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This paper proposes a replica exchange preconditioned Langevin diffusion discretized by the Crank-Nicolson scheme (repCNLD) to handle high-dimensional and multi-modal distribution problems. Sampling from high-dimensional and multi-modal…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
Optical trapping techniques are an efficient way to probe limited quantities of rare isotopes. In order to achieve the highest possible measurement precision, it is critical to optimize the optical trapping efficiency. This work presents…
Learning-based approaches often outperform hand-coded algorithmic solutions for many problems in robotics. However, learning long-horizon tasks on real robot hardware can be intractable, and transferring a learned policy from simulation to…
While boundary plasmas in present-day tokamaks generally fall in a fluid regime, neutral species near the boundary often require kinetic models due to long mean-free-paths compared to characteristic spatial scales in the region. Monte-Carlo…
Monte Carlo (MC) simulations are the standard tool for describing jet-like multi-particle final states. To apply them to the simulation of medium-modified jets in heavy ion collisions, a probabilistic implementation of medium-induced…
We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…
The iterative Quasi-Monte Carlo (iQMC) method is a recently proposed method for multigroup neutron transport simulations. iQMC can be viewed as a hybrid between deterministic iterative techniques, Monte Carlo simulation, and Quasi-Monte…
This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…
This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…
The multiple-choice knapsack problem (MCKP) is a classic combinatorial optimization with wide practical applications. This paper investigates a significant yet underexplored extension of MCKP: the multi-objective chance-constrained MCKP…
Many materials science phenomena, such as growth and self-organisation, are dominated by activated diffusion processes and occur on timescales that are well beyond the reach of standard-molecular dynamics simulations. Kinetic Monte Carlo…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
This research proposes a novel indicator-based hybrid evolutionary approach that combines approximate and exact algorithms. We apply it to a new bi-criteria formulation of the travelling thief problem, which is known to the Evolutionary…
While lateral interaction models for reactions at surfaces have steadily gained popularity and grown in terms of complexity, their use in chemical kinetics has been impeded by the low performance of current KMC algorithms. The origins of…
Optical camera communications (OCC) has emerged as a key enabling technology for the seamless operation of future autonomous vehicles. In this paper, we introduce a spectral efficiency optimization approach in vehicular OCC. Specifically,…
Deep reinforcement learning (DRL) has emerged as a powerful paradigm for solving complex decision-making problems. However, DRL-based systems still face significant dependability challenges particularly in real-time environments due to the…
Building on the framework of Zhang \& Shu \cite{zhangShu_2010a,zhangShu_2010b}, we develop a realizability-preserving method to simulate the transport of particles (fermions) through a background material using a two-moment model that…
In nuclear fusion and fission, fluctuation and dissipation arise due to the coupling of collective degrees of freedom with internal excitations. Close to the barrier, both quantum, statistical and non-Markovian effects are expected to be…
We revisit the infinite variance problem in fermionic Monte Carlo simulations, which is widely encountered in areas ranging from condensed matter to nuclear and high-energy physics. The different algorithms, which we broadly refer to as…