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Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

The simulation of large ensembles of particles is usually parallelized by partitioning the domain spatially and using message passing to communicate between the processes handling neighboring subdomains. The particles are represented as…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-08-03 Sebastian Eibl , Ulrich Rüde

Solving inverse problems and achieving statistical rigour in landscape evolution models requires running many model realizations. Parallel computation is necessary to achieve this in a reasonable time. However, no previous algorithm is…

Computational Engineering, Finance, and Science · Computer Science 2019-01-23 Richard Barnes

With rapid growth in the amount of unstructured data produced by memory-intensive applications, large scale data analytics has recently attracted increasing interest. Processing, managing and analyzing this huge amount of data poses several…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-29 Farshid Farhat , Diman Zad Tootaghaj , Mohammad Arjomand

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

Applications in machine learning, optimization, and control require the sequential selection of a few system elements, such as sensors, data, or actuators, to optimize the system performance across multiple time steps. However, in…

Machine Learning · Statistics 2020-12-17 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

The scalability and efficiency of graph applications are significantly constrained by conventional systems and their supporting programming models. Technology trends like multicore, manycore, and heterogeneous system architectures are…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-05-22 Chirag Dekate , Matthew Anderson , Maciej Brodowicz , Hartmut Kaiser , Bryce Adelstein-Lelbach , Thomas Sterling

It is well-known that proper scaling can increase the efficiency of computational problems. In this paper we define and show that a balancing technique can substantially improve the computational efficiency of optimal control algorithms. We…

Optimization and Control · Mathematics 2018-10-29 I. M. Ross , Q. Gong , M. Karpenko , R. J. Proulx

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

Machine Learning · Statistics 2016-09-08 P. S. Koutsourelakis , Elias Bilionis

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

Machine Learning · Statistics 2016-04-29 Yutian Chen , Zoubin Ghahramani

In this paper, we consider the problem of scheduling an application on a parallel computational platform. The application is a particular task graph, either a linear chain of tasks, or a set of independent tasks. The platform is made of…

Data Structures and Algorithms · Computer Science 2012-10-18 Guillaume Aupy , Anne Benoit

We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…

Data Structures and Algorithms · Computer Science 2017-04-10 Zeyuan Allen-Zhu , Yuanzhi Li , Rafael Oliveira , Avi Wigderson

Population annealing Monte Carlo is an efficient sequential algorithm for simulating k-local Boolean Hamiltonians. Because of its structure, the algorithm is inherently parallel and therefore well suited for large-scale simulations of…

Disordered Systems and Neural Networks · Physics 2018-11-26 Amin Barzegar , Christopher Pattison , Wenlong Wang , Helmut G. Katzgraber

The difficulty of simulating quantum dynamics depends on the norm of the Hamiltonian. When the Hamiltonian varies with time, the simulation complexity should only depend on this quantity instantaneously. We develop quantum simulation…

Quantum Physics · Physics 2020-04-21 Dominic W. Berry , Andrew M. Childs , Yuan Su , Xin Wang , Nathan Wiebe

Coupled cluster theory is a vital cornerstone of electronic structure theory and is being applied to ever-larger systems. Stochastic approaches to quantum chemistry have grown in importance and offer compelling advantages over traditional…

We propose a decomposition framework for the parallel optimization of the sum of a differentiable (possibly nonconvex) function and a (block) separable nonsmooth, convex one. The latter term is usually employed to enforce structure in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-18 Francisco Facchinei , Gesualdo Scutari , Simone Sagratella

There are enormous amount of examples of Computation in nature, exemplified across multiple species in biology. One crucial aim for these computations across all life forms their ability to learn and thereby increase the chance of their…

Machine Learning · Computer Science 2013-12-30 Nabarun Mondal , Partha P. Ghosh

Designing the topology of three-dimensional structures is a challenging problem due to its memory and time consumption. In this paper, we present a robust and efficient algorithm for solving large-scale 3D topology optimization problems.…

Optimization and Control · Mathematics 2024-03-01 Alfredo Vitorino , Francisco A. M. Gomes

In a parallel discrete-event simulation (PDES) scheme, tasks are distributed among processing elements (PEs), whose progress is controlled by a synchronization scheme. For lattice systems with short-range interactions, the progress of the…

Statistical Mechanics · Physics 2007-05-23 G. Korniss , M. A. Novotny , H. Guclu , Z. Toroczkai , P. A. Rikvold