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SIAMSC
2010
132views more  SIAMSC 2010»
13 years 5 months ago
A Fast Time Stepping Method for Evaluating Fractional Integrals
We evaluate the fractional integral I [f](t) = 1 () Z t 0 (t - )-1 f() d, 0 < < 1, at time steps t = t, 2t,
Jing-Rebecca Li
JCT
2011
100views more  JCT 2011»
13 years 5 months ago
On polynomial integrals over the orthogonal group
We consider integrals of type On ua1 11 . . . uan 1nub1 21 . . . ubn 2n du, with respect to the Haar measure on the orthogonal group. We establish several remarkable invariance pro...
Teodor Banica, Benoit Collins, Jean-Marc Schlenker
MOC
1998
62views more  MOC 1998»
13 years 10 months ago
Numerical evaluation of a symmetric potential function
Abstract. We discuss the numerical evaluation of a symmetric potential function which arises naturally in applications. We present a method designed to accurately and efficiently c...
Lori A. Carmack
WSC
2004
14 years 7 days ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
EUSFLAT
2003
117views Fuzzy Logic» more  EUSFLAT 2003»
14 years 8 days ago
On a modeling of decision making with a twofold integral
A Sugeno and a Choquet integrals are commonly used fuzzy integrals for aggregation. As a generalization of both integrals, the twofold integral is induced. The twofold integral en...
Hideyuki Imai, Vicenç Torra