Peer Revenue Publish or profit

Papers

Fresh from arXiv, typeset properly. Highlighted words trade on the market.

Computer Science Computational Engineering

cs.CE Watch Computational Engineering (sign in to use)

Sunday 13 September

Computational Engineering · Cross-listed from cs.CR

Quantifying Observable High-Frequency Swapping on Arbitrum

Layer-2 rollups have reshaped Ethereum's transaction economy by replacing mempool competition with deterministic sequencing, sub-second block times, and negligible gas fees. While these properties suppress classical Miner/Maximal Extractable Value (MEV), they give rise to a new and previously unrecognized behavioral regime. In this paper, we introduce the concept of High-Frequency Swapping (HFS), referring to continuous single-hop swaps at machine cadence within decentralized exchanges. Despite its growing footprint, this phenomenon has not been systematically identified or quantified in prior work. We conduct a large-scale measurement of HFS on Arbitrum, using 18 months of full-chain data (Jan. 2023–Jun. 2024). Specifically, we construct a reproducible pipeline that isolates voluntary single-swap transactions, attributes them to the swapper level, and classifies HFS behavior through inter-arrival dynamics. The analysis uncovers 477 distinct HFS swappers responsible for nearly 30 million swaps and over $10^{11}$ USD in notional volume. Our study conducts a comprehensive empirical investigation of HFS from multiple perspectives. We begin with a global overview of activity patterns, and then examine temporal dynamics, swapper identity, token coverage, and venue concentration, and explore swap size, time gap, and order direction. Finally, we explore case-level behavior, including stablecoin arbitrage, CEX-DEX execution gaps, and short-horizon round-trip trading. Across these dimensions, we identify consistent structural regularities that distinguish HFS from conventional retail or arbitrage activity. This work provides a large-scale address-level empirical characterization of High-Frequency Swapping on Arbitrum and a broad empirical foundation for future research on decentralized market microstructure.
Read the full abstract

All authors Shijian Chen, Ya Chen, Jing Cai, Catherine Liu

Computational Engineering · Cross-listed from cs.SE

AI Assisted Workflow Optimization and Automation

Against the backdrop of digital transformation and stricter regulation, enterprise compliance work demands higher efficiency and accuracy. The auxiliary compliance process has become an important entry point for optimizing the compliance system due to its strong transactional nature and high degree of repetition. This study focuses on the process characteristics of auxiliary compliance work, sorts out its structural composition and organizational mechanism, proposes an optimization path with process reengineering, system modeling, and technology integration as the core, and focuses on exploring the collaborative application of key technologies such as RPA, rule engine, and semantic recognition in process automation. Research suggests that the systematic optimization and intelligent upgrading of auxiliary processes will help build a modern compliance operation system that is responsive, efficient, structurally clear, and risk controllable.
Read the full abstract

Computational Engineering

Public Opinion as an Option: Leveraging Prediction Markets to Hedge Exposure to Spot Crypto Volatility

This paper proposes an investment strategy through resource allocation into Kalshi Crypto Event Contracts in order to effectively hedge exposure to spot asset volatility. Using Bitcoin as a proof of concept, we treat corresponding Kalshi markets on the asset's future price as option contracts, and through construction of different portfolio allocations present a framework for which event contracts can be effectively utilized by retail investors in order to control risk framework without reducing underlying exposure to spot volatility. We showcase this information through analysis of three separate Kalshi event contracts, all relating to a different underlying market regime (i.e bullish, bearish, flat), and provide a comprehensive risk profile for each regime. Results show that a dynamic Kalshi/Bitcoin hedging strategy outperforms more simplistic portfolios across all regimes, supporting our initial hypothesis. We discuss further considerations which can erode profits in the future (i.e. fees), and provide direction for future research.
Read the full abstract

Computational Engineering

Topology optimisation and simulated state reconstruction for self-sensing piezoresistive grippers

We consider the computational design of a self-sensing robotic gripper that has the potential to reduce reliance on traditional external sensors. We computationally investigate the potential of a novel sensing method that exploits the coupled electromechanical properties of piezoresistive materials to enable mechanical perception using sparse electrical measurements. In this theoretical proof-of-concept, we show that under the idealised assumptions of linear constitutive relationships and quasi-static gripper operation, it is possible to reconstruct simple contact shapes and gripper displacement fields using a small number of simulated electrical measurements, suggesting the potential of the proposed sensing technique. We use topology optimisation to promote the quality of displacement state recovery by adding an electrical performance objective to the mechanical compliance requirement of the gripper. Using the proposed reconstruction technique, we showcase the improved reconstruction ability of an electrically optimised gripper design through an increased robustness to noisy synthetic measurements compared to a gripper designed with only a mechanical objective in the topology optimisation problem. In the future, detailed inclusion of non-linear effects and experimental realisation of this theoretical proof-of-concept may help remove the constraints of traditional sensors for robotic handling, potentially facilitating sensing in settings where current sensing systems are impractical.
Read the full abstract

All authors Connor N Mallon, Zachary J Wegert, Anthony P Roberts, Joshua Pinskier, Harry Bowman, Vivien J Challis

Computational Engineering

Topology optimisation of adsorption beds for cost-effective direct air capture

The performance of adsorption systems is sensitive to the geometry of the adsorbent. To achieve feasibility for large-scale implementation of CO2 direct air capture systems in line with the latest Intergovernmental Panel on Climate Change objectives, significant improvements to current adsorption systems must be made. In this study, we employ a topology optimization to the macrostructure of a swing adsorption bed using an experimentally verified numerical model. We unveil a simple blunted cone design, which achieves an estimated cost range of \$49-116/t-CO2 removed from the atmosphere for the system. This represents an improvement over the benchmark monolith design, which incurs a cost of \$75-140/t-CO2 considering the same process parameters.
Read the full abstract

All authors Connor Mallon, Aaron Thornton, Matthew Hill, Santiago Badia, Nora Grutering

Computational Engineering

CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets

Managing drawdown, the peak-to-trough decline in an investment portfolio's value, is a precondition for long-term survival in practical investment management. However, mainstream stock forecasting methods predominantly optimize returns or Sharpe ratios under the independent and identically distributed (i.i.d.) assumption. Real markets do not follow this assumption, triggering catastrophic drawdowns. We propose a cross-asset state-space trading system (CAST), consisting of two components: The predictor, Cross-Asset Collaborative Kalman Filter (CoKF), estimates each asset's latent state online, coupling all assets through their correlations and adaptively fusing multiple integrated-random-walk orders. The controller, Model Predictive Control (MPC), converts the predictor's forecast into trades, using forecast uncertainty as an explicit risk penalty that controls drawdown. We evaluate CAST on four real-world stock markets over a 15-year test window and show that it consistently occupies the return-drawdown Pareto frontier, achieving strong risk-adjusted performance while maintaining substantially lower maximum drawdown than competitive baselines. A stress test across crisis periods further demonstrates robust behavior under market shocks and distribution shift. Because the predictor and controller interact only through the predicted price path, both are plug-and-play, making CAST a modular, interpretable trading system. The code is available at https://github.com/FanBroWell/CAST
Read the full abstract

Saturday 12 September

Computational Engineering

Ensemble generative filtering for sequential data assimilation in dynamical systems

Sequential data assimilation (DA) faces a fundamental trade-off: particle filters capture non-Gaussian cycling priors but require prohibitively large ensembles, whereas the ensemble Kalman filter (EnKF) is computationally efficient but constrained by its Gaussian assumption. As machine learning enables rapid model forecasts, exploiting non-Gaussian prior features via moderately large ensembles has become increasingly viable. To exploit this opportunity, we propose the ensemble generative filter (EnGF), a simple yet effective method for non-Gaussian filtering. The key idea is to fit a generative model to the forecast ensemble at each DA cycle and harness its defining strength, inexpensive sampling, to draw a much larger particle population for Bayesian analysis without any additional model forecasts; we adopt a Gaussian mixture model as a lightweight instance that can be fit cheaply from a moderate ensemble. To address practical challenges, we further extend the EnGF by introducing (i) a tempered EnGF using likelihood tempering to prevent particle degeneracy under informative observations and (ii) a latent EnGF that performs prior modeling and Bayesian updates in a reduced latent space for high-dimensional systems. Across chaotic systems (doubling map, Lorenz-63, and Lorenz-96) and a challenging shock-tube problem, the EnGF delivers clear and often substantial improvements over the EnKF, in some cases even approaching the filtering accuracy of a massive-ensemble particle filter at a small fraction of its cost.
Read the full abstract

Computational Engineering

Trade-Adaptive Aggregation of Probabilistic Financial Forecasts

Financial NLP systems produce probabilistic forecasts from news, reports, and filings. Prediction markets can aggregate these forecasts sequentially, but their fees must reward information without overcharging low-risk updates. Existing quadratic-fee mechanisms use a state-blind bound, while a local-curvature envelope remains conservative because it prices every trade at the largest permitted span. We introduce SpanPM, a prediction-market mechanism that sets the local-curvature multiplier from each trade's realized payoff spread. Its fee dominates exact Bregman exposure trade by trade, preserves no arbitrage, information incorporation, expressiveness, and bounded worst-case loss, and yields a tighter overcharge factor approaching one as trade span vanishes. Repeated global best responses converge to a common belief and become full Newton steps locally, giving quadratic rather than damped-linear convergence. We implement a deterministic bounded one-dimensional multi-basin search, audited against a dense grid. Across paired synthetic experiments, SpanPM improves 20-round consensus error by several orders of magnitude over a fixed-envelope local baseline under the same hard cap. With evolving beliefs, it preserves 96–97% of the trader surplus achieved with exact Bregman fees while cutting excess fees by 94% relative to the global quadratic mechanism. These results establish a trade-adaptive prediction-market mechanism for sequential aggregation of probabilistic financial forecasts.
Read the full abstract

All authors Yankai Chen, Rassul Magauin, Bowei He, Anuar Aimoldin, Sirui Song, Bin Xiao, Zangir Iklassov, Xue Liu

Computational Engineering

Prediction-Market Seed Capital Recovery from Noise-Dominant Flow

Automated prediction markets require sponsors to prefund liquidity before observing order flow, creating a financing challenge at launch. We study whether nonnegative charges conditioned on observable payoff direction can improve recovery of this prefunded capital while limiting their effect on informed participation. We develop Seed Capital Flow (SCF), a direction-conditioned levy, in a stylized binary cost-function market with informed and liquidity-motivated traders. When order composition differs across directions, SCF concentrates the permitted fee burden on the direction with relatively more liquidity-motivated flow, whereas a uniform fee spreads it across both directions. Under a sufficiently tight common retention constraint, this allocation yields higher expected recovery capacity and can make additional liquidity choices financially viable. Synthetic numerical audits examine robustness to alternative flow patterns, stochastic arrivals, and label misspecification. The results characterize a mechanism-design tradeoff rather than an empirical prediction: the market remains prefunded, recovery is expected rather than guaranteed, and the analysis is limited to an opening-cohort setting.
Read the full abstract

All authors Yankai Chen, Bowei He, Zhuohan Xie, Zhiwei Liu, Fan Zhang, Xueqing Peng, Yan Wang, Lingfei Qian, Xue Liu

Computational Engineering · Cross-listed from cs.LG

Lie to me: Detecting Managerial Evasiveness in Earnings Calls via Conversational Audio Encoders

Earnings conference calls are a primary channel through which managers disclose information under analyst scrutiny. Prior work has linked vocal and lexical cues to future adverse outcomes, but often pools features over an entire call and underuses the interactive structure of Q&A. We propose a two-branch late-fusion framework for detecting managerial evasiveness as a predictor of extrinsic SEC events (primarily late filings): (i) an LLM-as-a-judge that maps Q&A text to an interpretable call-level vector X_text via a structured binary rubric, and (ii) a frozen conversational encoder whose temporal hidden states are read by a DeepVoice-style sequential reader to produce an audio representation h. Late fusion of (X_text, h) yields a call-level risk score p. On n=1,039 calls (212 late filings) with firm-grouped 5-fold CV, fusion reaches AUROC approx. 0.89, versus 0.55 for the text judge and 0.71 for duration alone. These results show that conversational audio dynamics encode managerial evasiveness beyond lexical content and call length, yielding a stronger early-warning signal of adverse SEC outcomes.
Read the full abstract

Computational Engineering · Cross-listed from math.OC

Generation of Custom Solvers in Rust for Convex Optimization

We introduce cvxgenrust, an open-source tool for generating custom Rust code that solves families of parameterized convex optimization problems modeled in CVXPY. cvxgenrust canonicalizes a problem family, extracts affine maps to Clarabel cone-program data, and generates a specialized Rust crate that updates parameters and calls Clarabel natively at runtime. The generated solver can also be exposed to Python and registered as a custom CVXPY solver. Our code generator supports a wide range of convex optimization problems up to semidefinite programs and exponential-cone problems. Numerical experiments show reduced runtime relative to direct CVXPY solves and performance comparable to CVXPYgen on shared problem classes.
Read the full abstract

Computational Engineering

Abundance Is an Expenditure Condition: AI Automation, Scarcity Rents, and Access

If AI and automation make reproducible goods cheap, do scarcity rents disappear or migrate? We give a closed general-equilibrium answer that separates a low unit price from economic abundance. Agents consume an automated good, a fixed-supply good, and a numeraire; their purchasing power comes from resource endowments and ownership of scarce assets. The equilibrium of a heterogeneous economy exists, is unique, and is globally stable. Aggregate scarcity rent obeys an exact accounting identity: it rises with automation if and only if real expenditure on the automated good falls. In a symmetric economy this sign is determined by whether the curvature of marginal utility is above or below one. Thus marginal cost converging to zero is insufficient: demand rebound can absorb the released resources. After automated demand is fixed or sufficiently satiated, each agent's access share is an exact convex combination of net purchasing-power and scarce-asset ownership shares. This yields a concentration decomposition with a covariance term, showing why equalizing one asset can increase access inequality when ownership sources were offsetting. A compute extension distinguishes a fixed productive input, whose rent can vanish, from a binding throughput constraint, whose rent persists. Numerical experiments reproduce the sign reversals, ownership effects, and institutional frontiers, and imply eight falsifiable restrictions. The results replace a binary “post-scarcity” claim with a testable condition on expenditure, capacity, and ownership.
Read the full abstract

Friday 11 September

Computational Engineering · Cross-listed from cs.DC

PEAT: Pseudo-Error Assessment for GPU Kernel Validation in DNN Training

Deep neural networks (DNNs) are widely adopted in various fields, driving an emerging trend in developing software stacks associated with DNN training systems. For example, many codes have been ported across different frameworks or developed to leverage the computing power of GPUs or domain-specific accelerators. However, validating a kernel implementation in DNN training is time-consuming and generally requires massive storage. Specifically, this poses a fundamental question: how to characterize the behavior of a new implementation when it is integrated into a DNN training flow. Unfortunately, this problem is not well investigated in the literature, to the best of our knowledge. To address this shortcoming, we present PEAT - a lightweight inspection framework for \underline{P}seudo-\underline{E}rror \underline{A}ssessment associated with GPU kernel validation in DNN \underline{T}raining. Firstly, inspired by conventional fault injection (FI), PEAT's Profiler invokes an operation-wise kernel in a training flow to collect a DNN model's states (e.g., checkpoints and activations). More importantly, the Profiler introduces two simple yet effective techniques, playback FI and frequency-based runtime FI, leveraging persistent kernel calling during the training process. Secondly, PEAT's Analyzer characterizes profiled errors, revealing some signatures from the error distribution of a kernel compared to the golden one. Lastly, PEAT's Detector provides some guidelines as a sufficient condition, which enables associating several well-known error models with signature patterns. We demonstrate the applicability of our approach by presenting the results and analysis using GPUs from the two most popular vendors, NVIDIA V100 and AMD MI250, on various AI models, from vision tasks to language models, for both pretraining and finetuning scenarios.
Read the full abstract

All authors Xuan Truong Nguyen, Hong Quan Tran, Tuan Duc Chu, Thanh Tuan Dao

Computational Engineering

Extreme-Scale Linear-Scaling Kohn-Sham DFT at 100 Million Atoms: Bridging Quantum Simulations and Experiments

Kohn-Sham density functional theory (DFT) remains the workhorse of ab initio materials simulation, yet cubic computational and quadratic memory scaling have confined calculations to a few hundred to thousands of atoms, spanning only nanometers, far below experimentally relevant length scales. We introduce XLSDFT, a linear-scaling DFT framework based on divide-and-conquer decomposition of the one-particle density matrix and Chebyshev-filtered subspace iteration, achieving linear computational and memory scaling while retaining DFT accuracy. Deployed on the LineShine exascale supercomputer, XLSDFT reduces computational complexity by orders of magnitude, enabling unprecedented DFT scale: a 200-million-atom silicon crystal, twentyfold beyond the prior record. Our implementation achieves 96.6% weak-scaling efficiency and sustained 157.9 Pflop/s (FP64) for a 100-million-atom scaling study. We further simulate an 11-million-atom all-solid-state battery interface of unprecedented complexity, 1,000 times beyond prior DFT for such systems, revealing how lithium metal reacts with the solid electrolyte at atomic resolution, in quantitative agreement with spectroscopy experiments.
Read the full abstract

All authors Qimen Xu, Yu Zhang, Dixing Ni, Lei Gao, Guangnan Feng, Qinrui Zheng, Jianting Liu, Haitian Lu, Zhaopeng Jia, Wei Xue, Shriram Chandran, Torsten Hoefler, Haohuan Fu, Yutong Lu

Computational Engineering

NFT-Based Reward Mechanisms: Sybil Farming, Vesting, and Stochastic Verification

We study NFT-based reward mechanisms in which a user can create multiple identities and submit fraudulent claims that mature a reward subject to vesting. We assume that the issuer stochastically verifies claims during the vesting period and that identities can be linked into clusters so that the detection of one identity submitting a fraudulent claim causes the whole cluster to be forfeited through a penalty. A farmer's payoff is then non-linear in the number of identities: rewards increase linearly, while the probability of avoiding detection decreases geometrically. We characterise the optimal farming scale in the continuous relaxation of the problem. This allows us to derive a sufficient condition for deterrence and then consider the issuer's choice of reward vesting and claim verification. Vesting reduces the probability that a fraudulent claim is paid but also affects genuine participants, while verification is costly for the issuer. We characterise the sufficient deterrence frontier for the issuer in terms of auditing cost, vesting schedule, and penalty value. When small amounts of audit capacity can be added at negligible marginal cost, vesting alone is not optimal. We also distinguish the role of penalties from that of cluster-level auditing. Finally, we discuss the implications for NFT reward programmes on high-throughput ledgers, such as Hedera.
Read the full abstract

Computational Engineering

Transducer Placement and the Limits of a Four-State Reduced Model in Post-Flutter Piezoelectric Energy Harvesting from a Pitch-Plunge-Flap Aerofoil

Aeroelastic ?utter is normally a failure mode to be designed against, yet the limit-cycle oscillations (LCOs) that follow it convert flow energy into sustained structural motion that a piezoelectric transducer can turn into electrical power. A transducer is embedded in a three-degree-of-freedom pitch-plunge aerofoil with a finite-mass trailing-edge flap and unsteady strip-theory aerodynamics, giving a fifteen-state electro-aeroelastic system with a cubic hardening pitch spring, and the system is reduced by biorthonormal projection of the Taylor-expanded residual onto eigenvectors of the coupled Jacobian. The testbed is deliberately low order, so that every reduced prediction can be checked against the full-order system it replaces. The degree of freedom that carries the transducer is a first-order design variable, since it sets both the sign of the shift in the flutter boundary and the magnitude of the harvested power. The error of the reduced model is dominated not by the size of the retained basis but by how the reduced operator is made to depend on low speed. Expanding the retained eigenvalues leaves the reduced operator block-diagonal, with no coupling between the retained modes at any order of the expansion, whereas re-projecting the exact Jacobian onto the same frozen basis supplies that coupling and restores the structural response without enlarging the basis. It is found that the error that remains lies in the harvested voltage, which the equilibrium eigenvectors carry in a fixed proportion to the motion, and this is not removed by adding the electrical modes to the basis, whereas the flap detection, which the same basis also misses, is recovered by retaining the flap modes. The accuracy of a harvester reduced-order model must therefore be reported on the harvested quantity itself.
Read the full abstract

Computational Engineering

When Is Inaction a Mistake? Continuation-Aware Auditing of PPO Trading Policies

An optimal reference may recommend trading when a learned policy chooses inaction, but the recommendation depends on information and future decisions. We introduce a four-stage audit for frozen proximal policy optimization policies without retraining. It examines deployment occupancy, matches current information, tests isolated deviations under incumbent continuation, and evaluates repeated deployment of observation-based alternatives. In controlled linear-Gaussian simulations, information matching explains part of the disagreement, while continuation changes its interpretation. At unit observation noise, incumbent continuation reverses 99.3% of projected-hard missed-advantage mass; repeated projected-rule deployment improves all 50 policies. These comparisons distinguish isolated action changes from policy replacement. Historical Bitcoin/Tether (BTCUSDT) replay applies this deployment perspective to a hand-specified intervention selected using 2024 data and frozen for 2025. Daily net reward improves by 135.03 basis points, with gains in 46 of 50 policies, primarily through lower turnover costs. The audit clarifies what oracle-flagged inaction implies for deployed decision making.
Read the full abstract

All authors Xingfei Zeng, Xin Zhong, Nanting Li, Ziyang Zhong, Lei Xiao, Guanghui Lu

Computational Engineering

TailWeather: from tail to extremes, a global climatological dataset for machine-learning weather forecasting

Weather forecasting models commonly use the average forecast skill for short-range forecasts. However, it does not necessarily imply skill in the tails of the weather distribution. Evaluating tail events requires a consistently defined target with broad spatial and temporal coverage. Disaster catalogs record societal consequences, but are sparse and reporting-dependent; climatological tails describe unusual weather without necessarily implying harm. We present TailWeather, a global 0.25-degree, land-only dataset derived from ERA5, covering 1981-2022 and extending into January 2023. It labels heatwaves, cold waves, heavy precipitation, and extreme wind daily, and meteorological drought monthly. Each event has an ordinal severity tier and a numerical intensity score referenced to the local 1991-2020 climate. The scores support alternative thresholds within their stored resolution and valid domain. Comparison with documented disasters shows greater impact enrichment towards stricter tails, with differences among hazards and substantial gaps in catalog coverage. Forecast examples illustrate how low average errors can coexist with weak event detection, particularly for wind. TailWeather provides a reusable physical target for studying and evaluating extremes, while complementing the information in disaster catalogs.
Read the full abstract

Thursday 10 September

Computational Engineering · Cross-listed from cs.GR

3D Field Data Reduction with Adaptive Sample-Based Gaussian-Encoded Reconstruction

In scientific simulation, regular grids, unstructured meshes, and particle-based formats are chosen to represent field data for computational efficiency, geometry/adaptive flexibility, and following motion/deformation, respectively. Each of these field data formats is often handled through separate data-specific processing pipelines. We present a unified sample-based Gaussian encoding method that represents these data forms under a single fixed-budget formulation. The method initializes and refines Gaussian primitives directly from the input samples while preserving a prescribed primitive count and encoded size to achieve a desired level of data reduction. Across structured, unstructured, and particle data, the sample-based formulation improves reconstruction accuracy with measurably fewer primitives in comparison to prior formulations, achieving up to 4.8 dB higher PSNR with an approximate 44x reduction in primitive count. For time-varying data, warm-starting from the previous timestep reduces the optimization required to reach independently trained reconstruction quality. Together, these results demonstrate a unified fixed-budget Gaussian encoding framework for structured, particle, unstructured, and time-varying scientific data with predictable storage, higher reconstruction accuracy, and improved temporal encoding efficiency.
Read the full abstract

All authors Michael R. Martin, Joseph Insley, Victor A. Mateevitsi, Silvio Rizzi, Kwan-Liu Ma

Computational Engineering

Node-Shift-Encoding Genetic Algorithm with fuzzy-enhanced reference tour to solve the bi-objective service-oriented TSP

The Travelling Salesman Problem (TSP) remains a key area of research in combinatorial optimization, with applications in logistics, manufacturing, and service delivery. This paper addresses a bi-objective service-oriented TSP in which the clients' ranks in the delivery path matter. Unlike conventional depot-based TSP formulations, the considered problem does not assume a distinguished depot or a fixed tour origin. To address this setting, we adapt the Miller–Tucker–Zemlin (MTZ)-based formulation and derive an original linearization of the resulting model, enabling its solution with off-the-shelf integer linear programming solvers. This adaptation avoids the rigid tour origin imposed by the conventional MTZ formulation, for which fixing the starting node does not affect the tour cost but can affect the objective in a customer-rank-sensitive TSP. To solve this problem, we present a Node-Shift-Encoding (NSE)-based Genetic Algorithm augmented with fuzzy reasoning to update the reference tour throughout the evolutionary process. Experimental evaluation on TSPLIB benchmarks demonstrates that the proposed method achieves improved performance compared with the classical NSE approach.
Read the full abstract

Computational Engineering · Cross-listed from physics.comp-ph

A Geometrically Parameterized Quasi-Stationary 3D Model for High-Frequency Induction Tube Welding

A three-dimensional multiphysics finite element model for the simulation of high-frequency induction welding of tubes is presented. The model couples a time-harmonic $h-\phi$ formulation with a stabilized quasi-stationary advection-diffusion heat transport equation, enabling accurate prediction of electromagnetic and thermal fields under industrial operating conditions. The model incorporates parameterized geometry generation and semi-automated, physics-tailored mesh construction and is implemented using the open-source tools GetDP and Gmsh. Validation against measurements from a commercial induction welding line for AISI 304 stainless steel tubes demonstrates good agreement with operating data. The validated model is subsequently applied to investigate the influence of impeder material by comparing a conventional FeNiZnV ferrite with the soft magnetic composite Ferrotron 559H for the induction welding of AISI 304 stainless steel tubes.
Read the full abstract

All authors Dmitry Ivanov, John Inge Asperheim, Bjørnar Grande, Prerana Das

Computational Engineering · Cross-listed from cs.AI

CryptoL: Towards Scale Dominance and Physics Constraints Mitigation in Financial Multivariate Time Series Forecasting

Cryptocurrency forecasting presents a distinctive combination of extreme cross-asset scale heterogeneity, non-stationary dynamics, and structural dependencies among Open, High, Low, and Close (OHLC) variables. We present CryptoL, a unified framework designed to address these challenges within multivariate time-series forecasting. CryptoL evaluates forecasting error in context-normalized coordinates within the RevIN pipeline, preventing inverse normalization from introducing an additional squared-scale weighting into the MSE objective. We formally characterize this effect through the empirical risk and parameter-gradient geometry, establishing the conditions under which large-scale assets can disproportionately influence shared-model optimization. Beyond loss-space normalization, CryptoL examines channel-independent and channel-dependent normalization for OHLC data, showing that a shared channel-dependent affine transformation preserves candle-order relations that independent channel transformations need not preserve. The framework further incorporates scale-adaptive numerical stabilization to reduce distortions caused by a fixed normalization constant across assets spanning many orders of magnitude, together with a soft feasibility loss that penalizes violations of the defining OHLC inequalities. Experiments across heterogeneous cryptocurrency assets evaluate these components through controlled ablations and demonstrate improvements in forecasting accuracy, training stability, and the frequency of financially valid OHLC predictions relative to the considered baselines. CryptoL therefore provides an integrated approach to scale-balanced optimization, structure-preserving normalization, numerical stabilization, and constraint-aware cryptocurrency forecasting.
Read the full abstract

All authors Yalda Taheri, Mohammad Hassan Heydari, Armon Rasooli, Maryam Amirshahkarami, Mohammad Ebrahim Mahdavi, Hossein Karshenas

Computational Engineering · Cross-listed from cs.SE

A Model-Centric DevOps Architecture for DEVS-Based Digital Twin Simulation Services

Digital twin simulation models evolve and are redeployed like software. Engines based on the Discrete Event System Specification (DEVS) have a sound formal basis but offer little support for versioning, automated validation, or continuous delivery in cloud-native environments. This paper proposes a model-centric DevOps architecture that deploys DEVS-based digital twin simulations as managed services. Models are first-class DevOps artefacts written in a declarative language based on YAML (YAML Ain't Markup Language) with a tuple-level mapping to the multiPDEVS formalism. Repository continuous integration (CI) validates publishing manifests, the engine loader performs syntactic, structural, and static semantic checks before every simulation, and published model artefacts are versioned and immutable, so that an earlier validated version can be selected by pinning its identifier. The platform runs as containerised microservices on Kubernetes with engine adaptations that externalise inputs and results and expose lifecycle control. An initial case study on bus route 22 in Riga exercises the lifecycle on an offline model with roughly 115,000 DEVS atomic components and reports single-container throughput and concurrent job execution on one Kubernetes node. Behavioural validation and multi-node evaluation remain future work.
Read the full abstract

All authors Arnis Lektauers, Gusts Linkevičs, Guntis Mosāns, Arina Fokina, Rasa Gulbe

2609.11122 · 10 Sep · v2: revised version. Corrects the case study of v1 (bus route 22 only; the v1 scenario had also included the trolleybus route of the same number) and all reported measurements; adds a Kubernetes concurrency experiment, a SysML v2 comparison and a validation walk-through. Submitted to Software and Systems Modeling (Springer). Under review

Computational Engineering · Cross-listed from physics.flu-dyn

A Novel Multi-fidelity Surrogate for Efficient Turbine Design Optimization

To solve the turbine design optimization problems efficiently, surrogate-based optimization (SBO) algorithms are frequently used. To further reduce the cost of turbine design, the multi-fidelity surrogate (MFS) based optimization is proposed by the researchers, who resort to augmenting the small number of expensive high-fidelity (HF) samples by a large portion of low-fidelity (LF) but cheap samples in surrogate modeling and optimization process. Nonetheless, according to our observations, the MFS based optimization sometimes can only have better convergence rate at the early stage of optimization process, but yielding worse final solution than the single-fidelity surrogate (SFS) based optimization that uses high-fidelity samples alone. The reason behind can be explained as follows. With the increase of HF samples in the optimization process, the LF samples can cause negative effect and therefore misleading the optimization search. To address the above issue, an ensemble weighted multi-fidelity surrogate (EMFS) is proposed. Specifically, the density-based spatial clustering of applications with noise (DBSCAN) is used to detect the region where the MFS cannot build a more accurate surrogate, and a local SFS is built there. Then, an EMFS is built by combining the MFS and SFS with adaptive weights, which is used to guide the optimization process. The related algorithm is named as multi- and single-fidelity surrogate fused optimization, i.e., MSFO. Through tests on GE-E3 blade optimization and the film cooling layout design of a turbine endwall, the effectiveness of proposed MSFO is well demonstrated.
Read the full abstract

All authors Qineng Wang, Liming Song, Zhendong Guo, Jun Li, Zhenping Feng

Computational Engineering · Cross-listed from physics.flu-dyn

A Novel Multi-fidelity Surrogate for Turbomachinery Design Optimization

Turbomachinery design optimization involves expensive black-box problems. Sample-efficient multi-fidelity optimization (MFO) offers an efficient solution. By utilizing multi-fidelity surrogates (MFS), the MFO algorithm can use fewer high-fidelity samples aided by low-fidelity samples to establish an accurate surrogate model. However, when MFS is used in sequential sampling optimization, it has been observed that the final optimal solution obtained by single-fidelity optimization (SFO) is better than that of MFO, even though MFO performs better at the early stages. This can be attributed to the assumption of an even and nested distribution of samples, which is incorrect when using a sequential adding strategy. To address these issues, we propose a novel algorithm called multi-single-fidelity optimization (MSFO) to overcome the limitations of the conventional MFO procedures. In the surrogate establishment of MSFO, we use the density-based spatial clustering of applications with noise (DBSCAN) method to detect local areas where low-fidelity samples are no longer effective. A combination of both global MFS and local single-fidelity surrogate model, built using high-fidelity samples alone, is used to establish an ensemble, which improves the anti-interference ability of the algorithm against misleading low-fidelity data. The effectiveness of the MSFO algorithm is verified first on numerical benchmark functions. Then, the algorithm is used to optimize the aerodynamic profile of a turbine and the film cooling layout design of a turbine endwall. Here, high-fidelity sample sources are obtained from fine-mesh CFD simulations, whereas low-fidelity sample sources are obtained from the same simulations run on a coarser mesh. The results demonstrate that our MSFO algorithm performs significantly better than the conventional SFO and MFO processes, with a higher level of robustness.
Read the full abstract

All authors Qineng Wang, Liming Song, Zhendong Guo, Jun Li, Zhenping Feng

Computational Engineering

A Framework for Discharge Time Prediction of Energy Storage Units Based on Coupled Dynamics and Multi-Factor Aging Models

This paper presents a physically interpretable framework for predicting time to empty (TTE) in portable embedded systems. The framework couples usage-driven load-power decomposition, electrical power-voltage-current closure, a semi-empirical aging model, and SOC-temperature dynamics. Smartphone telemetry is mapped to battery current through an interpretable load model and conversion-efficiency correction. Battery capacity loss is modeled by combining Arrhenius temperature dependence, SEI diffusion behavior, and cycle-related power-law degradation. The coupled dynamic model then predicts TTE under different initial SOC values, ambient temperatures, and usage profiles. Chronological hold-out evaluation on a 6.9-h smartphone discharge session yielded a current RMSE of 0.0095 $\pm$ 0.0006 A, a temperature RMSE of 2.93 $\pm$ 0.24$^\circ$C, and a TTE MAPE of 4.81 $\pm$ 0.61%. Evaluation on NASA cell B0005 produced a capacity-loss RMSE of 0.031 Ah. Baseline, ablation, and counterfactual analyses further illustrate the contributions of thermal and aging corrections and the relative influence of load features. The results demonstrate the feasibility and interpretability of the proposed framework, while broader validation across devices and batteries remains necessary.
Read the full abstract

Wednesday 9 September

Computational Engineering

RINS: Residual-Image Neural Subspace Solvers for Large Sparse Linear Systems

Large sparse linear systems from PDE discretizations require correction subspaces whose operator images explain the current residual. We study this residual-image viewpoint and propose Gate-RINS, a neural subspace solver that generates polynomial correction bases from cached residual probes and modulates them with a lightweight residual- and coordinate-dependent pointwise gate. The projected least-squares update remains unchanged, so the neural component only chooses the expansion directions while the numerical closure tests them through \(\operatorname{range}(AQ_t)\). We also introduce a hybrid controller schedule that composes GRANS-style graph controllers with Gate-RINS under the same projected solver. Across six PDE-derived benchmark tasks and two scales, Gate-RINS reaches fixed relative-residual thresholds faster in synchronized wall-clock time than GMRES and a recent graph-only neural baseline in most settings, and hybrid schedules further improve the residual trajectory. Difficult-mode diagnostics and trajectory visualizations support the interpretation that these gains are associated with operator-image subspaces that align more effectively with the current residual.
Read the full abstract

All authors Zhongyan Ouyang, Weixin Liao, Mingquan Feng, Yehui Tang, Junchi Yan

Computational Engineering

A Penalty-Aware, Blockchain-based Cloud Monitoring System

Today, traded cloud services are governed by service-level agreements that specify providers' obligations, such as availability and reliability. Violations of service-level agreements result in penalty payments. The recent development of prominent cloud platforms, such as the redesign of Amazon's spot marketspace, underpins a trend towards dynamic cloud markets where consumers continuously migrate their services across different marketspaces and providers to reach a cost optimum. This leads to a heterogeneous IT infrastructure and, consequently, complicates monitoring of delivered service quality. Hence, there is a need for a transparent penalty management system that ensures consumers automatically receive penalty payments from providers for service violations. In this paper, we present a cloud monitoring system that can autonomously execute penalty payments. In this regard, we use smart contracts hosted on blockchains that continuously monitor cloud services and trigger penalty payments to consumers in the event of service violations. For justification and evaluation, we implement our approach using the IBM Hyperledger Fabric framework and create a use case with Amazon and Azure cloud services to illustrate the universal design of the presented mechanism.
Read the full abstract

Computational Engineering

Integrated Population Balance and Multiphysics Modeling for Predicting Undesired Agglomeration in Small Molecule Manufacturing

Agitated filter dryers (AFDs) are a crucial unit operation in small molecule manufacturing that enables simultaneous filtration, washing, and drying of active pharmaceutical ingredients. One of the key challenges in AFDs is associated with undesired agglomeration, where the presence of hard agglomerates results in off-spec products, equipment damage, and additional downstream processing. This article presents a novel mechanistic model that describes the formation of soft and hard agglomerates during agitated filter drying. By integrating population balance and multiphysics modeling, the model can accurately predict the evolution of the product temperature, moisture content, and particle size distribution, and hence quantify the extend and impact of undesired agglomeration across various operating conditions. Our proposed model-based framework enables the rational design and operation of AFDs for improving the product quality and process reliability.
Read the full abstract

All authors Prakitr Srisuma, Peter Hou, Shashank Venkat Muddu, Neda Nazemifard, Allan S. Myerson, Richard D. Braatz

Computational Engineering

Embedding Model-form Uncertainty in Probabilistic Calibration of Digital Twins for Bridges

Digital twins of bridges rely on physics-based models to infer full-field structural responses from sparse monitoring data. The reliability of these predictions depends on the calibration of model parameters while accounting for discrepancies between the model and the physical system. Such discrepancies, commonly referred to as model-form uncertainty (MFU), arise from simplifying assumptions and incomplete representations of physical processes, and can substantially affect predictive reliability. Explicitly quantifying MFU during calibration is therefore essential for trustworthy digital-twin predictions. This work presents a calibration framework that explicitly represents MFU through stochastic parameter embedding. The framework is demonstrated using a simplified two-dimensional cross-sectional thermal model of the Nibelungenbrücke calibrated against temperature measurements from its monitoring system. By explicitly accounting for MFU, the proposed methodology enables computationally efficient models to be reliably employed within digital-twin environments while maintaining predictive credibility. The framework introduces a three-step calibration strategy that progressively addresses sources of discrepancy while maintaining a clear distinction between identified uncertainties. Variance decomposition is used to characterize the structure of predictive uncertainty and its propagation to quantities of interest. Remaining discrepancies between predictive distributions and observations are quantified using Kolmogorov-Smirnov metrics to assess predictive consistency across seasonal conditions. The results demonstrate that explicitly accounting for MFU improves the interpretability and reliability of predictive uncertainties and validate the methodology for calibration of physics-based models supporting digital twins in structural health monitoring.
Read the full abstract

All authors Daniel Andrés Arcones, Martin Weiser, Phaedon-Stelios Koutsourelakis, Jörg F. Unger