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Paul Chernoff in 1968 proposed his approach to approximations of one-parameter operator semigroups while trying to give a rigorous mathematical meaning to Feynman's path integral formulation of quantum mechanics. In early 2000's Oleg…

Functional Analysis · Mathematics 2020-12-18 Pavel S. Prudnikov

The solutions of fractional differential equations (FDEs) have a natural singularity at the initial point. The accuracy of their numerical solutions is lower than the accuracy of the numerical solutions of FDEs whose solutions are…

Numerical Analysis · Mathematics 2018-06-11 Yuri Dimitrov , Ivan Dimov , Venelin Todorov

This article is concerned with an extension of univariate Chebyshev polynomials of the first kind to the multivariate setting, where one chases best approximants to specific monomials by polynomials of lower degree relative to the uniform…

Optimization and Control · Mathematics 2024-10-29 Mareike Dressler , Simon Foucart , Mioara Joldes , Etienne de Klerk , Jean Bernard Lasserre , Yuan Xu

A Fourier-Chebyshev spectral method is proposed in this paper for solving the cavitation problem in nonlinear elasticity. The interpolation error for the cavitation solution is analyzed, the elastic energy error estimate for the discrete…

Numerical Analysis · Mathematics 2017-04-03 Liang Wei , Zhiping Li

For the Poisson equation posed in a domain containing a large number of polygonal perforations, we propose a low-dimensional coarse approximation space based on a coarse polygonal partitioning of the domain. Similarly to other multiscale…

Numerical Analysis · Mathematics 2024-04-17 Miranda Boutilier , Konstantin Brenner , Victorita Dolean

Chebychev approximations are given for the Gamma and the Polygamma functions in only one contiguous intervall [1..inf] with a definable maximal relative error. The approximations need about three coefficients per decimal until a checked…

Classical Analysis and ODEs · Mathematics 2016-05-11 Karl Dieter Reinartz

Logarithms of determinants of large positive definite matrices appear ubiquitously in machine learning applications including Gaussian graphical and Gaussian process models, partition functions of discrete graphical models, minimum-volume…

Data Structures and Algorithms · Computer Science 2015-03-24 Insu Han , Dmitry Malioutov , Jinwoo Shin

In the finite difference approximation of the fractional Laplacian the stiffness matrix is typically dense and needs to be approximated numerically. The effect of the accuracy in approximating the stiffness matrix on the accuracy in the…

Numerical Analysis · Mathematics 2025-03-05 Weizhang Huang , Jinye Shen

In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…

Numerical Analysis · Mathematics 2020-11-17 Cun-Qiang Miao , Wen-Ting Wu

In this paper, we propose a fast spectral-Galerkin method for solving PDEs involving integral fractional Laplacian in $\mathbb{R}^d$, which is built upon two essential components: (i) the Dunford-Taylor formulation of the fractional…

Numerical Analysis · Mathematics 2019-08-28 Changtao Sheng , Jie Shen , Tao Tang , Li-Lian Wang , Huifang Yuan

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely,…

Numerical Analysis · Mathematics 2021-02-17 Andrei Chertkov , Ivan Oseledets

We extend the idea of approximating piecewise smooth univariate functions using rational approximation introduced in \cite{aka_bas-19a} to two-dimensional space. This article aims to implement the novel piecewise Maehly based…

Numerical Analysis · Mathematics 2024-05-07 Akansha Singh

Operator convex functions defined on the positive half-line play a prominent role in the theory of quantum information, where they are used to define quantum $f$-divergences. Such functions admit integral representations in terms of…

Optimization and Control · Mathematics 2023-05-23 Oisín Faust , Hamza Fawzi

We propose a novel Caputo fractional derivative-based optimization algorithm. Upon defining the Caputo fractional gradient with respect to the Cartesian coordinate, we present a generic Caputo fractional gradient descent (CFGD) method. We…

Optimization and Control · Mathematics 2021-04-07 Yeonjong Shin , Jérôme Darbon , George Em Karniadakis

The applications of the partial fraction decomposition in control and systems engineering are several. In this letter, we propose a new interpretation of residues in the partial fraction decomposition, which is employed for the following…

Systems and Control · Electrical Eng. & Systems 2024-12-11 Davide Tebaldi , Roberto Zanasi

We propose and investigate two new methods to approximate $f({\bf A}){\bf b}$ for large, sparse, Hermitian matrices ${\bf A}$. The main idea behind both methods is to first estimate the spectral density of ${\bf A}$, and then find…

Numerical Analysis · Computer Science 2018-08-30 Li Fan , David I Shuman , Shashanka Ubaru , Yousef Saad

In the paper a new numerical-analytical method for solving the Cauchy problem for systems of ordinary differential equations of special form is presented. The method is based on the idea of the FD-method for solving the operator equations…

Numerical Analysis · Mathematics 2011-01-04 Makarov Volodymyr , Dragunov Denis

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

Numerical Analysis · Mathematics 2015-12-16 Ricardo Almeida , Nuno R. O. Bastos

We consider discrete linear Chebyshev approximation problems in which the unknown parameters of linear function are fitted by minimizing the maximum absolute deviation of errors. Such problems find application in the solution of…

Optimization and Control · Mathematics 2020-12-22 Nikolai Krivulin
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