Numerical analysis based on uniformisation and statistical techniques based on sampling and simulation are two distinct approaches for transient analysis of stochastic systems. We ...
Floating-point summation is one of the most important operations in scientific/numerical computing applications and also a basic subroutine (SUM) in BLAS (Basic Linear Algebra Sub...
Abstract. We present decision procedures for logical constraints involving collections such as sets, multisets, and fuzzy sets. Element membership in our collections is given by ch...
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
Semidiscrete finite element approximation of the linear stochastic wave equation with additive noise is studied in a semigroup framework. Optimal error estimates for the determinis...