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Uncertainty quantification of predictive models is crucial in decision-making problems. Conformal prediction is a general and theoretically sound answer. However, it requires exchangeable data, excluding time series. While recent works…

Machine Learning · Statistics 2022-02-16 Margaux Zaffran , Aymeric Dieuleveut , Olivier Féron , Yannig Goude , Julie Josse

We consider the time-varying actuator placement in continuous time, where the goal is to maximize the trace of the controllability Grammian. A natural relaxation of the problem is to allow the binary $\{0,1\}$ variable indicating whether an…

Systems and Control · Electrical Eng. & Systems 2020-04-10 Alex Olshevsky

We describe a method for removing the numerical errors in the modeling of linear evolution equations that are caused by approximating the time derivative by a finite difference operator. The method is based on integral transforms realized…

Numerical Analysis · Mathematics 2021-09-15 Jens Wittsten , Erik F. M. Koene , Fredrik Andersson , Johan O. A. Robertsson

An exact solution for the spatially flat scale-invariant Cosmology, recently proposed by Maeder (2017) is deduced. No deviation from the numerical solution was detected. The exact solution yields transparency for the dynamical equations and…

General Relativity and Quantum Cosmology · Physics 2018-02-27 J. F. Jesus

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

We give explicit criteria of solvability for families of linear systems on time scales. We introduce a new method of embedding a time scale into a non-autonomous system of ODEs. This will be the first step to implementing the structural…

Dynamical Systems · Mathematics 2022-03-31 Sergey Kryzhevich

This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…

Numerical Analysis · Mathematics 2021-08-31 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Wenyuan Li

Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…

Computation · Statistics 2015-09-08 Richard D. Wilkinson

In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…

Numerical Analysis · Mathematics 2018-06-01 Dongdong He , Kejia Pan

A one-dimensional cluster model with next-nearest-neighbor interactions and two additional composite interactions is solved; the free energy is obtained and a correlation function is derived exactly. The model is diagonalized by a…

Statistical Mechanics · Physics 2021-01-14 Yuji Yanagihara , Kazuhiko Minami

We present a distributed asynchronous algorithm for approximating a single component of the solution to a system of linear equations $Ax = b$, where $A$ is a positive definite real matrix, and $b \in \mathbb{R}^n$. This is equivalent to…

Data Structures and Algorithms · Computer Science 2019-01-23 Asuman Ozdaglar , Devavrat Shah , Christina Lee Yu

The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…

Numerical Analysis · Mathematics 2018-08-14 Lukas Einkemmer

This paper deals with linear algebraic equations where the global coefficient matrix and constant vector are given respectively, by the summation of the coefficient matrices and constant vectors of the individual agents. Our approach is…

Optimization and Control · Mathematics 2021-05-28 Priyank Srivastava , Jorge Cortes

I present a branching time model of CSP that is finer than all other models of CSP proposed thus far. It is obtained by taking a semantic equivalence from the linear time - branching time spectrum, namely divergence-preserving coupled…

Logic in Computer Science · Computer Science 2017-02-28 Rob van Glabbeek

Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…

Numerical Analysis · Mathematics 2024-03-28 P. N. Vabishchevich

In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…

Numerical Analysis · Mathematics 2021-06-02 Yalchin Efendiev , Sai-Mang Pun , Petr N. Vabishchevich

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

In this paper, we provide a systematic way of finding explicit solutions for a class of continuous fragmentation equations with growth or decay in the state space and derive explicit solutions in the cases of constant and linear…

Analysis of PDEs · Mathematics 2022-04-20 Jacek Banasiak , David Wetsi Poka , Sergey Shindin

In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal…

Statistics Theory · Mathematics 2007-06-11 Mohammed Debbarh , Bertrand Maillot

Two coupled two-level systems placed under external time-dependent magnetic fields are modeled by a general Hamiltonian endowed with a symmetry that enables us to reduce the total dynamics into two independent two-dimensional sub-dynamics.…

Quantum Physics · Physics 2016-09-20 R. Grimaudo , A. Messina , H. Nakazato