相关论文: A tensorial-parallel Chebyshev method for a differ…

We show that, by using multiplicative weights in a game-theoretic thought experiment (and an important convexity result on the composition of multiplicative weights with the relative entropy function), a symmetric bimatrix game (that is, a…

Recently, deep learning has been an area of intense research. However, as a kind of computing-intensive task, deep learning highly relies on the scale of GPU memory, which is usually prohibitive and scarce. Although some extensive works…

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

We consider approximating solutions to parameterized linear systems of the form $A(\mu_1,\mu_2) x(\mu_1,\mu_2) = b$. Here the matrix $A(\mu_1,\mu_2) \in \mathbb{R}^{n \times n}$ is nonsingular, large, and sparse and depends nonlinearly on…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…

"Pebble games," an abstraction from classical reversible computing, have found use in the design of quantum circuits for inherently sequential tasks. Gidney showed that allowing Hadamard basis measurements during pebble games can…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

This paper presents our work on developing parallel computational methods for two-phase flow on modern parallel computers, where techniques for linear solvers and nonlinear methods are studied and the standard and inexact Newton methods are…

In his article "Powerlist: A Structure for Parallel Recursion" Jayadev Misra wrote: "Many data parallel algorithms Fast Fourier Transform, Batcher's sorting schemes and prefix sum -exhibit recursive structure. We propose a data structure,…

Designing optimal interdependent networks is important for the robustness and efficiency of national critical infrastructures. Here, we establish a two-person game-theoretic model in which two network designers choose to maximize the global…

High fidelity simulation of large-sized complex networks can be realized on a distributed computing platform that leverages the combined resources of multiple processors or machines. In a discrete event driven simulation, the assignment of…

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…

Multi-threaded programs have traditionally fallen into one of two domains: cooperative and competitive. These two domains have traditionally remained mostly disjoint, with cooperative threading used for increasing throughput in…

Current high-performance computer systems used for scientific computing typically combine shared memory computational nodes in a distributed memory environment. Extracting high performance from these complex systems requires tailored…

System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…

In his article "Powerlist: A Structure for Parallel Recursion" Jayadev Misra wrote: "Many data parallel algorithms - Fast Fourier Transform, Batcher's sorting schemes and prefix sum - exhibit recursive structure. We propose a data…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

We introduce a new method to price American options based on Chebyshev interpolation. In each step of a dynamic programming time-stepping we approximate the value function with Chebyshev polynomials. The key advantage of this approach is…