相关论文: Componentwise accurate fluid queue computations us…

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

In this paper, we propose, analyze, and test a new fully discrete, efficient, decoupled, stable, and practically second-order time-stepping algorithm for computing MHD ensemble flow averages under uncertainties in the initial conditions and…

Many natural Markov chains fail to mix to their stationary distribution in polynomially many steps. Often, this slow mixing is inevitable since it is computationally intractable to sample from their stationary measure. Nevertheless, Markov…

Flow-based generative models parameterize probability distributions through an invertible transformation and can be trained by maximum likelihood. Invertible residual networks provide a flexible family of transformations where only…

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

This paper introduces a new algorithm for numerically computing equilibrium (i.e. stationary) distributions for Markov chains and Markov jump processes with either a very large finite state space or a countably infinite state space. The…

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Problems with solutions represented by permutations are very prominent in combinatorial optimization. Thus, in recent decades, a number of evolutionary algorithms have been proposed to solve them, and among them, those based on probability…

We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…

This paper presents and analyzes two robust, efficient, and optimally accurate fully discrete finite element algorithms for computing the parameterized Navier-Stokes Equations (NSEs) flow ensemble. The timestepping algorithms are…

This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…

In the present article, novel Coarse-Graining (CG) algorithms for the Eulerian-Lagrangian (EL) simulation of particle-laden flows are proposed. These include different variants of Reproducing Kernel Particle Methods (RKPM) and an extended…

The paper analyzes the performance of tandem network of polling queue with setups. For a system with two-products and two-stations, we propose a new approach based on a partially-collapsible state-space characterization to reduce…

Continuing on our previous work [ArXiv:1212.2644], we develop semi-implicit numerical methods for solving low Mach number fluctuating hydrodynamic equations appropriate for modeling diffusive mixing in isothermal mixtures of fluids with…

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

In computational fluid dynamics, the demand for increasingly multidisciplinary reliable simulations, for both analysis and design optimization purposes, requires transformational advances in individual components of future solvers. At the…

We consider a Hidden Markov Model (HMM) where the integrated continuous-time Markov chain can be observed at discrete time points perturbed by a Brownian motion. The aim is to derive a filter for the underlying continuous-time Markov chain.…

This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This includes the Cauchy distributions and Student t-distributions…

This work explores the capability of simulating complex fluid flows by directly solving the Boltzmann equation. Due to the high-dimensionality of the governing equation, the substantial computational cost of solving the Boltzmann equation…

In our recent work on iterative computation in hardware, we showed that arbitrary-precision solvers can perform more favorably than their traditional arithmetic equivalents when the latter's precisions are either under- or over-budgeted for…