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This paper compares different implementations of monetary policy in a new-Keynesian setting. We can show that a shift from Ramsey optimal policy under short-term commitment (based on a negative feedback mechanism) to a Taylor rule (based on…

Econometrics · Economics 2020-02-19 Jean-Bernard Chatelain , Kirsten Ralf

For many physical systems the transition from a stationary solution to sustained small amplitude oscillations corresponds to a Hopf bifurcation. For systems involving impacts, thresholds, switches, or other abrupt events, however, this…

Dynamical Systems · Mathematics 2019-05-07 David J. W. Simpson

This paper introduces a factorization for the inverse of discrete Fourier integral operators that can be applied in quasi-linear time. The factorization starts by approximating the operator with the butterfly factorization. Next, a…

Numerical Analysis · Mathematics 2021-09-15 Jordi Feliu-Fabà , Lexing Ying

We explore the utilization of higher-order discretization techniques in optimizing the gate count needed for quantum computer based solutions of partial differential equations. To accomplish this, we present an efficient approach for…

Quantum Physics · Physics 2024-12-30 Boris Arseniev , Dmitry Guskov , Richik Sengupta , Igor Zacharov

We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a…

Optimization and Control · Mathematics 2018-11-27 Stephen Becker , Jalal Fadili , Peter Ochs

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

A method to reduce or enhance chaos in Hamiltonian flows with two degrees of freedom is discussed. This method is based on finding a suitable perturbation of the system such that the stability of a set of periodic orbits changes (local…

Chaotic Dynamics · Physics 2007-05-23 Romain Bachelard , Cristel Chandre , Xavier Leoncini

The Dirichlet forms methods, in order to represent errors and their propagation, are particularly powerful in infinite dimensional problems such as models involving stochastic analysis encountered in finance or physics, cf. [5]. Now, coming…

Probability · Mathematics 2016-11-04 Nicolas Bouleau

We describe combinatorial approaches to the question of whether families of real matrices admit pairs of nonreal eigenvalues passing through the imaginary axis. When the matrices arise as Jacobian matrices in the study of dynamical systems,…

Combinatorics · Mathematics 2013-09-02 David Angeli , Murad Banaji , Casian Pantea

Bifurcations leading to complex dynamical behaviour of non-linear systems are often encountered when the characteristics of feedback circuits in the system are varied. In systems with many unknown or varying parameters, it is an…

Molecular Networks · Quantitative Biology 2010-09-23 Steffen Waldherr , Frank Allgöwer

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

This paper deals with the estimation of the modes of an univariate mixture when the number of components is known and when the component density are well separated. We propose an algorithm based on the minimization of the "kp" criterion we…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nicolas Paul , Luc Fety , Michel Terre

Harmonic inversion has already been proven to be a powerful tool for the analysis of quantum spectra and the periodic orbit orbit quantization of chaotic systems. The harmonic inversion technique circumvents the convergence problems of the…

Chaotic Dynamics · Physics 2009-10-31 K. Weibert , J. Main , G. Wunner

The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…

Dynamical Systems · Mathematics 2025-03-03 Rishikesh Yadav , Alexandre Mauroy

Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…

Numerical Analysis · Mathematics 2016-06-22 N. Kishore Kumar , Jan Shneider

In this work we study the periodic orbits which bifurcate from a zero-Hopf bifurcations that a Lorenz-Haken system in R 4 can exhibit. The main tool used is the averaging theory.

Dynamical Systems · Mathematics 2022-01-13 Sonia Renteria , Pedro Suarez

The presence of slow-fast Hopf (or singular Hopf) points in slow-fast systems in the plane is often deduced from the shape of a vector field brought into normal form. It can however be quite cumbersome to put a system in normal form. In the…

Dynamical Systems · Mathematics 2021-11-10 Peter De Maesschalck , Thai Son Doan , Jeroen Wynen

We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…

Data Structures and Algorithms · Computer Science 2012-04-04 Christos Boutsidis

In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either…

Optimization and Control · Mathematics 2016-02-01 Radu Ioan Bot , Ernö Robert Csetnek

When implementing regular enough functions (e.g., elementary or special functions) on a computing system, we frequently use polynomial approximations. In most cases, the polynomial that best approximates (for a given distance and in a given…

Mathematical Software · Computer Science 2007-05-23 Nicolas Brisebarre , Jean-Michel Muller
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