Related papers: Sampling Chaotic Trajectories Quickly in Parallel

Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…

Pseudo-arclength continuation is a well-established method for generating a numerical curve approximating the solution of an underdetermined system of nonlinear equations. It is an inherently sequential predictor-corrector method in which…

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…

The sheer sizes of modern datasets are forcing data-structure designers to consider seriously both parallel construction and compactness. To achieve those goals we need to design a parallel algorithm with good scalability and with low…

In this paper we investigate how the complexity of chaotic phase spaces affect the efficiency of importance sampling Monte Carlo simulations. We focus on a flat-histogram simulation of the distribution of finite-time Lyapunov exponent in a…

The effectiveness of stochastic algorithms based on Monte Carlo dynamics in solving hard optimization problems is mostly unknown. Beyond the basic statement that at a dynamical phase transition the ergodicity breaks and a Monte Carlo…

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

The growing complexity of real-world systems necessitates interdisciplinary solutions to confront myriad challenges in modeling, analysis, management, and control. To meet these demands, the parallel systems method rooted in Artificial…

This article introduces a highly parallel algorithm for molecular dynamics simulations with short-range forces on single node multi- and many-core systems. The algorithm is designed to achieve high parallel speedups for strongly…

The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest…

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…

Graph clustering has many important applications in computing, but due to growing sizes of graphs, even traditionally fast clustering methods such as spectral partitioning can be computationally expensive for real-world graphs of interest.…

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

In this paper, we study spline trajectory generation via the solution of two optimisation problems: (i) a quadratic program (QP) with linear equality constraints and (ii) a nonlinear and nonconvex optimisation program. We propose an…

I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using…

Sequential computation is well understood but does not scale well with current technology. Within the next decade, systems will contain large numbers of processors with potentially thousands of processors per chip. Despite this, many…

Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…

This paper investigates the parallel complexity of several non-equilibrium growth models. Invasion percolation, Eden growth, ballistic deposition and solid-on-solid growth are all seemingly highly sequential processes that yield…

An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…

Data sketches are approximate succinct summaries of long streams. They are widely used for processing massive amounts of data and answering statistical queries about it in real-time. Existing libraries producing sketches are very fast, but…