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SIAMSC
2011
133views more  SIAMSC 2011»
15 years 15 days ago
On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
In this paper we describe a general framework for deriving modified equations for stochastic differential equations with respect to weak convergence. Modified equations are deri...
K. C. Zygalakis
SIAMMAX
2010
105views more  SIAMMAX 2010»
15 years 8 days ago
Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis
The main goal of this paper is to develop a numerical procedure for construction of covariance matrices such that for a given covariance structural model and a discrepancy function...
So Yeon Chun, A. Shapiro
158
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SIAMNUM
2010
99views more  SIAMNUM 2010»
15 years 8 days ago
On the Fourier Extension of Nonperiodic Functions
We obtain exponentially accurate Fourier series for nonperiodic functions on the interval [-1, 1] by extending these functions to periodic functions on a larger domain. The series ...
Daan Huybrechs
ICS
2000
Tsinghua U.
15 years 9 months ago
Automatic loop transformations and parallelization for Java
From a software engineering perspective, the Java programming language provides an attractive platform for writing numerically intensive applications. A major drawback hampering i...
Pedro V. Artigas, Manish Gupta, Samuel P. Midkiff,...
STOC
2002
ACM
96views Algorithms» more  STOC 2002»
16 years 5 months ago
Near-optimal sparse fourier representations via sampling
d Abstract] A. C. Gilbert S. Guhay P. Indykz S. Muthukrishnan M. Strauss We give an algorithm for nding a Fourier representation R of B terms for a given discrete signal A of leng...
Anna C. Gilbert, Sudipto Guha, Piotr Indyk, S. Mut...