Related papers: Explicit Solutions to the Continuous Time Albert-B…
In this paper an emergence of leader-following model based on graph theory on the arbitrary time scales is investigated. It means that the step size is not necessarily constant but it is a function of time. We propose and prove conditions…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…
We develop a method for finding the time evolution of exactly solvable models by Bethe ansatz. The dynamical Bethe wavefunction takes the same form as the stationary Bethe wavefunction except for time varying Bethe parameters and a complex…
We consider the problem of computing an approximate banded solution of the continuous-time Lyapunov equation $\underline{A}\underline{X}+\underline{X}\underline{A}^{T}=\underline{P}$, where the coefficient matrices $\underline{A}$ and…
The matrix differential equation $x'(t) = Q(t)x(t), x(0) = x_0$ is considered in the case where $Q(t)$ is an unspecified matrix function of time, with the only constraint that $Q(t)\in \mset$ for every $t$, where $\mset$ is a prescribed…
We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…
I present the exact solution of a family of fragmented Bose-Hubbard models and represent the models as graphs in one-dimension, two-dimensions and three-dimensions with the condensates in the vertices. The models are solved by the algebraic…
Natural learners must compute an estimate of future outcomes that follow from a stimulus in continuous time. Widely used reinforcement learning algorithms discretize continuous time and estimate either transition functions from one step to…
Presented is an algorithm to synthesize an infinite-horizon LQR optimal feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics, but instead uses only a finite-length sampling of…
We present the first near optimal approximation schemes for the maximum weighted (uncapacitated or capacitated) $b$--matching problems for non-bipartite graphs that run in time (near) linear in the number of edges. For any…
In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…
A new algorithm named EXPected Similarity Estimation (EXPoSE) was recently proposed to solve the problem of large-scale anomaly detection. It is a non-parametric and distribution free kernel method based on the Hilbert space embedding of…
We extend conformal inference to general settings that allow for time series data. Our proposal is developed as a randomization method and accounts for potential serial dependence by including block structures in the permutation scheme. As…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
We propose a family of "exactly solvable" probability distributions to approximate partition functions of two-dimensional statistical mechanics models. While these distributions lie strictly outside the mean-field framework, their free…
We consider the rewiring of a bipartite graph using a mixture of random and preferential attachment. The full mean field equations for the degree distribution and its generating function are given. The exact solution of these equations for…
This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…
We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…