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Related papers: On the efficient computation of high-order derivat…

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In this paper we present an algorithmic procedure that transforms, if possible, a given system of ordinary or partial differential equations with radical dependencies in the unknown function and its derivatives into a system with polynomial…

Classical Analysis and ODEs · Mathematics 2024-04-23 Sebastian Falkensteiner , Rafael Sendra

Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…

Optimization and Control · Mathematics 2013-07-10 Christopher G. Jesudason

We introduce derivation depth-a computable metric of the reasoning effort needed to answer a query based on a given set of premises. We model information as a two-layered structure linking abstract knowledge with physical carriers, and…

Information Theory · Computer Science 2026-02-24 Jianfeng Xu

In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the…

Numerical Analysis · Mathematics 2024-11-05 Dang Quang A , Dang Quang Long

In this paper, we present a method for the accurate estimation of the derivative (aka.~sensitivity) of expectations of functions involving an indicator function by combining a stochastic algorithmic differentiation and a regression. The…

Computational Finance · Quantitative Finance 2019-11-13 Christian P. Fries

The complex-step derivative approximation is a numerical differentiation technique that can achieve analytical accuracy, to machine precision, with a single function evaluation. In this letter, the complex-step derivative approximation is…

Robotics · Computer Science 2021-05-07 Charles Champagne Cossette , Alex Walsh , James Richard Forbes

Automatic differentiation, also known as backpropagation, AD, autodiff, or algorithmic differentiation, is a popular technique for computing derivatives of computer programs accurately and efficiently. Sometimes, however, the derivatives…

Numerical Analysis · Mathematics 2023-05-15 Jan Hückelheim , Harshitha Menon , William Moses , Bruce Christianson , Paul Hovland , Laurent Hascoët

An effective method to obtain exact analytical solutions of equations describing the coherent dynamics of multilevel systems is presented. The method is based on the usage of orthogonal polynomials, integral transforms and their discrete…

Classical Analysis and ODEs · Mathematics 2007-05-23 V. A. Savva , V. I. Zelenkov , A. S. Mazurenko

This paper introduces a new approach for the computation of electromagnetic field derivatives, up to any order, with respect to the material and geometric parameters of a given geometry, in a single Finite-Difference Time-Domain (FDTD)…

Numerical Analysis · Mathematics 2024-12-20 Kae-An Liu , Hans-Dieter Lang , Costas D. Sarris

Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

Numerical Analysis · Mathematics 2007-12-04 Jacek S. Leszczynski , Tomasz Blaszczyk

Combining quantum computers with classical compute power has become a standard means for developing algorithms that are eventually supposed to beat any purely classical alternatives. While in-principle advantages for solution quality or…

Quantum Physics · Physics 2026-01-23 Simon Thelen , Wolfgang Mauerer

Differentiable simulators promise faster computation time for reinforcement learning by replacing zeroth-order gradient estimates of a stochastic objective with an estimate based on first-order gradients. However, it is yet unclear what…

Machine Learning · Computer Science 2022-08-23 H. J. Terry Suh , Max Simchowitz , Kaiqing Zhang , Russ Tedrake

High-order Lie derivatives are essential in nonlinear systems analysis. If done symbolically, their evaluation becomes increasingly expensive as the order increases. We present a compact and efficient numerical approach for computing Lie…

Numerical Analysis · Mathematics 2026-01-19 Nedialko S. Nedialkov , John D. Pryce

Identifying computational tasks suitable for (future) quantum computers is an active field of research. Here we explore utilizing quantum computers for the purpose of solving differential equations. We consider two approaches: (i) basis…

Quantum Physics · Physics 2021-07-14 Benjamin Zanger , Christian B. Mendl , Martin Schulz , Martin Schreiber

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

A set of algorithms is presented for efficient numerical calculation of the time evolution of classical dynamical systems. Starting with a first approximation for solving the differential equations that has a "reversible" character, we show…

Classical Physics · Physics 2017-03-22 Charles Schwartz

Robot design optimization, imitation learning and system identification share a common problem which requires optimization over robot or task parameters at the same time as optimizing the robot motion. To solve these problems, we can use…

Robotics · Computer Science 2022-09-05 Traiko Dinev , Carlos Mastalli , Vladimir Ivan , Steve Tonneau , Sethu Vijayakumar

In the simulation of biological molecules, it is customary to impose constraints on the fastest degrees of freedom to increase the time step. The evaluation of the involved constraint forces must be performed in an efficient manner, for…

Computational Physics · Physics 2019-11-01 Pablo García-Risueño

This paper presents a graded hierarchy or chain of binary operations on the reals and the complex numbers. The operations are related distributively in the sense that any one of them distributes over the next lower operation in the chain.…

History and Overview · Mathematics 2007-05-23 Michael L. Carroll

The aim of this work is to show, based on concrete data observation, that the choice of the fractional derivative when modelling a problem is relevant for the accuracy of a method. Using the least squares fitting technique, we determine the…

Other Statistics · Statistics 2017-04-04 Ricardo Almeida