SOTAVerified

Numerical Integration

Numerical integration is the task to calculate the numerical value of a definite integral or the numerical solution of differential equations.

Papers

Recently AddedMost HypedMost ActiveNeeds VerificationMost Verified

Showing 176–200 of 242 papers

TitleStatusHype
`Next Generation' Reservoir Computing: an Empirical Data-Driven Expression of Dynamical Equations in Time-Stepping Form—0
Normal Tempered Stable Processes and the Pricing of Energy Derivatives—0
Novel predator-prey model admitting exact analytical solution—0
Numerical Integration and Dynamic Discretization in Heuristic Search Planning over Hybrid Domains—0
Fast Approximation and Estimation Bounds of Kernel Quadrature for Infinitely Wide Models—0
Numerical Integration on Graphs: where to sample and how to weigh—0
Numerical Predictive Control for Delay Compensation—0
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities—0
Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing—0
ODE-GS: Latent ODEs for Dynamic Scene Extrapolation with 3D Gaussian Splatting—0
On discretisation drift and smoothness regularisation in neural network training—0
On the Eigenvalue Tracking of Large-Scale Systems—0
On the Ergodicity, Bias and Asymptotic Normality of Randomized Midpoint Sampling Method—0
On the Modeling and Simulation of Anti-Windup Proportional-Integral Controller—0
On the relation between Gaussian process quadratures and sigma-point methods—0
On the Sampling Problem for Kernel Quadrature—0
On two ways to use determinantal point processes for Monte Carlo integration—0
Operator-Splitting Methods for Neuromorphic Circuit Simulation—0
Optimization-Informed Neural Networks—0
PECAIQR: A Model for Infectious Disease Applied to the Covid-19 Epidemic—0
PI-Controlled Variable Time-Step Power System Simulation Using an Adaptive Order Differential Transformation Method—0
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution—0
Power System Transient Modeling and Simulation using Integrated Circuit—0
Pricing Bermudan Swaption under Two Factor Hull-White Model with Fast Gauss Transform—0
Efficient Numerical Integration in Reproducing Kernel Hilbert Spaces via Leverage Scores SamplingCode0
Show:102550
← PrevPage 8 of 10Next →

No leaderboard results yet.