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We develop a new interior-point method (IPM) for symmetric-cone optimization, a common generalization of linear, second-order-cone, and semidefinite programming. In contrast to classical IPMs, we update iterates with a geodesic of the cone…

最优化与控制 · 数学 2023-01-18 Frank Permenter

The Metropolis Monte Carlo algorithm with the Finite Element method applied to compute electrostatic interaction energy between charge densities is described in this work. By using the Finite Element method to integrate numerically the…

统计力学 · 物理学 2010-09-08 Martial Mazars

We present an extension of the PatchworkMHD code [1], itself an MHD-capable extension of the Patchwork code [2], for which several algorithms presented here were co-developed. Its purpose is to create a multipatch scheme compatible with…

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations. The algorithm relies…

数值分析 · 数学 2020-07-06 Kjetil O. Lye , Siddhartha Mishra , Roberto Molinaro

We develop a novel parallel resampling algorithm for fully parallelized particle filters, which is designed with GPUs (graphics processing units) or similar parallel computing devices in mind. With our new algorithm, a full cycle of…

统计计算 · 统计学 2016-08-17 Kenichiro McAlinn , Teruo Nakatsuma

In high performance computing, researchers try to optimize the CPU Scheduling algorithms, for faster and efficient working of computers. But a process needs both CPU bound and I/O bound for completion of its execution. With modernization of…

操作系统 · 计算机科学 2019-08-06 Amar Ranjan Dash , Sandipta Kumar Sahu , B Kewal

This paper invites the reader to experiment with an easy-to-use MATLAB implementation of Metropolis integrators for Molecular Dynamics (MD) simulation. These integrators are analysis-based, in the sense that they can rigorously simulate…

计算物理 · 物理学 2013-09-20 Nawaf Bou-Rabee

The complexity of urban street networks is well accepted to reside in the information space where roads map to nodes and junctions to links between nodes. Assuming that information networks preserve their amount of surprisal on average…

物理与社会 · 物理学 2019-12-05 Jerome Benoit , Saif Eddin Jabari

Applying parallel-in-time algorithms to multiscale Hamiltonian systems to obtain stable long time simulations is very challenging. In this paper, we present novel data-driven methods aimed at improving the standard parareal algorithm…

数值分析 · 数学 2023-09-06 Rui Fang , Richard Tsai

A modification of the standard Boris algorithm, called filtered Boris algorithm, is proposed for the numerical integration of the equations of motion of charged particles in a strong non-uniform magnetic field in the asymptotic scaling…

数值分析 · 数学 2019-07-18 Ernst Hairer , Christian Lubich , Bin Wang

To deliver high performance in power limited systems, architects have turned to using heterogeneous systems, either CPU+GPU or mixed CPU-hardware systems. However, in systems with different processor types and task affinities, scheduling…

性能 · 计算机科学 2017-12-12 Zhuo Chen , Diana Marculescu

Existing fast algorithms for bilateral and nonlocal means filtering mostly work with grayscale images. They cannot easily be extended to high-dimensional data such as color and hyperspectral images, patch-based data, flow-fields, etc. In…

计算机视觉与模式识别 · 计算机科学 2018-11-07 Pravin Nair , Kunal. N. Chaudhury

Calculating interactions or correlations between pairs of particles is typically the most time-consuming task in particle simulation or correlation analysis. Straightforward implementations using a double loop over particle pairs have…

计算物理 · 物理学 2015-06-16 Szilárd Páll , Berk Hess

This work considers black-box Bayesian inference over high-dimensional parameter spaces. The well-known adaptive Metropolis (AM) algorithm of (Haario etal. 2001) is extended herein to scale asymptotically uniformly with respect to the…

统计计算 · 统计学 2017-02-07 Yuxin Chen , David Keyes , Kody J. H. Law , Hatem Ltaief

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

最优化与控制 · 数学 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

We propose a new class of interacting Markov chain Monte Carlo (MCMC) algorithms designed for increasing the efficiency of a modified multiple-try Metropolis (MTM) algorithm. The extension with respect to the existing MCMC literature is…

统计计算 · 统计学 2014-03-19 Roberto Casarin , Radu V. Craiu , Fabrizio Leisen

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in enhancing phase space mixing of these protocols, thus…

统计力学 · 物理学 2011-12-06 John D. Chodera , Michael R. Shirts

The life of the modern world essentially depends on the work of the large artificial homogeneous networks, such as wired and wireless communication systems, networks of roads and pipelines. The support of their effective continuous…

最优化与控制 · 数学 2017-01-25 Dmitry Yu. Ignatov , Alexander N. Filippov , Andrey D. Ignatov , Xuecang Zhang

A new multiscale implementation of non-local means filtering for image denoising is proposed. The proposed algorithm also introduces a modification of similarity measure for patch comparison. The standard Euclidean norm is replaced by…

计算机视觉与模式识别 · 计算机科学 2013-04-04 Zahid Hussain Shamsi , Dai-Gyoung Kim

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

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