{"id":"https://openalex.org/W2913050741","doi":"https://doi.org/10.1109/icdsp.2018.8631831","title":"A Case Study in Analog Co-Processing for Solving Stochastic Differential Equations","display_name":"A Case Study in Analog Co-Processing for Solving Stochastic Differential Equations","publication_year":2018,"publication_date":"2018-11-01","ids":{"openalex":"https://openalex.org/W2913050741","doi":"https://doi.org/10.1109/icdsp.2018.8631831","mag":"2913050741"},"language":"en","primary_location":{"id":"doi:10.1109/icdsp.2018.8631831","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icdsp.2018.8631831","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE 23rd International Conference on Digital Signal Processing (DSP)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060545672","display_name":"Yipeng Huang","orcid":"https://orcid.org/0000-0003-3171-6901"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Yipeng Huang","raw_affiliation_strings":["Department of Computer Science and Department of Electrical Engineering, Columbia University"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Department of Electrical Engineering, Columbia University","institution_ids":["https://openalex.org/I78577930"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039052970","display_name":"Ning Guo","orcid":"https://orcid.org/0000-0002-0829-7262"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ning Guo","raw_affiliation_strings":["Department of Computer Science and Department of Electrical Engineering, Columbia University"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Department of Electrical Engineering, Columbia University","institution_ids":["https://openalex.org/I78577930"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5030436580","display_name":"Simha Sethumadhavan","orcid":"https://orcid.org/0000-0002-6180-7153"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Simha Sethumadhavan","raw_affiliation_strings":["Department of Computer Science and Department of Electrical Engineering, Columbia University"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Department of Electrical Engineering, Columbia University","institution_ids":["https://openalex.org/I78577930"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5011887658","display_name":"Mingoo Seok","orcid":"https://orcid.org/0000-0002-9722-0979"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Mingoo Seok","raw_affiliation_strings":["Department of Computer Science and Department of Electrical Engineering, Columbia University"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Department of Electrical Engineering, Columbia University","institution_ids":["https://openalex.org/I78577930"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5056549524","display_name":"Y. Tsividis","orcid":"https://orcid.org/0000-0002-7775-7218"},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Yannis Tsividis","raw_affiliation_strings":["Department of Computer Science and Department of Electrical Engineering, Columbia University"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Department of Electrical Engineering, Columbia University","institution_ids":["https://openalex.org/I78577930"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5060545672"],"corresponding_institution_ids":["https://openalex.org/I78577930"],"apc_list":null,"apc_paid":null,"fwci":0.6058,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.72242998,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9890000224113464,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10682","display_name":"Quantum Computing Algorithms and Architecture","score":0.9803000092506409,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6478989124298096},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.6267260313034058},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6024296283721924},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.5345356464385986},{"id":"https://openalex.org/keywords/hybrid-computer","display_name":"Hybrid computer","score":0.5062412619590759},{"id":"https://openalex.org/keywords/numerical-partial-differential-equations","display_name":"Numerical partial differential equations","score":0.47798269987106323},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.45434683561325073},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3695145845413208},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.13793706893920898}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6478989124298096},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.6267260313034058},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6024296283721924},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.5345356464385986},{"id":"https://openalex.org/C18789546","wikidata":"https://www.wikidata.org/wiki/Q1341206","display_name":"Hybrid computer","level":2,"score":0.5062412619590759},{"id":"https://openalex.org/C97826883","wikidata":"https://www.wikidata.org/wiki/Q7069659","display_name":"Numerical partial differential equations","level":3,"score":0.47798269987106323},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.45434683561325073},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3695145845413208},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.13793706893920898},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icdsp.2018.8631831","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icdsp.2018.8631831","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 IEEE 23rd International Conference on Digital Signal Processing (DSP)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.4099999964237213}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W12587120","https://openalex.org/W2029967745","https://openalex.org/W2046857741","https://openalex.org/W2106479130","https://openalex.org/W2145137020","https://openalex.org/W2149005611","https://openalex.org/W2295623142","https://openalex.org/W2460688588","https://openalex.org/W2513383105","https://openalex.org/W2625665398","https://openalex.org/W2766623884","https://openalex.org/W4251455673"],"related_works":["https://openalex.org/W2006263304","https://openalex.org/W2155548976","https://openalex.org/W620239920","https://openalex.org/W109055908","https://openalex.org/W3020098708","https://openalex.org/W2060658157","https://openalex.org/W2734530159","https://openalex.org/W2482000553","https://openalex.org/W1546584948","https://openalex.org/W2972896374"],"abstract_inverted_index":{"Stochastic":[0],"differential":[1,77,92,101],"equations":[2,102],"(SDEs)":[3],"are":[4,22],"an":[5],"important":[6],"class":[7],"of":[8,26,28,36,42],"mathematical":[9],"models":[10],"for":[11,54,64],"areas":[12],"such":[13],"as":[14,106],"physics":[15],"and":[16,68,122],"finance.":[17],"Usually":[18],"the":[19,24,29,37,43,60,65,76,95,119,125,137],"model":[20],"outputs":[21],"in":[23,47,111,127],"form":[25],"statistics":[27],"dependent":[30],"variables,":[31],"generated":[32],"from":[33],"many":[34],"solutions":[35],"SDE":[38,66],"using":[39,48,86,124],"different":[40],"samples":[41],"random":[44,61],"variables.":[45],"Challenges":[46],"existing":[49],"conventional":[50],"digital":[51],"computer":[52],"architectures":[53],"solving":[55],"SDEs":[56],"include:":[57],"rapidly":[58],"generating":[59],"input":[62],"variables":[63,105],"solutions,":[67],"having":[69],"to":[70,74,90,132],"use":[71],"numerical":[72],"integration":[73],"solve":[75,91,100,133],"equations.":[78,93],"Recent":[79],"work":[80],"by":[81,103],"our":[82],"group":[83],"has":[84],"explored":[85],"hybrid":[87,96],"analog-digital":[88],"computing":[89,97],"In":[94,114],"model,":[98],"we":[99,117],"encoding":[104],"continuous":[107,112],"values,":[108],"which":[109],"evolve":[110],"time.":[113],"this":[115],"paper":[116],"review":[118],"prior":[120],"work,":[121],"study":[123],"architecture,":[126],"conjunction":[128],"with":[129],"analog":[130],"noise,":[131],"a":[134],"canonical":[135],"SDE,":[136],"Black-Scholes":[138],"SDE.":[139]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}