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Numerical integration and Riemann-Stieltjes sums.

Numerical integration based on definition of Riemann integral, describing application to nonlinear integral equations of isotropic scattering of radiation in plane parallel atmosphere

RIEMANN INTEGRAL↗

On the stability of numerical integration routines for ordinary differential equations.

Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.

Glover, K.↗

Fast Quantum Algorithms for Numerical Integrals and Stochastic Processes

We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known classical deterministic algotithms and a quadratic speed increase incomparison to classical Monte Carlo methods.

quantum algorithms numerical integrals↗

Porting numerical integration codes from CUDA to oneAPI: a case study

We present our experience in porting optimized CUDA implementations to oneAPI. We focus on the use case of numerical integration, particularly the CUDA implementations of PAGANI and $m$-Cubes. We faced several challenges that caused performance degradation in the oneAPI ports. These include differences in utilized registers per thread, compiler optimizations, and mappings of CUDA library calls to oneAPI equivalents. After addressing those challenges, we tested both the PAGANI and m-Cubes integrators on numerous integrands of various characteristics. To evaluate the quality of the ports, we collected performance metrics of the CUDA and oneAPI implementations on the Nvidia V100 GPU. We found that the oneAPI ports often achieve comparable performance to the CUDA versions, and that they are at most 10% slower.

97 MATHEMATICS AND COMPUTING↗

Comparison theorems, numerical integration and satellite orbits

A comparison theorem estimating the difference between solutions of a perturbed and unperturbed equation is obtained. This is then applied to obtain error estimates in numerical integration problems, in particular, those problems involving computation of satellite orbits. The main result is a proof of the intuitive notion that the error in numerically integrating a stable equation grows less rapidly than for an unstable equation.

Stokes, A.↗