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We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

Ising computer is a powerful computation scheme to deal with NP-hard optimization problems that cannot be efficiently addressed by conventional computers. A robust probabilistic bit (P-Bit) which is realized by a hardware entity fluctuating…

Mesoscale and Nanoscale Physics · Physics 2022-02-23 Bolin Zhang , Yu Liu , Tianqi Gao , Deming Zhang , Weisheng Zhao , Lang Zeng

The phonon Boltzmann transport equation (BTE) is widely used for describing multiscale heat conduction (from nm to $\mu$m or mm) in solid materials. Developing numerical approaches to solve this equation is challenging since it is a…

Computational Physics · Physics 2024-10-29 Qingyi Lin , Chuang Zhang , Xuhui Meng , Zhaoli Guo

Random number generation is an important task in a wide variety of critical applications including cryptographic algorithms, scientific simulations, and industrial testing tools. True Random Number Generators (TRNGs) produce truly random…

Hardware Architecture · Computer Science 2022-06-07 F. Nisa Bostancı , Ataberk Olgun , Lois Orosa , A. Giray Yağlıkçı , Jeremie S. Kim , Hasan Hassan , Oğuz Ergin , Onur Mutlu

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)…

Numerical Analysis · Mathematics 2026-05-12 Vincent N. Novellino , Dmitriy Y. Anistratov

We review two magnetic tunnel junction (MTJ) approaches for compact, low-power, CMOS-integrated true random number generation (TRNG). The first employs passive-read, easy-plane superparamagnetic MTJs (sMTJs) that generate…

Mesoscale and Nanoscale Physics · Physics 2026-01-15 Jonathan Z. Sun , Christopher Safranski , Siyuranga Koswata , Pouya Hashemi , Andrew D. Kent

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…

A TPM (trusted platform module) is a chip present mostly on newer motherboards, and its primary function is to create, store and work with cryptographic keys. This dedicated chip can serve to authenticate other devices or to protect…

Cryptography and Security · Computer Science 2010-08-16 Alin Suciu , Tudor Carean

Probabilistic computing using random number generators (RNGs) can leverage the inherent stochasticity of nanodevices for system-level benefits. The magnetic tunnel junction (MTJ) has been studied as an RNG due to its thermally-driven…

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…

Hardware Architecture · Computer Science 2023-12-12 Yihan Fu , Daijing Shi , Anjunyi Fan , Wenshuo Yue , Yuchao Yang , Ru Huang , Bonan Yan

Monte Carlo-transport codes are designed to simulate the complex neutron transport physics associated with nuclear systems. These codes are tasked with simulating phenomena such as temperature effects on cross-sections, thermo-physical…

In a random ray method of neutral particle transport simulation, each iteration begins by sampling a set of rays before proceeding to solve the characteristic transport equation along the linear paths the rays follow. Historically,…

Computational Physics · Physics 2025-01-13 Samuel Pasmann , John Tramm

Computing the ground-state properties of quantum many-body systems is a promising application of near-term quantum hardware with a potential impact in many fields. The conventional algorithm quantum phase estimation uses deep circuits and…

Quantum Physics · Physics 2023-02-14 Mingxia Huo , Ying Li

Monte Carlo algorithms are barely considered in spin foam quantum gravity. Due to the quantum nature of spin foam amplitudes one cannot readily apply them, and the present sign problem is a threat to convergence and thus efficiency. Yet,…

General Relativity and Quantum Cosmology · Physics 2024-07-25 Sebastian Steinhaus

Phonon Monte Carlo (PMC) is a versatile stochasic technique for solving the Boltzmann transport equation for phonons. It is particularly well suited for analyzing thermal transport in structures that have real-space roughness or are too…

Mesoscale and Nanoscale Physics · Physics 2016-02-26 L. N. Maurer , S. Mei , I. Knezevic

Solving constraint satisfaction problems (CSPs) is a notoriously expensive computational task. Recently, it has been proposed that efficient stochastic solvers can be obtained through appropriately configured spiking neural networks…

Neural and Evolutionary Computing · Computer Science 2016-04-07 Jonathan Binas , Giacomo Indiveri , Michael Pfeiffer

Generating high-quality random numbers with a Gaussian probability distribution function is an important and resource consuming computational task for many applications in the fields of machine learning and Monte Carlo algorithms. Recently,…

Emerging Technologies · Computer Science 2021-12-10 Punyashloka Debashis , Hai Li , Dmitri Nikonov , Ian Young

Random number generators (RNG) are essential elements in many cryptographic systems. True random number generators (TRNG) rely upon sources of randomness from natural processes such as those arising from quantum mechanics phenomena. We…

An open source software package for simulating thermal neutron propagation in geometry is presented. In this system, neutron propagation can be treated by either the particle transport method or the ray-tracing method. Supported by an…

Computational Physics · Physics 2023-12-05 Zi-Yi Pan , Ni Yang , Ming Tang , Peixun Shen , Xiao-Xiao Cai

This article presents a novel approach, named MCMP (Monte Carlo Motion Planning), to the problem of motion planning under uncertainty, i.e., to the problem of computing a low-cost path that fulfills probabilistic collision avoidance…

Robotics · Computer Science 2015-06-01 Lucas Janson , Edward Schmerling , Marco Pavone