Related papers: The differential transformation method and Miller'…
In this note we develop a numerical method for partial differential equations with changing type. Our method is based on a unified solution theory found by Rainer Picard for several linear equations from mathematical physics. Parallel to…
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…
Based on the definition of the Fourier transform in terms of the number operator of the quantum harmonic oscillator and in the corresponding definition of the fractional Fourier transform, we have obtained the discrete fractional Fourier…
Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A…
We comment on the new trend in mathematical physics that consists of obtaining Taylor series for fabricated linear and nonlinear unphysical models by means of homotopy perturbation method (HPM), homotopy analysis method (HAM) and Adomian…
We develop a numerical framework, the Deep Tangent Bundle (DTB) method, that is suitable for computing solutions of evolutionary partial differential equations (PDEs) in high dimensions. The main idea is to use the tangent bundle of an…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
In this paper I give an evaluation of a functional integral by means of a series in functional derivatives, first of all we propose a differential equation of first order and solve it by iterative methods, to obtain a series for the…
Diffusion Probabilistic Models (DPMs) have been recently utilized to deal with various blind image restoration (IR) tasks, where they have demonstrated outstanding performance in terms of perceptual quality. However, the task-specific…
The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…
In this note, two numerical methods of solving fractional differential equations (FDEs) are briefly described, namely predictor-corrector approach of Adams-Bashforth-Moulton type and multi-step generalized differential transform method…
Some changes in a recent convolution formula are performed here in order to clean it up by using more conventional notations and by making use of more referrenced and documented components (namely Sierpi\'nski's polynomials, the Thue-Morse…
A method is developed for calculating effective sums of divergent series. This approach is a variant of the self-similar approximation theory. The novelty here is in using an algebraic transformation with a power providing the maximal…
Discrete transforms such as the discrete Fourier transform (DFT) and the discrete Hartley transform (DHT) are important tools in numerical analysis. The successful application of transform techniques relies on the existence of efficient…
This work derives an approximate analytical single period solution of the portfolio choice problem for the power utility function. It is possible to do so if we consider that the asset returns follow a multivariate normal distribution. It…
We consider the problem of obtaining higher order in regularization parameter $\epsilon$ analytical results for master integrals with elliptics. The two commonly employed methods are provided by the use of differential equations and direct…
In [1], a generalized type of Darboux transformations defined in terms of a twisted derivation was constructed in a unified form. Such twisted derivations include regular derivations, difference operators, superderivatives and…
Using combinatorial techniques, we derive a recurrence identity that expresses an exponential power sum with negative powers in terms of another exponential power sum with positive powers. Consequently, we derive a formula for the power sum…
A new improved transfer matrix method (TMM) is presented. It is shown that the method not only overcomes the numerical instability found in the original TMM, but also greatly improves the scalability of computation. The new improved TMM has…