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In comparison to numerous enhanced sampling methods for equilbrium thermodynamics, accelerating simulations for kinetics and nonequilibrium statistics are relatively rare and less effective. Here we derive a time-reversal path sampling…

Chemical Physics · Physics 2023-11-10 Zhirong Liu

We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying…

Machine Learning · Statistics 2018-03-14 Kar Wai Lim , Young Lee , Leif Hanlen , Hongbiao Zhao

Business Process Simulation (BPS) is a common approach to estimate the impact of changes to a business process on its performance measures. For example, it allows us to estimate what would be the cycle time of a process if we automated one…

Software Engineering · Computer Science 2024-02-05 David Chapela-Campa , Marlon Dumas

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

Heterogeneous computing systems, which combine general-purpose processors with specialized accelerators, are increasingly important for optimizing the performance of modern applications. A central challenge is to decide which parts of an…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-15 Martin Wilhelm , Franz Freitag , Max Tzschoppe , Thilo Pionteck

We provide an overview of theories of continuous time computation. These theories allow us to understand both the hardness of questions related to continuous time dynamical systems and the computational power of continuous time analog…

Computational Complexity · Computer Science 2009-07-20 Olivier Bournez , Manuel Campagnolo

Learning effective policies for real-world problems is still an open challenge for the field of reinforcement learning (RL). The main limitation being the amount of data needed and the pace at which that data can be obtained. In this paper,…

Machine Learning · Computer Science 2022-02-04 Miguel Suau , Jinke He , Matthijs T. J. Spaan , Frans A. Oliehoek

Real-time simulation enables the understanding of system operating conditions by evaluating simulation models of physical components running synchronized at the real-time wall clock. Leveraging the real-time measurements of comprehensive…

Systems and Control · Electrical Eng. & Systems 2021-04-12 XiaoRui Liu , Juan Ospina , Ioannis Zografopoulos , Alonzo Russell , Charalambos Konstantinou

Reservoir simulations for subsurface processes play an important role in successful deployment of geoscience applications such as geothermal energy extraction and geo-storage of fluids. These simulators provide time-laps dynamics of the…

Geophysics · Physics 2023-09-01 Johno van IJsseldijk , Hadi Hajibeygi , Kees Wapenaar

We consider a problem of scheduling rigid parallel jobs on variable speed processors so as to minimize the total energy consumption. Each job is specified by its processing volume and the required number of processors. We propose new…

Data Structures and Algorithms · Computer Science 2018-11-29 Alexander Kononov , Yulia Kovalenko

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

Task-based execution frameworks, such as parallel programming libraries, computational workflow systems, and function-as-a-service platforms, enable the composition of distinct tasks into a single, unified application designed to achieve a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-15 J. Gregory Pauloski , Valerie Hayot-Sasson , Maxime Gonthier , Nathaniel Hudson , Haochen Pan , Sicheng Zhou , Ian Foster , Kyle Chard

Models that can simulate how environments change in response to actions can be used by agents to plan and act efficiently. We improve on previous environment simulators from high-dimensional pixel observations by introducing recurrent…

Artificial Intelligence · Computer Science 2017-04-20 Silvia Chiappa , Sébastien Racaniere , Daan Wierstra , Shakir Mohamed

Time series data are inherently functions of time, yet current transformers often learn time series by modeling them as mere concatenations of time periods, overlooking their functional properties. In this work, we propose a novel objective…

Pushdown systems (PDSs) and recursive state machines (RSMs), which are linearly equivalent, are standard models for interprocedural analysis. Yet RSMs are more convenient as they (a) explicitly model function calls and returns, and (b)…

Programming Languages · Computer Science 2020-01-13 Krishnendu Chatterjee , Bernhard Kragl , Samarth Mishra , Andreas Pavlogiannis

Runtime scheduling and workflow systems are an increasingly popular algorithmic component in HPC because they allow full system utilization with relaxed synchronization requirements. There are so many special-purpose tools for task…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-03 David M. Rogers

Temporal point process (TPP) models combined with recurrent neural networks provide a powerful framework for modeling continuous-time event data. While such models are flexible, they are inherently sequential and therefore cannot benefit…

Machine Learning · Computer Science 2020-11-11 Oleksandr Shchur , Nicholas Gao , Marin Biloš , Stephan Günnemann

Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the parametric estimation and of the choice…

Computational Finance · Quantitative Finance 2010-01-13 Frédéric Planchet , Pierre-Emanuel Thérond

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

The development of cost-effective highperformance parallel computing on multi-processor supercomputers makes it attractive to port excessively time consuming simulation software from personal computers (PC) to super computes. The power…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Ning Lu , Z. Todd Taylor , David P. Chassin , Ross T. Guttromson , R. Scott Studham