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A class of monotone operator equations, which can be decomposed into sum of the gradient of a strongly convex function and a linear and skew-symmetric operator, is considered in this work. Based on discretization of the generalized gradient…
Particulate Stokesian flows describe the hydrodynamics of rigid or deformable particles in Stokes flows. Due to highly nonlinear fluid-structure interaction dynamics, moving interfaces, and multiple scales, numerical simulations of such…
We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that…
We present an efficient method for evaluating random phase errors in phase shifters within photonic integrated circuits, avoiding the computational cost of traditional Monte Carlo simulations. By modeling spatially correlated manufacturing…
Retinal prostheses restore vision by electrically stimulating surviving neurons, but calibrating perceptual thresholds (i.e., the minimum stimulus intensity required for perception) remains a time-intensive challenge, especially for…
The episodic, irregular and asynchronous nature of medical data render them difficult substrates for standard machine learning algorithms. We would like to abstract away this difficulty for the class of time-stamped categorical variables…
The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…
In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…
Accurate path integral Monte Carlo or molecular dynamics calculations of isotope effects have until recently been expensive because of the necessity to reduce three types of errors present in such calculations: statistical errors due to…
Reactions involving adsorbates on metallic surfaces and impurities in bulk metals are ubiquitous in a wide range of technological applications. The theoretical modelling of such reactions presents a formidable challenge for theory because…
A multilevel approach to sample the potential energy surface in a path integral formalism is proposed. The purpose is to reduce the required number of ab initio evaluations of energy and forces in ab initio path integral molecular dynamics…
Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…
We use an instanton approximation to the continuous-time spin coherent-state path integral to obtain the tunnel splitting of classically degenerate ground states. We show that provided the fluctuation determinant is carefully evaluated, the…
We present methodology for estimating the stochastic intensity of a doubly stochastic Poisson process. Statistical and theoretical analyses of traffic traces show that these processes are appropriate models of high intensity traffic…
We present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process that includes the Gaussian prefactor in addition to the dominant path or instanton term…
This paper presents a methodology and numerical algorithms for constructing accelerated gradient flows on the space of probability distributions. In particular, we extend the recent variational formulation of accelerated gradient methods in…
Mesoscopic numerical simulation has become an important tool in thermal management and energy harvesting at the micro/nano scale, where the Fourier's law failed. However, it is not easy to efficiently solve the phonon Boltzmann transport…
Recently there has been increasing interest in alternate methods to compute quantum tunneling in field theory. Of particular interest is a stochastic approach which involves (i) sampling from the free theory Gaussian approximation to the…
The modern Markov chain models of ionic channels in excitable membranes are numerically stiff. The popular numerical methods for these models require very small time steps to ensure stability. Our objective is to formulate and test two…
Wireless power transfer (WPT) with coupled resonators offers a promising solution for the seamless powering of electronic devices. Interactive design approaches that visualize the magnetic field and power transfer efficiency based on system…