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Ruihua Liu

Publications and source records attributed to Ruihua Liu.

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Structured Scaling of AI Discovery Across Diverse Scientific Domains

Scientific discovery often requires many cycles of proposing, testing, and refining candidate solutions. Language models can increasingly participate in these loops, but simply generating more attempts does not ensure progress: parallel searches may duplicate one another and iterative refinement may become trapped in poor directions. The central challenge is therefore not only to scale AI-driven discovery, but to structure that scaling so that evaluation signals compound over time. Here we introduce SimpleTES (Simple Test-time Evaluation-driven Scaling), a framework that focuses on the structured scaling of AI discovery loops, organizing evaluator queries across independent trajectories, iterative refinement, local candidate selection, and the selective reuse of evaluated histories. Drawing on structural features of scientific communities, SimpleTES uses a single open-source GPT-OSS model to establish new state-of-the-art solutions across 28 open-ended problems in diverse scientific domains ranging from quantum physics and astronomy to biology, AI, and mathematics. These include a 24.5% reduction in quantum circuit compilation overhead, up to 23% lower propulsive cost for deep-space trajectories, a 2.17x faster lasso-path solver, an 8.5% lower-error whole-brain neural-activity predictor, the fastest reported TriMul kernel, and new mathematical constructions beyond prior human or AI records. We further post-train the model for long-horizon discovery by assigning each attempt the final outcome of the trajectory it helped produce. This improves performance on both training and held-out mathematics problems, further advancing the frontier. Together, these results establish structured scaling as a general mechanism for advancing AI scientific discovery.

cs.LG

Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model

We consider a system of coupled free boundary problems for pricing American put options with regime-switching. To solve this system, we first employ the logarithmic transformation to map the free boundary for each regime to multi-fixed intervals and then eliminate the first-order derivative in the transformed model by taking derivatives to obtain a system of partial differential equations which we call the asset-delta-gamma-speed equations. As such, the fourth-order compact finite difference scheme can be used for solving this system. The influence of other asset, delta, gamma, and speed options in the present regime is estimated based on Hermite interpolations. Finally, the numerical method is tested with several examples. Our results show that the scheme provides an accurate solution that is fast in computation as compared with other existing numerical methods.

q-fin.CP