numerical-methods 60
[1110.4876] REBOUND: An open-source multi-purpose N-body code for collisional dynamics
7 weeks ago by Vaguery
REBOUND is a new multi-purpose N-body code which is freely available under an open-source license. It was designed for collisional dynamics such as planetary rings but can also solve the classical N-body problem. It is highly modular and can be customized easily to work on a wide variety of different problems in astrophysics and beyond.
simulation
computational-science
astrophysics
numerical-methods
simulator
library
open-source
nudge-targets
7 weeks ago by Vaguery
[1108.5685] Predicting flow reversals in chaotic natural convection using data assimilation
9 weeks ago by Vaguery
"A simplified model of natural convection, similar to the Lorenz (1963) system, is compared to computational fluid dynamics simulations in order to test data assimilation methods and better understand the dynamics of convection. The thermosyphon is represented by a long time flow simulation, which serves as a reference "truth". Forecasts are then made using the Lorenz-like model and synchronized to noisy and limited observations of the truth using data assimilation. The resulting analysis is observed to infer dynamics absent from the model when using short assimilation windows.
Furthermore, chaotic flow reversal occurrence and residency times in each rotational state are forecast using analysis data. Flow reversals have been successfully forecast in the related Lorenz system, as part of a perfect model experiment, but never in the presence of significant model error or unobserved variables. Finally, we provide new details concerning the fluid dynamical processes present in the thermosyphon during these flow reversals."
chaos
dynamical-systems
experiment
prediction
numerical-methods
algorithms
nudge-targets
Furthermore, chaotic flow reversal occurrence and residency times in each rotational state are forecast using analysis data. Flow reversals have been successfully forecast in the related Lorenz system, as part of a perfect model experiment, but never in the presence of significant model error or unobserved variables. Finally, we provide new details concerning the fluid dynamical processes present in the thermosyphon during these flow reversals."
9 weeks ago by Vaguery
[1106.2508] A Practical Implementation of the Bernoulli Factory
october 2011 by Vaguery
"…While several practical uses of the method have been proposed in Monte Carlo applications, these require an implementation framework that is flexible, general and efficient. We present such a framework for functions that are either strictly linear, concave, or convex on the unit interval using a series of envelope functions defined through a cascade, and show that this method not only greatly reduces the number of input bits needed in practice compared to other currently proposed solutions for more specific problems, but can easily be coupled to more asymptotically efficient methods to allow for theoretically strong results."
algorithms
numerical-methods
Monte-Carlo-simulation
probability-theory
nudge-targets
october 2011 by Vaguery
[1109.0573] Phase Retrieval via Matrix Completion
october 2011 by Vaguery
"This paper considers the fundamental problem of recovering a general signal, an image for example, from the magnitude of its Fourier transform. This problem, also known as phase retrieval, arises in many applications and has challenged engineers, physicists, and mathematicians for decades. Its origin comes from the fact that detectors can often times only record the squared modulus of the Fresnel or Fraunhofer diffraction pattern of the radiation that is scattered from an object. In such settings, one cannot measure the phase of the optical wave reaching the detector and, therefore, much information about the scattered object or the optical field is lost since, as is well known, the phase encodes a lot of the structural content of the image we wish to form."
image-processing
inverse-problems
signal-processing
system-identification
frequency-space
algorithms
nudge-targets
numerical-methods
october 2011 by Vaguery
Kahan summation algorithm - Wikipedia, the free encyclopedia
august 2011 by dgquintas
How to sum a large array of floats while keeping errors in check
mathematics
algorithms
numerical-methods
august 2011 by dgquintas
Dormand–Prince method - Wikipedia, the free encyclopedia
february 2011 by edd_
Runge Kutta method, suitable for adaptive time-stepping.
mathematics
numerical-methods
Dormand-Prince
from delicious
february 2011 by edd_
[1011.0506] A Very Fast Algorithm for Matrix Factorization
november 2010 by Vaguery
"We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an ever-increasing demand for methods of dimension reduction in order to undertake the statistical analysis of interest. Our algorithm uses a gradient-based approach which can be used with an arbitrary loss function provided the latter is differentiable. The speed and effectiveness of our algorithm for dimension reduction is demonstrated in the context of supervised classification of some real high-dimensional data sets from the bioinformatics literature."
algorithms
matrices
numerical-methods
nudge-targets
november 2010 by Vaguery
[1007.3880] $\sqrt{n}$-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
july 2010 by Vaguery
"We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic solution to it usually does not exist. Consequently, straightforward estimation methods like the ordinary least squares method depend on repetitive use of numerical integration in order to determine the solution of the system for each of the parameter values considered, and to find subsequently the parameter estimate that minimises the objective function. This induces a huge computational load to such estimation methods. We propose an estimator that is defined as a minimiser of an appropriate distance between a nonparametrically estimated derivative of the solution and the right-hand side of the system applied to a nonparametrically estimated solution.…"
numerical-methods
models
metaheuristics
algorithms
july 2010 by Vaguery
[1007.2467] Parametric Level Set Methods for Inverse Problems
july 2010 by Vaguery
"In this paper, a parametric level set method for reconstruction of obstacles in general inverse problems is considered. General evolution equations for the reconstruction of unknown obstacles are derived in terms of the underlying level set parameters. We show that using the appropriate form of parameterizing the level set function results a significantly lower dimensional problem, which bypasses many difficulties with traditional level set methods, such as regularization, re-initialization and use of signed distance function.…"
image-processing
radiology
numerical-methods
inverse-problems
inference
nudge-targets
july 2010 by Vaguery
[1007.2901] Statistically consistent coarse-grained simulations for critical phenomena in complex networks
july 2010 by Vaguery
"We propose a degree-based coarse graining approach that not just accelerates the evaluation of dynamics on complex networks, but also satisfies the consistency conditions for both equilibrium statistical distributions and nonequilibrium dynamical flows. For the Ising model and susceptible-infected-susceptible epidemic model, we introduce these required conditions explicitly and further prove that they are satisfied by our coarse-grained network construction within the annealed network approximation. Finally, we numerically show that the phase transitions and fluctuations on the coarse-grained network are all in good agreements with those on the original one."
complexology
economics
network-theory
algorithms
numerical-methods
nudge-targets
modeling
july 2010 by Vaguery
[0906.0231] Solving $k$-Nearest Neighbor Problem on Multiple Graphics Processors
july 2010 by Vaguery
"We introduced an effective algorithm for k-nearest neighbor problem which works on multiple GPUs. By an experiment, we have shown that it runs more than 330 times faster than an implementation on a single core of an up-to-date CPU. We have also shown that the algorithm is effective from the viewpoint of parallelism of GPUs. That is because 1) there is no synchronization between GPUs until the very end of the process and 2) the workload is well balanced."
algorithms
numerical-methods
GPU
CUDA
machine-learning
nudge
july 2010 by Vaguery
[1003.3987] RNA-RNA interaction prediction based on multiple sequence alignments
july 2010 by Vaguery
"Many computerized methods for RNA-RNA interaction structure prediction have been developed. Recently, $O(N^6)$ time and $O(N^4)$ space dynamic programming algorithms have become available that compute the partition function of RNA-RNA interaction complexes. However, few of these methods incorporate the knowledge concerning related sequences, thus relevant evolutionary information is often neglected from the structure determination. Therefore, it is of considerable practical interest to introduce a method taking into consideration both thermodynamic stability and sequence covariation. We present the \emph{a priori} folding algorithm \texttt{ripalign}, whose input consists of two (given) multiple sequence alignments (MSA). \texttt{ripalign} outputs (1) the partition function, (2) base-pairing probabilities, (3) hybrid probabilities and (4) a set of Boltzmann-sampled suboptimal structures consisting of canonical joint structures that are compatible to the alignments.…"
RNA-folding
algorithms
numerical-methods
bioinformatics
nudge-targets
july 2010 by Vaguery
[cs/0606103] Precision Arithmetic: A New Floating-Point Arithmetic
july 2010 by Vaguery
"A new floating-point arithmetic called precision arithmetic is developed to track precision for arithmetic calculations. It uses a novel rounding scheme to avoid excessive rounding error propagation of conventional floating-point arithmetic. Unlike interval arithmetic, its uncertainty tracking is based on statistics and its bounding range is much tighter. Generic standards and systematic methods for validating uncertainty-bearing arithmetics are discussed. The precision arithmetic is found to be better than interval arithmetic in uncertainty-tracking for linear algorithms. "
algorithms
numerical-methods
scientific-computing
nudge-targets
updated
july 2010 by Vaguery
[1007.2117] Strassen's Matrix Multiplication Algorithm for Matrices of Arbitrary Order
july 2010 by Vaguery
"The well known algorithm of VOLKER STRASSEN for matrix multiplication can only be used for $(m2^k \times m2^k)$ matrices. For arbitrary $(n \times n)$ matrices one has to add zero rows and columns to the given matrices to use STRASSEN's algorithm. … The aim of this work is to give a detailed analysis of the number of additional zero rows and columns and the additional work caused by STRASSEN's bad parameters. STRASSEN used the parameters $m$ and $k$ to show that his matrix multiplication algorithm needs less than $4.7n^{\log_2 7}$ flops. We can show in this paper, that these parameters cause an additional work of approx. 20 % in the worst case in comparison to the optimal strategy for the worst case. This is the main reason for the search for better parameters."
algorithms
numerical-methods
matrices
operations-research
nudge-targets
july 2010 by Vaguery
[1006.4308] Calculation of free energy landscapes: A Histogram Reweighted Metadynamics approach
june 2010 by Vaguery
"We present a novel method for the calculation of free energy landscapes. Our approach involves a history dependent bias potential which is evaluated on a grid. The corresponding free energy landscape is constructed via a histogram reweighting procedure a posteriori. Due to the presence of the bias potential, our method can also be used to accelerate rare events. In addition, the calculated free energy landscape is not restricted to the actual choice of collective variables and can in principle be extended to all variables of interest without further numerical effort. We present numerical results for the alanine dipeptide and the Met-Enkephalin in explicit solution to illustrate our approach."
simulation
numerical-methods
algorithms
energy-landscapes
dynamical-systems
seems-like-coevolution-would-work-as-well
june 2010 by Vaguery
[0908.3934] A framework for simulating and estimating the state and functional topology of complex dynamic geometric networks
june 2010 by Vaguery
"We present a framework for simulating signal propagation in geometric networks (i.e. networks that can be mapped to geometric graphs in some space) and for developing algorithms that estimate (i.e. map) the state and functional topology of complex dynamic geometric net- works. Within the framework we define the key features typically present in such networks and of particular relevance to biological cellular neural networks: Dynamics, signaling, observation, and control. The framework is particularly well-suited for estimating functional connectivity in cellular neural networks from experimentally observable data, and has been implemented using graphics processing unit (GPU) high performance computing. Computationally, the framework can simulate cellular network signaling close to or faster than real time. We further propose a standard test set of networks to measure performance and compare different mapping algorithms."
simulation
algorithms
numerical-methods
nudge-targets
network-theory
complexology
graphics-processing-unit
june 2010 by Vaguery
[1006.3913] A Method for Accelerating Conway's Doomsday Algorithm
june 2010 by Vaguery
Also: how about an inverse Doomsday algorithm. "We propose a simplification of a key component in the Doomsday Algorithm for calculating the day-of-the-week of any given date.…"
nudge-targets
algorithms
John-Horton-Conway
numerical-methods
parsimony
june 2010 by Vaguery
[1006.4327] On computing B\'ezier curves by Pascal matrix methods
june 2010 by Vaguery
"The main goal of the paper is to introduce methods which compute B\'ezier curves faster than Casteljau's method does. These methods are based on the spectral factorization of a $n\times n$ Bernstein matrix, $B^e_n(s)= P_nG_n(s)P_n^{-1}$, where $P_n$ is the $n\times n$ lower triangular Pascal matrix. So we first calculate the exact optimum positive value $t$ in order to transform $P_n$ in a scaled Toeplitz matrix, which is a problem that was partially solved by X. Wang and J. Zhou (2006). Then fast Pascal matrix-vector multiplications and strategies of polynomial evaluation are put together to compute B\'ezier curves. Nevertheless, when $n$ increases, more precise Pascal matrix-vector multiplications allied to affine transformations of the vectors of coordinates of the control points of the curve are then necessary to stabilize all the computation."
nudge-targets
algorithms
numerical-methods
computer-graphics
Bezier-curves
computational-complexity
june 2010 by Vaguery
[0911.4729] Hearing the clusters in a graph: A distributed algorithm
june 2010 by Vaguery
"We propose a novel distributed algorithm to cluster graphs. The algorithm recovers the solution obtained from spectral clustering without the need for expensive eigenvalue/vector computations. We prove that, by propagating waves through the graph, a local fast Fourier transform yields the local component of every eigenvector of the Laplacian matrix, which are used to cluster graphs. For large graphs, the proposed algorithm is orders of magnitude faster than random walk based approaches. We prove the equivalence of the proposed algorithm to spectral clustering and derive convergence rates. We also demonstrate the benefit of using this decentralized clustering algorithm to accelerate distributed estimation for sensor networks and for efficient computation of distributed multi-agent search strategies."
network-theory
graph-theory
clustering
algorithms
numerical-methods
statistics
nudge-targets
june 2010 by Vaguery
[1006.3128] Fundamental Tradeoffs for Sparsity Pattern Recovery
june 2010 by Vaguery
"Recovery of the sparsity pattern (or support) of a sparse vector from a small number of noisy linear samples is a common problem that arises in signal processing and statistics. In the high dimensional setting, it is known that recovery with a vanishing fraction of errors is impossible if the sampling rate and per-sample signal-to-noise ratio (SNR) are finite constants independent of the length of the vector. In this paper, it is shown that recovery with an arbitrarily small but constant fraction of errors is, however, possible, and that in some cases a computationally simple thresholding estimator is near-optimal.…"
signal-processing
nudge-targets
information-theory
communication
numerical-methods
statistics
algorithms
approximation
heuristics
june 2010 by Vaguery
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