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A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations…
We present an efficient open-source implementation of the multiparticle collision dynamics (MPCD) algorithm that scales to run on hundreds of graphics processing units (GPUs). We especially focus on optimizations for modern GPU…
We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequential-proposal framework can be applied to various existing…
Control co-design (CCD) is a technique for improving the closed-loop performance of systems through the coordinated design of both plant parameters and an optimal control policy. While model predictive control (MPC) is an attractive control…
We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…
Growing heterogeneity and configurability in HPC architectures has made auto-tuning applications and runtime parameters on these systems very complex. Users are presented with a multitude of options to configure parameters. In addition to…
Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…
Matrix Factorization (MF) has been widely applied in machine learning and data mining. A large number of algorithms have been studied to factorize matrices. Among them, stochastic gradient descent (SGD) is a commonly used method.…
We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized on GPU. By using $W^{+}$ plus multi-gluon production processes at…
Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…
We explore Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) for radiation transport in high-velocity outflows with structured opacity. The IMC method is a stochastic computational technique for nonlinear radiation…
Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free- energy…
Polymer-assisted ion transport underpins both energy storage technologies and emerging neuromorphic computing devices. Efficient modeling of ion migration is essential for understanding the performance of batteries and memristors, but it…
Computing stands to be radically improved by neuromorphic computing (NMC) approaches inspired by the brain's incredible efficiency and capabilities. Most NMC research, which aims to replicate the brain's computational structure and…
In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…
The rise of power-efficient embedded computers based on highly-parallel accelerators opens a number of opportunities and challenges for researchers and engineers, and paved the way to the era of edge computing. At the same time, advances in…
This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…
We present a concurrent Monte Carlo (MC) - molecular dynamics (MD) approach to modeling of matter response to excitation of its electronic system. The two methods are combined on-the-fly at each time step in one code, TREKIS-4. The MC model…
We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…
Purpose: This work advances a Monte Carlo (MC) method to combine ionizing radiation physics with optical physics, in a manner which was implicitly designed for deployment with the most widely accessible parallelization and portability…