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Rounding Error in Numerical Solution of Stochastic Differential Equations
Stochastic Analysis and Applications, 2003The present investigation is concerned with estimating the rounding error in numerical solution of stochastic differential equations. A statistical rounding error analysis of Euler's method for stochastic differential equations is performed. In particular, numerical evaluation of the quantities E|X(t n )−Yˆ n |2 and E[F(Yˆ n )−F(X(t n ))] is ...
Armando Arciniega, Edward Allen
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Stochastic Characterization of Macro- and Microerrors of Journal Bearing Roundness
Journal of Engineering for Industry, 1977A new approach for the characterization of form error and surface roughness of round bearings is presented. The method employs the theory of random function excursions to describe the macro- and microerrors of the round surface in both radial and circumferential directions. The mathematical principle of the measuring technique is given, and it is shown
B. Velsher, M. O. M. Osman, T. S. Sankar
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Evaluation of a stochastic model of particle dispersion in a turbulent round jet
AIChE Journal, 1983A stochastic model of particle dispersion by turbulence, proposed by Gosman and Ioannides (1981), is evaluated. The method employs a k-epsilon model to estimate turbulence properties. Dispersion is determined by computing particle motion, with random sampling to obtain instantaneous flow properties for a statistically significant number of particle ...
J‐S. Shuen, L‐D. Chen, G. M. Faeth
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Flexible Rounding Based on Consistent Post-tabular Stochastic Noise
2012Many statistical agencies nowadays operate or envision tools for ad hoc creation and visualization of aggregate tables. Such tools can indeed increase the efficiency of those parts of the data production process that involve creating tables customized to user queries, if disclosure control is an integrated component.
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Analysis of instabilities in round pipes and infinite channels by stochastic methods
International Journal of Heat and Mass Transfer, 1974Abstract The author proposes in the paper an application of the methods based on the principles of irreversible thermodynamics to describe the conditions under which laminar viscous flow becomes unstable thermodynamically. It is shown that this “point of instability” may be calculated for the round pipe and infinite channel flow according to the so ...
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You Already Have It: A Generator-Free Low-Precision DNN Training Framework Using Stochastic Rounding
Lecture Notes in Computer Science, 2022Minghai Qin, Qing Jin, Geng Yuan
exaly
Hardware-efficient stochastic rounding unit design for DNN training
Proceedings of the 59th ACM/IEEE Design Automation Conference, 2022Sung-En Chang +11 more
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