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math.NA2024
Adaptive Probabilistic ODE Solvers Without Adaptive Memory Requirements
Nicholas Krämer
Despite substantial progress in recent years, probabilistic solvers with adaptive step sizes can still not solve memory-demanding differential equations -- unless we care only abou…
math.NA2024
Numerically Robust Fixed-Point Smoothing Without State Augmentation
Nicholas Krämer
Practical implementations of Gaussian smoothing algorithms have received a great deal of attention in the last 60 years. However, almost all work focuses on estimating complete tim…