This paper presents a novel method that effectively combines both control variates and importance sampling in a sequential Monte Carlo context. The radiance estimates computed dur...
Abstract: Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time ...
Brian P. Sprouse, Christopher L. MacDonald, Gabrie...
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...
This paper presents a new adaptive approach for the binarization and enhancement of degraded documents. The proposed method does not require any parameter tuning by the user and c...
Basilios Gatos, Ioannis Pratikakis, Stavros J. Per...
Abstract. Two explicit error representation formulas are derived for degenerate parabolic PDEs, which are based on evaluating a parabolic residual in negative norms. The resulting ...