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In this paper we extend the notion of an $\alpha$-family of maps to discrete systems defined by simple difference equations with the fractional Caputo difference operator. The equations considered are equivalent to maps with falling…

Chaotic Dynamics · Physics 2018-07-06 Mark Edelman

We propose a single chunk model of long-term memory that combines the basic features of the ACT-R theory and the multiple trace memory architecture. The pivot point of the developed theory is a mathematical description of the creation of…

Neurons and Cognition · Quantitative Biology 2014-02-18 Ihor Lubashevsky , Bohdan Datsko

We propose an explicit recursive method to approximate a power-law with a finite sum of weighted exponentials. Applications to moving averages with long memory are discussed in relationship with stochastic volatility models.

Data Analysis, Statistics and Probability · Physics 2008-12-02 Thierry Bochud , Damien Challet

This paper tackles the problem of discretizing accelerated optimization flows while retaining their convergence properties. Inspired by the success of resource-aware control in developing efficient closed-loop feedback implementations on…

Optimization and Control · Mathematics 2020-09-22 Miguel Vaquero , Pol Mestres , Jorge Cortés

We propose the difference discrete variational principle in discrete mechanics and symplectic algorithm with variable step-length of time in finite duration based upon a noncommutative differential calculus established in this paper. This…

Mathematical Physics · Physics 2018-01-17 Xu-Dong Luo , Han-Ying Guo , Yu-Qi Li , Ke Wu

The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…

Computational Physics · Physics 2008-02-03 Hans E. Plesser , Dietmar Wendt

An autoregressive model with a power-law type memory kernel is studied as a stochastic process that exhibits a self-affine-fractal-like behavior for a small time scale. We find numerically that the root-mean-square displacement for the time…

Statistical Mechanics · Physics 2015-10-28 Hidetsugu Sakaguchi , Haruo Honjo

Long memory in the sense of slowly decaying autocorrelations is a stylized fact in many time series from economics and finance. The fractionally integrated process is the workhorse model for the analysis of these time series. Nevertheless,…

Econometrics · Economics 2023-09-22 Uwe Hassler , Marc-Oliver Pohle

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

A set of accelerated first order algorithms with memory are proposed for minimising strongly convex functions. The algorithms are differentiated by their use of the iterate history for the gradient step. The increased convergence rate of…

Optimization and Control · Mathematics 2018-08-31 Ross Drummond , Stephen Duncan

While FPGAs have been used extensively as hardware accelerators in industrial computation, no theoretical model of computation has been devised for the study of FPGA-based accelerators. In this paper, we present a theoretical model of…

Data Structures and Algorithms · Computer Science 2018-11-19 Martin Hora , Václav Končický , Jakub Tětek

Generalized master equations provide a theoretically rigorous framework to capture the dynamics of processes ranging from energy harvesting in plants and photovoltaic devices, to qubit decoherence in quantum technologies, and even protein…

Chemical Physics · Physics 2024-05-16 Thomas Sayer , Andrés Montoya-Castillo

We propose a dynamic computational time model to accelerate the average processing time for recurrent visual attention (RAM). Rather than attention with a fixed number of steps for each input image, the model learns to decide when to stop…

Computer Vision and Pattern Recognition · Computer Science 2017-09-08 Zhichao Li , Yi Yang , Xiao Liu , Feng Zhou , Shilei Wen , Wei Xu

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

The recent demonstration of neuromorphic computing with spin-torque nano-oscillators has opened a path to energy efficient data processing. The success of this demonstration hinged on the intrinsic short-term memory of the oscillators. In…

This article deals with dynamical systems depending on a slowly varying parameter. We present several physical examples illustrating memory effects, such as metastability and hysteresis, which frequently appear in these systems. A…

chao-dyn · Physics 2007-05-23 N. Berglund , H. Kunz

Motivated by the normal form of a fast-slow ordinary differential equation exhibiting a pitchfork singularity we consider the discrete-time dynamical system that is obtained by an application of the explicit Euler method. Tracking…

Dynamical Systems · Mathematics 2019-11-22 Luca Arcidiacono , Maximilian Engel , Christian Kuehn

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh

We propose a computer-assisted approach to studying the effective continuum behavior of spatially discrete evolution equations. The advantage of the approach is that the "coarse model" (the continuum, effective equation) need not be…

Computational Physics · Physics 2007-05-23 J. Moeller , O. Runborg , P. G. Kevrekidis , K. Lust , I. G. Kevrekidis

This article is a short review of the recent results on properties of nonlinear fractional maps which are maps with power- or asymptotically power-law memory. These maps demonstrate the new type of attractors - cascade of bifurcations type…

Chaotic Dynamics · Physics 2018-07-05 Mark Edelman