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In this paper, a fractional derivative with short-term memory properties is defined, which can be viewed as an extension of Caputo fractional derivative. Then, some properties of the short memory fractional derivative are discussed. Also, a…

Dynamical Systems · Mathematics 2020-07-14 Xudong Hai , Guojian Ren , Yongguang Yu , Lipo Mo , Conghui Xu

Power-law probability density function (PDF) plays a key role in both subdiffusion and L\'{e}vy flights. However, sometimes because of the finite of the lifespan of the particles or the boundedness of the physical space, tempered power-law…

Numerical Analysis · Mathematics 2016-11-08 Yanyan Yu , Weihua Deng , Yujiang Wu , Jing Wu

A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with…

Classical Analysis and ODEs · Mathematics 2018-04-09 Artur Stephan , Holger Stephan

We consider the problem of computing first-passage time distributions for reaction processes modelled by master equations. We show that this generally intractable class of problems is equivalent to a sequential Bayesian inference problem…

Computational Physics · Physics 2017-11-29 David Schnoerr , Botond Cseke , Ramon Grima , Guido Sanguinetti

We develop the theory of fractional gradient flows: an evolution aimed at the minimization of a convex, l.s.c.~energy, with memory effects. This memory is characterized by the fact that the negative of the (sub)gradient of the energy equals…

Analysis of PDEs · Mathematics 2021-01-05 Wenbo Li , Abner J. Salgado

Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

Data Analysis, Statistics and Probability · Physics 2015-05-13 C. Anteneodo , R. Riera

In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction. Specifically, we develop a method based on the sequential quadratic programming paradigm that…

Optimization and Control · Mathematics 2023-03-28 Albert S. Berahas , Jiahao Shi , Zihong Yi , Baoyu Zhou

L\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L\'{e}vy flights leads to the tempered stable L\'{e}vy processes…

Computational Physics · Physics 2016-05-19 Can Li , Weihua Deng

In a seminal paper, Valiant (2006) introduced a computational model for evolution to address the question of complexity that can arise through Darwinian mechanisms. Valiant views evolution as a restricted form of computational learning,…

Machine Learning · Computer Science 2014-04-07 Elaine Angelino , Varun Kanade

In the continuous time random walk model, the time-fractional operator usually expresses an infinite waiting time probability density. Different from that usual setting, this work considers the tempered time-fractional operator, which…

Numerical Analysis · Mathematics 2021-12-16 Libo Feng , Fawang Liu , Vo V. Anh , Shanlin Qin

Integro-partial differential equations occur in many contexts in mathematical physics. Typical examples include time-dependent diffusion equations containing a parameter (e.g., the temperature) that depends on integrals of the unknown…

Analysis of PDEs · Mathematics 2007-05-23 Peter A. Becker

Evolutionary computation techniques have mostly been used to solve various optimization and learning problems successfully. Evolutionary algorithm is more effective to gain optimal solution(s) to solve complex problems than traditional…

Neural and Evolutionary Computing · Computer Science 2013-03-05 Moslema Jahan , M. M. A. Hashem , Gazi Abdullah Shahriar

The diffusion equation is extended by including spatial-temporal memory in such a manner that the conservation of the concentration is maintained. The additional memory term gives rise to the formation of non-trivial stationary solutions.…

Statistical Mechanics · Physics 2009-11-10 Steffen Trimper , Knud Zabrocki

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

Using kicked differential equations of motion with derivatives of noninteger orders, we obtain generalizations of the dissipative standard map. The main property of these generalized maps, which are called fractional maps, is long-term…

Chaotic Dynamics · Physics 2014-03-03 Vasily E. Tarasov , Mark Edelman

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

Recent work has shown that leveraging learned predictions can improve the running time of algorithms for bipartite matching and similar combinatorial problems. In this work, we build on this idea to improve the performance of the widely…

Data Structures and Algorithms · Computer Science 2023-03-03 Sami Davies , Benjamin Moseley , Sergei Vassilvitskii , Yuyan Wang

This paper proposes a fractional order gradient method for the backward propagation of convolutional neural networks. To overcome the problem that fractional order gradient method cannot converge to real extreme point, a simplified…

Optimization and Control · Mathematics 2020-01-07 Dian Sheng , Yiheng Wei , Yuquan Chen , Yong Wang

In this article, we consider abstract linear conservative systems and their time-discrete counterparts. Our main result is a representation formula expressing solutions of the continuous model through the solution of the corresponding…

Analysis of PDEs · Mathematics 2013-04-30 Sylvain Ervedoza , Enrique Zuazua