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We present a novel framework for pricing waterfall structures by simulating the uncertainty of the cashflow generated by the underlying assets in terms of value, time, and confidence levels. Our approach incorporates various probability…

Pricing of Securities · Quantitative Finance 2025-07-18 Nicola Jean , Giacomo Le Pera , Lorenzo Giada , Claudio Nordio

In this paper, we present a machine learning-based data generator framework tailored to aid researchers who utilize simulations to examine various physical systems or processes. High computational costs and the resulting limited data often…

Machine Learning · Computer Science 2023-05-17 Sabber Ahamed , Md Mesbah Uddin

We have developed a novel differential equation solver software called PND based on the physics-informed neural network for molecular dynamics simulators. Based on automatic differentiation technique provided by Pytorch, our software allows…

From neural ODEs to continuous-time machine learning, differentiable solvers allow physics, optimization, and simulation to become trainable components within deep learning systems. This has opened the path to a new generation of deep…

Machine Learning · Computer Science 2026-05-07 Miloš Babić , Franz M. Rohrhofer , Stefan Posch

Rapid progress in deep learning is leading to a diverse set of quickly changing models, with a dramatically growing demand for compute. However, as frameworks specialize performance optimization to patterns in popular networks, they…

Machine Learning · Computer Science 2022-08-31 Oliver Rausch , Tal Ben-Nun , Nikoli Dryden , Andrei Ivanov , Shigang Li , Torsten Hoefler

The current dominant paradigm for robotic manipulation involves two separate stages: manipulator design and control. Because the robot's morphology and how it can be controlled are intimately linked, joint optimization of design and control…

Robotics · Computer Science 2021-08-25 Jie Xu , Tao Chen , Lara Zlokapa , Michael Foshey , Wojciech Matusik , Shinjiro Sueda , Pulkit Agrawal

Simulators based on neural networks offer a path to orders-of-magnitude faster electromagnetic wave simulations. Existing models, however, only address narrowly tailored classes of problems and only scale to systems of a few dozen degrees…

Optics · Physics 2024-04-02 Charles Dove , Jatearoon Boondicharern , Laura Waller

This paper explores the problem of reconstructing temporally consistent surfaces from a 3D point cloud sequence without correspondence. To address this challenging task, we propose DynoSurf, an unsupervised learning framework integrating a…

Computer Vision and Pattern Recognition · Computer Science 2024-07-23 Yuxin Yao , Siyu Ren , Junhui Hou , Zhi Deng , Juyong Zhang , Wenping Wang

Deep learning technologies, particularly deep neural networks (DNNs), have demonstrated significant success across many domains. This success has been accompanied by substantial advancements and innovations in the algorithms behind the…

Machine Learning · Computer Science 2025-04-14 Timothy L. Cronin , Sanmukh Kuppannagari

We examine popular gradient-based algorithms for nonlinear control in the light of the modern complexity analysis of first-order optimization algorithms. The examination reveals that the complexity bounds can be clearly stated in terms of…

Optimization and Control · Mathematics 2019-08-22 Vincent Roulet , Siddhartha Srinivasa , Dmitriy Drusvyatskiy , Zaid Harchaoui

This dissertation is devoted to provide advanced nonconvex nonsmooth variational models of (Magnetic Resonance Image) MRI reconstruction, efficient learnable image reconstruction algorithms and parameter training algorithms that improve the…

Optimization and Control · Mathematics 2023-03-06 Wanyu Bian

This paper presents the design, implementation, and evaluation of the PyTorch distributed data parallel module. PyTorch is a widely-adopted scientific computing package used in deep learning research and applications. Recent advances in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-30 Shen Li , Yanli Zhao , Rohan Varma , Omkar Salpekar , Pieter Noordhuis , Teng Li , Adam Paszke , Jeff Smith , Brian Vaughan , Pritam Damania , Soumith Chintala

Building differentiable simulations of physical processes has recently received an increasing amount of attention. Specifically, some efforts develop differentiable robotic physics engines motivated by the computational benefits of merging…

Robotics · Computer Science 2022-02-24 Franziska Meier , Austin Wang , Giovanni Sutanto , Yixin Lin , Paarth Shah

Differentiable models of physical systems provide a powerful platform for gradient-based algorithms, with particular impact on parameter estimation and optimal control. Quantum systems present a particular challenge for such…

Quantum Physics · Physics 2025-09-09 David L. Craig , Natalia Ares , Erik M. Gauger

There is a growing need for computational tools to automatically design and verify autonomous systems, especially complex robotic systems involving perception, planning, control, and hardware in the autonomy stack. Differentiable…

Robotics · Computer Science 2022-04-26 Charles Dawson , Chuchu Fan

The design and implementation of low-profile antennas has been analyzed in past decades from different perspectives while the purpose is to have a small size in the device, and an adequate electromagnetic behavior. This work pursues a…

Signal Processing · Electrical Eng. & Systems 2020-11-25 Enrique Lizarraga , Walter Herrera

Designing nanophotonic structures traditionally grapples with the complexities of discrete parameters, such as real materials, often resorting to costly global optimization methods. This paper introduces an approach that leverages…

Mechanical metamaterials represent an innovative class of artificial structures, distinguished by their extraordinary mechanical characteristics, which are beyond the scope of traditional natural materials. The use of deep generative models…

Signal Processing · Electrical Eng. & Systems 2024-07-31 Zihan Wang , Anindya Bhaduri , Hongyi Xu , Liping Wang

We propose a template-driven triangulation framework that embeds raster- or segmentation-derived boundaries into a regular triangular grid for stable PDE discretization on image-derived domains. Unlike constrained Delaunay triangulation…

Computational Geometry · Computer Science 2026-03-24 Wei Feng , Haiyong Zheng

The efficient deployment and fine-tuning of foundation models are pivotal in contemporary artificial intelligence. In this study, we present a groundbreaking paradigm integrating Mobile Edge Computing (MEC) with foundation models,…

Artificial Intelligence · Computer Science 2023-10-27 Wenhan Yu , Terence Jie Chua , Jun Zhao
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