Related papers: A Concurrent Multiscale Framework Coupling Direct …
We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…
Efficient quantum Monte Carlo update schemes called directed loops have recently been proposed, which improve the efficiency of simulations of quantum lattice models. We propose to generalize the detailed balance equations at the local…
A deterministic-stochastic coupling scheme is developed for simulating rarefied gas flows, where the key process is the alternative solving of the macroscopic synthetic equations [Su et al., J. Comput. Phys., 407 (2020) 109245] and the…
This paper presents a perspective in which Direct Simulation Monte Carlo (DSMC) is viewed not in its traditional role as an algorithm for solving the Boltzmann equation but as a numerical method for statistical mechanics. First, analytical…
As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…
As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…
We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…
Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…
Computational chemistry allows researchers to experiment in sillico: by running a computer simulations of a biological or chemical processes of interest. Molecular dynamics with molecular mechanics model of interactions simulates N-body…
We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…
Decoupling approach presents a novel solution/alternative to the highly time-consuming fluid-thermal-structural simulation procedures when thermal effects and resultant displacements on machine tools are analyzed. Using high dimensional…
Quantum mechanics/molecular mechanics (QM/MM) molecular dynamics (MD) simulations have been developed to simulate molecular systems, where an explicit description of changes in the electronic structure is necessary. However, QM/MM MD…
We propose a multiscale computational method for thin-layer flows of complex fluids, termed the synchronized molecular dynamics (SMD) method, which directly couples local molecular dynamics (MD) simulations with a macroscopic lubrication…
We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…
The low-variance direct simulation Monte Carlo (LVDSMC) is a powerful method to simulate low-speed rarefied gas flows. However, in the near-continuum flow regime, due to limitations on the time step and spatial cell size, it takes plenty of…
We introduce a numerical algorithm to stochastically sample the dual fermion perturbation series around the dynamical mean field theory, generating all topologies of two-particle interaction vertices. We show results in the weak and strong…
Multilevel Monte Carlo (MLMC) has become an important methodology in applied mathematics for reducing the computational cost of weak approximations. For many problems, it is well-known that strong pairwise coupling of numerical solutions in…
Within the framework of viscosity solution, we study the relationship between the maximum principle (MP) in [9] and the dynamic programming principle (DPP) in [10] for a fully coupled forward-backward stochastic controlled system (FBSCS)…
Sequential Monte Carlo (SMC) is a class of algorithms that approximate high-dimensional expectations of a Markov chain. SMC algorithms typically include a resampling step. There are many possible ways to resample, but the relative…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…