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The approach to the ergodic limit in Monte Carlo simulations is studied using both analytic and numerical methods. With the help of a stochastic model, a metric is defined that enables the examination of a simulation in both the ergodic and…

化学物理 · 物理学 2009-11-06 J. P. Neirotti , D. L. Freeman , J. D. Doll

The optimal allocation of replicas to a homogeneous or heterogenous set of processors is derived for parallel tempering simulations on multi-processor machines. In the general case, it is possible without substantially increasing wall clock…

计算物理 · 物理学 2007-05-23 David J. Earl , Michael W. Deem

In this work we propose an efficient parallelization of multiple-precision Taylor series method with variable stepsize and fixed order. For given level of accuracy the optimal variable stepsize determines higher order of the method than in…

In this paper, we evaluate the performance of various parallel optimization methods for Kernel Support Vector Machines on multicore CPUs and GPUs. In particular, we provide the first comparison of algorithms with explicit and implicit…

机器学习 · 计算机科学 2014-04-04 Stephen Tyree , Jacob R. Gardner , Kilian Q. Weinberger , Kunal Agrawal , John Tran

Micro-macro models provide a powerful tool to study the relationship between microscale mechanisms and emergent macroscopic behavior. However, the detailed microscopic modeling may require tracking and evolving a high-dimensional…

计算物理 · 物理学 2019-08-13 Steven Cook , Tamar Shinar

Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…

最优化与控制 · 数学 2018-11-02 William Pettersson , Melih Ozlen

We discuss the parallelization of algorithms for solving polynomial systems symbolically by way of triangular decomposition. Algorithms for solving polynomial systems combine low-level routines for performing arithmetic operations on…

符号计算 · 计算机科学 2019-06-04 Mohammadali Asadi , Alexander Brandt , Robert H. C. Moir , Marc Moreno Maza , Yuzhen Xie

We develop and analyze new scheduling algorithms for solving sparse triangular linear systems (SpTRSV) in parallel. Our approach produces highly efficient synchronous schedules for the forward- and backward-substitution algorithm. Compared…

分布式、并行与集群计算 · 计算机科学 2025-06-06 Toni Böhnlein , Pál András Papp , Raphael S. Steiner , Christos K. Matzoros , A. N. Yzelman

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

统计力学 · 物理学 2009-06-10 Stephan Mertens

In this work, we investigate the potential utility of parallelization for meeting real-time constraints and minimizing energy. We consider malleable Gang scheduling of implicit-deadline sporadic tasks upon multiprocessors. We first show the…

操作系统 · 计算机科学 2013-02-08 Nathan Fisher , Joël Goossens , Pradeep M. Hettiarachchi , Antonio Paolillo

The efficiency of Monte Carlo samplers is dictated not only by energetic effects, such as large barriers, but also by entropic effects that are due to the sheer volume that is sampled. The latter effects appear in the form of an entropic…

计算物理 · 物理学 2009-11-13 Cristian Predescu

Many machine learning algorithms minimize a regularized risk, and stochastic optimization is widely used for this task. When working with massive data, it is desirable to perform stochastic optimization in parallel. Unfortunately, many…

机器学习 · 统计学 2023-11-27 Shin Matsushima , Hyokun Yun , Xinhua Zhang , S. V. N. Vishwanathan

Q-learning is a widely used algorithm in reinforcement learning (RL), but its convergence can be slow, especially when the discount factor is close to one. Successive Over-Relaxation (SOR) Q-learning, which introduces a relaxation factor to…

机器学习 · 计算机科学 2025-07-01 Shreyas S R

In parallelized Monte-Carlo simulations, the order of summation is not always the same. When the mean is calculated in running fashion, this may create an artificial randomness in results which ought to be reproducible. This note takes a…

计算金融 · 定量金融 2022-09-13 Jherek Healy

The standard randomized sparse Kaczmarz (RSK) method is an algorithm to compute sparse solutions of linear systems of equations and uses sequential updates, and thus, does not take advantage of parallel computations. In this work, we…

数值分析 · 数学 2022-10-18 Lionel Tondji , Dirk A Lorenz

We present and apply a general-purpose, multi-start algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to…

离散数学 · 计算机科学 2017-11-02 Hamed Karimi , Gili Rosenberg , Helmut G. Katzgraber

In this paper, we present a concurrent implementation of a powerful topological thinning operator. This operator is able to act directly over grayscale images without modifying their topology. We introduce an adapted parallelization…

分布式、并行与集群计算 · 计算机科学 2016-03-31 Ramzi Mahmoudi , Mohamed Akil , Petr Matas

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

统计计算 · 统计学 2020-10-23 Simon Tindemans , Goran Strbac

Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hidden Markov models. The aim of this paper is to provide a…

概率论 · 数学 2012-02-15 Randal Douc , Aurélien Garivier , Eric Moulines , Jimmy Olsson

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

软凝聚态物质 · 物理学 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw