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The Finite Difference Time Domain (FDTD) method is a widely used numerical technique for solving Maxwell's equations, particularly in computational electromagnetics and photonics. It enables accurate modeling of wave propagation in complex…

计算与语言 · 计算机科学 2025-04-15 Yifei He , Måns I. Andersson , Stefano Markidis

We propose a new method for simulating certain type of time-dependent Hamiltonian $H(t) = \sum_{i=1}^m \gamma_i(t) H_i$ where $\gamma_i(t)$ (and its higher order derivatives) is bounded, computable function of time $t$, and each $H_i$ is…

量子物理 · 物理学 2024-10-21 Nhat A. Nghiem

Hedging exotic options in presence of market frictions is an important risk management task. Deep hedging can solve such hedging problems by training neural network policies in realistic simulated markets. Training these neural networks may…

风险管理 · 定量金融 2024-10-31 Konrad Mueller , Amira Akkari , Lukas Gonon , Ben Wood

This paper explores fast, polynomial time heuristic approximate solutions to the NP-hard problem of scheduling jobs on N identical machines. The jobs are independent and are allowed to be stopped and restarted on another machine at a later…

神经与进化计算 · 计算机科学 2016-11-11 N. Fogarasi , K. Tornai , J. Levendovszky

Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…

机器学习 · 计算机科学 2025-05-29 Zhonglin Xie , Yiman Fong , Haoran Yuan , Zaiwen Wen

We present an approach to adaptively utilize deep neural networks in order to reduce the evaluation time on new examples without loss of accuracy. Rather than attempting to redesign or approximate existing networks, we propose two schemes…

机器学习 · 计算机科学 2017-09-20 Tolga Bolukbasi , Joseph Wang , Ofer Dekel , Venkatesh Saligrama

Spiking neural networks have gained significant attention due to their brain-like information processing capabilities. The use of surrogate gradients has made it possible to train spiking neural networks with backpropagation, leading to…

神经与进化计算 · 计算机科学 2023-05-24 Dongcheng Zhao , Guobin Shen , Yiting Dong , Yang Li , Yi Zeng

Agentic Test-Time Scaling (TTS) has delivered state-of-the-art (SOTA) performance on complex software engineering tasks such as code generation and bug fixing. However, its practical adoption remains limited due to significant computational…

软件工程 · 计算机科学 2026-05-14 Chenhui Mao , Yuanting Lei , Zhixiang Wei , Ming Liang , Zhixiang Wang , Jingxuan Xu , Dajun Chen , Wei Jiang , Yong Li

The Cahn-Hilliard equation has been widely employed within various mathematical models in physics, chemistry and engineering. Explicit stabilized time stepping methods can be attractive for time integration of the Cahn-Hilliard equation,…

数值分析 · 数学 2025-02-21 Mike A. Botchev

We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…

计算物理 · 物理学 2025-12-01 Martin Kjøllesdal Johnsrud , Navdeep Rana

We present the method of complementary ensemble empirical mode decomposition (CEEMD) and Hilbert-Huang transform (HHT) for analyzing nonstationary financial time series. This noise-assisted approach decomposes any time series into a number…

计算金融 · 定量金融 2021-05-25 Tim Leung , Theodore Zhao

In this paper, we focus on the finite difference approximation of nonlinear degenerate parabolic equations, a special class of parabolic equations where the viscous term vanishes in certain regions. This vanishing gives rise to additional…

数值分析 · 数学 2024-06-11 Ziyao Xu , Yong-Tao Zhang

Edge AI applications increasingly require ultra-low-power, low-latency inference. Neuromorphic computing based on event-driven spiking neural networks (SNNs) offers an attractive path, but practical deployment on resource-constrained…

神经与进化计算 · 计算机科学 2026-02-03 Olaf Yunus Laitinen Imanov , Derya Umut Kulali , Taner Yilmaz , Duygu Erisken , Rana Irem Turhan

Spiking Neural Networks (SNNs) have garnered attention over recent years due to their increased energy efficiency and advantages in terms of operational complexity compared to traditional Artificial Neural Networks (ANNs). Two important…

神经与进化计算 · 计算机科学 2025-01-15 Daniel Windhager , Lothar Ratschbacher , Bernhard A. Moser , Michael Lunglmayr

Emphatic algorithms are temporal-difference learning algorithms that change their effective state distribution by selectively emphasizing and de-emphasizing their updates on different time steps. Recent works by Sutton, Mahmood and White…

机器学习 · 计算机科学 2015-07-07 A. Rupam Mahmood , Huizhen Yu , Martha White , Richard S. Sutton

This paper presents a fundamental algorithm, called VDB-EDT, for Euclidean distance transform (EDT) based on the VDB data structure. The algorithm executes on grid maps and generates the corresponding distance field for recording distance…

机器人学 · 计算机科学 2021-05-11 Delong Zhu , Chaoqun Wang , Wenshan Wang , Rohit Garg , Sebastian Scherer , Max Q. -H. Meng

Predictive control approaches based on deep reinforcement learning (DRL) have gained significant attention in microgrid energy optimization. However, existing research often overlooks the issue of uncertainty stemming from imperfect…

机器学习 · 计算机科学 2025-11-25 Fulong Yao , Wanqing Zhao , Matthew Forshaw

Numerical calculations have been made on the spike-train response of a pair of Hodgkin-Huxley (HH) neurons coupled by synapses and axons with time delay. The recurrent excitatory-excitatory, inhibitory-inhibitory, excitatory-inhibitory, and…

无序系统与神经网络 · 物理学 2007-05-23 Hideo Hasegawa

Brain-inspired spiking neural networks (SNNs) have gained prominence in the field of neuromorphic computing owing to their low energy consumption during feedforward inference on neuromorphic hardware. However, it remains an open challenge…

神经与进化计算 · 计算机科学 2024-03-04 Wenjie Wei , Malu Zhang , Jilin Zhang , Ammar Belatreche , Jibin Wu , Zijing Xu , Xuerui Qiu , Hong Chen , Yang Yang , Haizhou Li

Finite-difference methods are widely used in solving partial differential equations. In a large problem set, approximations can take days or weeks to evaluate, yet the bulk of computation may occur within a single loop nest. The modelling…

性能 · 计算机科学 2018-06-22 Nicholas Sim