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Monte Carlo algorithms simulate some prescribed number of samples, taking some random real time to complete the computations necessary. This work considers the converse: to impose a real-time budget on the computation, which results in the…

Computation · Statistics 2023-06-22 Lawrence M. Murray , Sumeetpal Singh , Anthony Lee

At the cellular scale, biochemical processes are governed by random interactions between reactant molecules with small copy counts, leading to behavior that is inherently stochastic. Such systems are often modeled as continuous-time Markov…

Data Structures and Algorithms · Computer Science 2015-09-02 Kevin R. Sanft , Hans G. Othmer

Simulation based inference has seen increasing interest in the past few years as a promising approach to model the non linear scales of galaxy clustering. The common approach using Gaussian process is to train an emulator over the…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-20 Tyann Dumerchat , Julian Bautista

In real-time systems, in addition to the functional correctness recurrent tasks must fulfill timing constraints to ensure the correct behavior of the system. Partitioned scheduling is widely used in real-time systems, i.e., the tasks are…

Data Structures and Algorithms · Computer Science 2018-09-13 Jian-Jia Chen , Nikhil Bansal , Samarjit Chakraborty , Georg von der Brüggen

Estimating the probability of failure for expensive simulations is a central task in reliability analysis for structural design, power grid design, and safety certification, among other areas. This work derives credible intervals on the…

Methodology · Statistics 2026-03-16 Aleksei G. Sorokin , Vishwas Rao

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Deterministic simulations of the rate equations governing cluster dynamics in materials are limited by the number of equations to integrate. Stochastic simulations are limited by the high frequency of certain events. We propose a coupling…

Materials Science · Physics 2017-10-11 Pierre Terrier , Manuel Athènes , Thomas Jourdan , Gilles Adjanor , Gabriel Stoltz

We present calypso, a parameter-conditioned stochastic surrogate model for circumbinary accretion flows. We represent the total and individual accretion time series in a PCA basis and model the resulting coefficients as draws from a…

High Energy Astrophysical Phenomena · Physics 2026-05-25 Magdalena Siwek , Matt Ho , Earl Bellinger

This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…

Optimization and Control · Mathematics 2018-09-05 Marco Lauricella , Lorenzo Fagiano

The difficulty of simulating quantum dynamics depends on the norm of the Hamiltonian. When the Hamiltonian varies with time, the simulation complexity should only depend on this quantity instantaneously. We develop quantum simulation…

Quantum Physics · Physics 2020-04-21 Dominic W. Berry , Andrew M. Childs , Yuan Su , Xin Wang , Nathan Wiebe

The increasing demand for high-quality digital emulations of analog audio hardware, such as vintage tube guitar amplifiers, led to numerous works on neural network-based black-box modeling, with deep learning architectures like WaveNet…

Audio and Speech Processing · Electrical Eng. & Systems 2025-06-27 Ryota Sato , Julius O. Smith

In this paper, we study convergence of coupled dynamical systems on convergent sequences of graphs to a continuum limit. We show that the solutions of the initial value problem for the dynamical system on a convergent graph sequence tend to…

Dynamical Systems · Mathematics 2022-05-31 Georgi S. Medvedev

As the particle count escalates, the computational demands of diverse simulation algorithms surge, paralleled by a marked enhancement in accuracy. The question arises whether this heightened precision asymptotically dwindles towards zero or…

Computational Physics · Physics 2025-01-08 Yonglong Ding

We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist

We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…

Logic in Computer Science · Computer Science 2016-03-04 Przemysław Daca , Thomas A. Henzinger , Jan Křetínský , Tatjana Petrov

We investigate the effect of analog control errors which deterministically occurs on isolated quantum dynamics. Quantum information technologies require careful control for preparing a desired quantum state used as an information resource.…

Quantum Physics · Physics 2024-03-12 Kohei Kobayashi

We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…

Analysis of PDEs · Mathematics 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

Algorithms which learn environments represented by automata in the past have had complexity scaling with the number of states in the automaton, which can be exponentially large even for automata recognizing regular expressions with a small…

Formal Languages and Automata Theory · Computer Science 2024-05-13 Ali Cataltepe , Vanessa Kosoy

The Carleman linearization is one of the mainstream approaches to lift a finite-dimensional nonlinear dynamical system into an infinite-dimensional linear system with the promise of providing accurate approximations of the original…

Dynamical Systems · Mathematics 2022-07-21 Arash Amini , Cong Zheng , Qiyu Sun , Nader Motee

Spectral estimation is a fundamental problem for time series analysis, which is widely applied in economics, speech analysis, seismology, and control systems. The asymptotic convergence theory for classical, non-parametric estimators, is…

Statistics Theory · Mathematics 2025-03-13 Yuping Zheng , Andrew Lamperski