2 papers
math.NA2026
A Priori Adaptive Numerical Methods for Estimating Blow-up Times of Autonomous ODEs
Håkon Hoel, Johannes Vincent Meo
We present effective a priori adaptive numerical methods for estimating the blow-up time for solutions of autonomous ODEs. The novelty of our approach is to base our adaptive steps…
stat.CO2024
A Fast and Accurate Numerical Method for the Left Tail of Sums of Independent Random Variables
Nadhir Ben Rached, Håkon Hoel, Johannes Vincent Meo
We present a flexible, deterministic numerical method for computing left-tail rare events of sums of non-negative, independent random variables. The method is based on iterative nu…