📐 Error Bounds - matmat

🧮SMT Solvers Academic

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P-Cast Precision in FP8 Attention: Sink-Induced Collapse and the Optimality of S=2^8

📐Arithmetic Precision Academic

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Fitting scattered data with optional monotonicity constraints on GPU: LipFit package

🎨LUT Compression Academic

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Second-order bulk-surface splitting for the wave equation with kinetic boundary conditions

🔗Tailscale Academic

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Numerical Analysis on Backward Stochastic Differential Equations by Finite Transposition Method

📐Linear Algebra Academic

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Unbiased estimation of squared concentration in the Fisher-von Mises-Langevin distribution and the impossibility of unbiased concentration

🧮Kolmogorov Bounds Academic

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Stable and Scalable Probabilistic Numerical Solvers for Stiff and High-Dimensional ODEs

⚡Parallel Computing Academic

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A Perturbed q-Tsallis Self-Concordant Barrier for Spectrally Robust Semidefinite Programming

📐Linear Algebra Academic

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Finite-n Estimate of Dedekind Numbers by Layer-Ratio Monte Carlo

✅Lossless Bounds Academic

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Accuracy-Configurable Floating-Point Multiplier Design for SRAM-Based Compute-in-Memory

📐Arithmetic Precision Academic

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Numerical analysis of the second-order time-dependent saddle point Maxwell system via a parameter-free discontinuous Galerkin method: The first optimal ${\bf L}^{2}$-norm error estimates

⚛️Information Physics Academic

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Spectral decomposition of $(\star,\epsilon_1,\epsilon_2)$-structured matrix polynomials with arbitrary degree and its applications

📐Linear Algebra Academic

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A space-time sparse-grid method for the wave equation

💻CS Academic

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Convergence of a discrete-in-time Approximation to a Degenerate Parabolic-Hyperbolic System

🔲Cellular Automata Academic

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A Mixed Virtual Element Method for the p-Laplace equation

🧲Magnetic Domains Academic

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Multilevel Stochastic Gradient Descent for Risk-Averse PDE-Constrained Optimization

💻CS Academic

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Residual-based Kaczmarz methods for tensor linear equations with t-product

📐Linear Algebra Academic

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A higher order numerical method for singularly perturbed elliptic problems with characteristic boundary layers

📊Computational Geometry Academic

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Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques

🧮Kolmogorov Bounds Academic

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Floating-point autotuning with customized precisions

AutoNumerics-Zero: Automated Discovery of State-of-the-Art Mathematical Functions

P-Cast Precision in FP8 Attention: Sink-Induced Collapse and the Optimality of S=2^8

Fitting scattered data with optional monotonicity constraints on GPU: LipFit package

Second-order bulk-surface splitting for the wave equation with kinetic boundary conditions

Numerical Analysis on Backward Stochastic Differential Equations by Finite Transposition Method

Unbiased estimation of squared concentration in the Fisher-von Mises-Langevin distribution and the impossibility of unbiased concentration

Stable and Scalable Probabilistic Numerical Solvers for Stiff and High-Dimensional ODEs

A Perturbed q-Tsallis Self-Concordant Barrier for Spectrally Robust Semidefinite Programming

Finite-n Estimate of Dedekind Numbers by Layer-Ratio Monte Carlo

Accuracy-Configurable Floating-Point Multiplier Design for SRAM-Based Compute-in-Memory

Numerical analysis of the second-order time-dependent saddle point Maxwell system via a parameter-free discontinuous Galerkin method: The first optimal ${\bf L}^{2}$-norm error estimates

Spectral decomposition of $(\star,\epsilon_1,\epsilon_2)$-structured matrix polynomials with arbitrary degree and its applications

A space-time sparse-grid method for the wave equation

Convergence of a discrete-in-time Approximation to a Degenerate Parabolic-Hyperbolic System

A Mixed Virtual Element Method for the p-Laplace equation

Multilevel Stochastic Gradient Descent for Risk-Averse PDE-Constrained Optimization

Residual-based Kaczmarz methods for tensor linear equations with t-product

A higher order numerical method for singularly perturbed elliptic problems with characteristic boundary layers

Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques