionalities, including the simulation of different material types (e.g., elastic, hyper-elastic) and actuation methods (e.g., pneumatic, cable-driven, servomotor).…

Robotics · Computer Science 2025-02-03 Etienne Ménager , Louis Montaut , Quentin Le Lidec , Justin Carpentier

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

Ultracold atomic systems have been of great research interest in the past, with more recent attention being paid to systems of mixed species. In this work we carry out non-perturbative Path Integral Monte Carlo (PIMC) simulations of N…

Quantum Gases · Physics 2017-10-19 William G. Dawkins , Alexandros Gezerlis

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

In this paper, we present splitting methods that are based on iterative schemes and applied to plasma simulations. The motivation arose of solving the Coulomb collisions, which are modeled by nonlinear stochastic differential equations. We…

Numerical Analysis · Mathematics 2017-06-22 Juergen Geiser

Ordinary differential equation models facilitate the understanding of cellular signal transduction and other biological processes. However, for large and comprehensive models, the computational cost of simulating or calibrating can be…

Quantitative Methods · Quantitative Biology 2023-11-29 Fabian Fröhlich , Daniel Weindl , Yannik Schälte , Dilan Pathirana , Łukasz Paszkowski , Glenn Terje Lines , Paul Stapor , Jan Hasenauer

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

Designing physical artifacts that serve a purpose - such as tools and other functional structures - is central to engineering as well as everyday human behavior. Though automating design has tremendous promise, general-purpose methods do…

This paper presents a novel adjoint solver for differentiable fluid simulation based on bidirectional flow maps. Our key observation is that the forward fluid solver and its corresponding backward, adjoint solver share the same flow map as…

Graphics · Computer Science 2025-11-04 Zhiqi Li , Jinjin He , Barnabás Börcsök , Taiyuan Zhang , Duowen Chen , Tao Du , Ming C. Lin , Greg Turk , Bo Zhu

We develop a framework for combining differentiable programming languages with neural networks. Using this framework we create end-to-end trainable systems that learn to write interpretable algorithms with perceptual components. We explore…

Machine Learning · Computer Science 2017-03-03 Alexander L. Gaunt , Marc Brockschmidt , Nate Kushman , Daniel Tarlow
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