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Record W2970759111 · doi:10.1515/mcma-2019-2045

Quasi-Monte Carlo method for solving Fredholm equations

2019· article· en· W2970759111 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueMonte Carlo Methods and Applications · 2019
Typearticle
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsAtomic Energy (Canada)
Fundersnot available
KeywordsMonte Carlo methodFredholm integral equationHybrid Monte CarloApplied mathematicsStatistical physicsDynamic Monte Carlo methodMonte Carlo molecular modelingMonte Carlo method in statistical physicsFredholm theoryMathematicsComputer scienceIntegral equationMarkov chain Monte CarloPhysicsMathematical analysisStatistics

Abstract

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Abstract A Monte Carlo method used for the estimation of convergent von Neumann series solutions of a Fredholm equation of second kind is considered. The sum <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:msup> <m:mi>z</m:mi> <m:mrow> <m:mo>(</m:mo> <m:mi>d</m:mi> <m:mo>)</m:mo> </m:mrow> </m:msup> <m:mo>⁢</m:mo> <m:mrow> <m:mo>(</m:mo> <m:mi>x</m:mi> <m:mo>)</m:mo> </m:mrow> </m:mrow> </m:math> {z^{(d)}(x)} of d initial terms of the von Neumann series estimating the solution <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mi>z</m:mi> <m:mo>⁢</m:mo> <m:mrow> <m:mo>(</m:mo> <m:mi>x</m:mi> <m:mo>)</m:mo> </m:mrow> </m:mrow> </m:math> {z(x)} of the equation is represented as a d -dimensional integral over the unit cube <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:msub> <m:mi>H</m:mi> <m:mi>d</m:mi> </m:msub> </m:math> {H_{d}} . This note presents three examples calculating <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:msup> <m:mi>z</m:mi> <m:mrow> <m:mo>(</m:mo> <m:mi>d</m:mi> <m:mo>)</m:mo> </m:mrow> </m:msup> <m:mo>⁢</m:mo> <m:mrow> <m:mo>(</m:mo> <m:mi>x</m:mi> <m:mo>)</m:mo> </m:mrow> </m:mrow> </m:math> {z^{(d)}(x)} for different kernels with norms <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mrow> <m:mo>∥</m:mo> <m:mi>K</m:mi> <m:mo>∥</m:mo> </m:mrow> <m:mo>&lt;</m:mo> <m:mn>1</m:mn> </m:mrow> </m:math> {\lVert K\rVert&lt;1} . We found that <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:msup> <m:mi>z</m:mi> <m:mrow> <m:mo>(</m:mo> <m:mi>d</m:mi> <m:mo>)</m:mo> </m:mrow> </m:msup> <m:mo>⁢</m:mo> <m:mrow> <m:mo>(</m:mo> <m:mi>x</m:mi> <m:mo>)</m:mo> </m:mrow> </m:mrow> </m:math> {z^{(d)}(x)} calculated using a quasi-Monte Carlo (QMC) method converges significantly faster than the corresponding Monte Carlo (MC) estimates in the entire range of <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mo>∥</m:mo> <m:mi>K</m:mi> <m:mo>∥</m:mo> </m:mrow> </m:math> {\lVert K\rVert} values. We also found that the average dimension <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mover> <m:mi>d</m:mi> <m:mo>^</m:mo> </m:mover> </m:math> {\hat{d}} of the integrand in all our examples is small, less than 3. We suggest that the average dimensions <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mover> <m:mi>d</m:mi> <m:mo>^</m:mo> </m:mover> </m:math> {\hat{d}} of our d -dimensional integrands are bounded as <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mi>d</m:mi> <m:mo>→</m:mo> <m:mi>∞</m:mi> </m:mrow> </m:math> {d\to\infty} .

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Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.436
Threshold uncertainty score0.887

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.073
GPT teacher head0.439
Teacher spread0.366 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it