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A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

Multilevel techniques are efficient approaches for solving the large linear systems that arise from discretized partial differential equations and other problems. While geometric multigrid requires detailed knowledge about the underlying…

Numerical Analysis · Mathematics 2023-01-23 Tareq. U. Zaman , Scott P. MacLachlan , Luke N. Olson , Matt West

Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…

Machine Learning · Statistics 2024-01-03 Aditya Modi , Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Reinforcement learning (RL) post-training has become a trending paradigm for enhancing the capabilities of large language models (LLMs). Most existing RL systems for LLMs operate in a fully synchronous manner, where training must wait for…

Machine Learning · Computer Science 2025-11-11 Zekai Qu , Yinxu Pan , Ao Sun , Chaojun Xiao , Xu Han

The increase in complexity of autonomous systems is accompanied by a need of data-driven development and validation strategies. Advances in computer graphics and cloud clusters have opened the way to massive parallel high fidelity…

Machine Learning · Computer Science 2023-01-05 Osama Maqbool , Jürgen Roßmann

We present a computer-assisted approach to approximating coarse optimal switching policies for systems described by microscopic/stochastic evolution rules. The coarse timestepper constitutes a bridge between the underlying kinetic Monte…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Antonios Armaou , Ioannis G. Kevrekidis

In this paper, we consider the iterative solution of linear algebraic equations under the condition that matrix-vector products with the coefficient matrix are computed only partially. At the same time, non-computed entries are set to…

Numerical Analysis · Mathematics 2024-10-15 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh , Yousef Saad

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

Optimization and Control · Mathematics 2019-12-30 Armin Zare , Hesameddin Mohammadi , Neil K. Dhingra , Tryphon T. Georgiou , Mihailo R. Jovanović

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

The Coherent Ising Machine (CIM) is a quantum network of optical parametric oscillators (OPOs) intended to find ground states of the Ising model. This is an NP-hard problem, related to several important minimization problems, including the…

One of the key applications for quantum computers will be the simulation of other quantum systems that arise in chemistry, materials science, etc, in order to accelerate the process of discovery. It is important to ask: Can this be achieved…

Quantum Physics · Physics 2017-07-05 Ying Li , Simon C. Benjamin

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

Quantitative Methods · Quantitative Biology 2016-04-29 Jonathan U. Harrison , Christian A. Yates

Simulation models often have parameters as input and return outputs to understand the behavior of complex systems. Calibration is the process of estimating the values of the parameters in a simulation model in light of observed data from…

Methodology · Statistics 2024-11-15 Özge Sürer

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

We present a new model for rollback recovery in distributed dataflow systems. We explain existing rollback schemes by assigning a logical time to each event such as a message delivery. If some processors fail during an execution, the system…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-04-01 Michael Isard , Martín Abadi

We propose COSMA: a parallel matrix-matrix multiplication algorithm that is near communication-optimal for all combinations of matrix dimensions, processor counts, and memory sizes. The key idea behind COSMA is to derive an optimal (up to a…

Computational Complexity · Computer Science 2019-12-16 Grzegorz Kwasniewski , Marko Kabić , Maciej Besta , Joost VandeVondele , Raffaele Solcà , Torsten Hoefler

An adaptive iterative decision multi-feedback detection algorithm with constellation constraints is proposed for multiuser multi-antenna systems. An enhanced detection and interference cancellation is performed by introducing multiple…

Information Theory · Computer Science 2013-04-24 Peng Li , Jingjing Liu , Rodrigo C. de Lamare

Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…

Numerical Analysis · Mathematics 2025-06-24 Chai Wah Wu , Mark S. Squillante , Vasileios Kalantzis , Lior Horesh

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

This paper introduces a novel incremental distributed back-end algorithm for Collaborative Simultaneous Localization and Mapping (C-SLAM). For real-world deployments, robotic teams require algorithms to compute a consistent state estimate…

Robotics · Computer Science 2024-06-12 Daniel McGann , Michael Kaess