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The paper proposes a new recursive filter for non-linear systems that inherently computes a valid bound on the mean square estimation error. The proposed filter, bound based extended Kalman, (BEKF) is in the form of an extended Kalman…

Optimization and Control · Mathematics 2014-10-02 Gyorgy Hexner , Haim Weiss

In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…

Numerical Analysis · Computer Science 2017-09-08 Przemysław Gospodarczyk , Paweł Woźny

In this article, a formulation of a point-collocation method in which the unknown function is approximated using global expansion in tensor product Bernstein polynomial basis is presented. Bernstein polynomials used in this study are…

Numerical Analysis · Mathematics 2012-11-16 Nikola Mirkov , Bosko Rasuo

This paper deals with the polynomial linear system solving with errors (PLSwE) problem. Specifically, we focus on the evaluation-interpolation technique for solving polynomial linear systems and we assume that errors can occur in the…

Symbolic Computation · Computer Science 2021-02-09 Guerrini Eleonora , Lebreton Romain , Zappatore Ilaria

Floating-point arithmetic plays a central role in science, engineering, and finance by enabling developers to approximate real arithmetic. To address numerical issues in large floating-point applications, developers must identify root…

Programming Languages · Computer Science 2018-07-02 Alex Sanchez-Stern , Pavel Panchekha , Sorin Lerner , Zachary Tatlock

The heavy burdens of computation and off-chip traffic impede deploying the large scale convolution neural network on embedded platforms. As CNN is attributed to the strong endurance to computation errors, employing block floating point…

Machine Learning · Computer Science 2017-11-27 Zhourui Song , Zhenyu Liu , Dongsheng Wang

We consider the communication complexity of some fundamental convex optimization problems in the point-to-point (coordinator) and blackboard communication models. We strengthen known bounds for approximately solving linear regression,…

Data Structures and Algorithms · Computer Science 2024-03-29 Mehrdad Ghadiri , Yin Tat Lee , Swati Padmanabhan , William Swartworth , David Woodruff , Guanghao Ye

Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…

Numerical Analysis · Mathematics 2020-08-27 Vincent Coppé , Daan Huybrechs

We provide improved error bounds for kernel-based numerical differentiation in terms of growth functions when kernels are of a finite smoothness, such as polyharmonic splines, thin plate splines or Wendland kernels. In contrast to existing…

Numerical Analysis · Mathematics 2025-12-24 Oleg Davydov

Probabilistic models are proposed for bounding the forward error in the numerically computed inner product (dot product, scalar product) between of two real $n$-vectors. We derive probabilistic perturbation bounds, as well as probabilistic…

Numerical Analysis · Mathematics 2019-06-26 Ilse C. F. Ipsen , Hua Zhou

Optimal control problems including partial differential equation (PDE) as well as integer constraints merge the combinatorial difficulties of integer programming and the challenges related to large-scale systems resulting from discretized…

Numerical Analysis · Mathematics 2021-09-09 Dominik Garmatter , Margherita Porcelli , Francesco Rinaldi , Martin Stoll

Reliability-based design optimization (RBDO) provides a rational and sound framework for finding the optimal design while taking uncertainties into ac-count. The main issue in implementing RBDO methods, particularly stochastic simu-lation…

Applications · Statistics 2020-03-03 Wang-Sheng Liu , Sai Hung Cheung

Prediction error quantification in machine learning has been left out of most methodological investigations of neural networks, for both purely data-driven and physics-informed approaches. Beyond statistical investigations and generic…

Machine Learning · Computer Science 2024-06-19 Birgit Hillebrecht , Benjamin Unger

Compression of floating-point data will play an important role in high-performance computing as data bandwidth and storage become dominant costs. Lossy compression of floating-point data is powerful, but theoretical results are needed to…

Numerical Analysis · Mathematics 2024-07-03 James Diffenderfer , Alyson Fox , Jeffrey Hittinger , Geoffrey Sanders , Peter Lindstrom

The quality of numerical computations can be measured through their forward error, for which finding good error bounds is challenging in general. For several algorithms and using stochastic rounding (SR), probabilistic analysis has been…

Computation · Statistics 2025-08-29 Pablo de Oliveira Castro , El-Mehdi El Arar , Eric Petit , Devan Sohier

In computer aided geometric design a polynomial is usually represented in Bernstein form. This paper presents a family of compensated algorithms to accurately evaluate a polynomial in Bernstein form with floating point coefficients. The…

Numerical Analysis · Mathematics 2019-04-10 Danny Hermes

Our main interest in this paper is to study some approximation problems for classes of functions with mixed smoothness. We use technique, based on a combination of results from hyperbolic cross approximation, which were obtained in 1980s --…

Numerical Analysis · Mathematics 2016-02-17 Vladimir Temlyakov

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank…

Optimization and Control · Mathematics 2026-03-24 Flavia Esposito , Andersen Ang

This study utilized the Gaussian Processes (GPs) regression framework to establish stochastic error bounds between the actual and predicted state evolution of nonlinear systems. These systems are embedded in the linear parameter-varying…

Optimization and Control · Mathematics 2024-05-16 Dimitrios S. Karachalios , Hossam S. Abbas
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