A Survey on Continuous Time Computations

We provide an overview of theories of continuous time computation. These theories allow us to understand both the hardness of questions related to continuous time dynamical systems and the computational power of continuous time analog models. We survey the existing models, summarizing results, and point to relevant references in the literature

Truncated Moment Problem for Dirac Mixture Densities with Entropy Regularization

We assume that a finite set of moments of a random vector is given. Its underlying density is unknown. An algorithm is proposed for efficiently calculating Dirac mixture densities maintaining these moments while providing a homogeneous coverage of the state space.Comment: 18 pages, 6 figure

Algorithms and Data Structures for Multi-Adaptive Time-Stepping

Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the multi-adaptive methods allow individual and adaptive time steps to be used for different components or in different regions of space. We present algorithms for efficient multi-adaptive time-stepping, including the recursive construction of time slabs and adaptive time step selection. We also present data structures for efficient storage and interpolation of the multi-adaptive solution. The efficiency of the proposed algorithms and data structures is demonstrated for a series of benchmark problems.Comment: ACM Transactions on Mathematical Software 35(3), 24 pages (2008

Better estimates from binned income data: Interpolated CDFs and mean-matching

Researchers often estimate income statistics from summaries that report the number of incomes in bins such as \$0-10,000, \$10,001-20,000,...,\$200,000+. Some analysts assign incomes to bin midpoints, but this treats income as discrete. Other analysts fit a continuous parametric distribution, but the distribution may not fit well. We fit nonparametric continuous distributions that reproduce the bin counts perfectly by interpolating the cumulative distribution function (CDF). We also show how both midpoints and interpolated CDFs can be constrained to reproduce the mean of income when it is known. We compare the methods' accuracy in estimating the Gini coefficients of all 3,221 US counties. Fitting parametric distributions is very slow. Fitting interpolated CDFs is much faster and slightly more accurate. Both interpolated CDFs and midpoints give dramatically better estimates if constrained to match a known mean. We have implemented interpolated CDFs in the binsmooth package for R. We have implemented the midpoint method in the rpme command for Stata. Both implementations can be constrained to match a known mean.Comment: 20 pages (including Appendix), 3 tables, 2 figures (+2 in Appendix