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A method is presented that reduces the number of terms of systems of linear equations (algebraic, ordinary and partial differential equations). As a byproduct these systems have a tendency to become partially decoupled and are more likely…
Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…
This paper proposes a novel Generalized Non-Standard Finite Difference (GNSFD) scheme for the numerical solution of a class of fractional partial differential equations (FrPDEs). The formulation of the method is grounded in optimization and…
In this paper we establish a comparison result through symmetrization for solutions to some boundary value problems involving the fractional Laplacian. This allows to get sharp estimates for the solutions, obtained by comparing them with…
We present an algorithm of the reduction of the differential equations for master integrals the Fuchsian form with the right-hand side matrix linearly depending on dimensional regularization parameter $\epsilon$. We consider linear…
We obtain a new sufficient condition under which generalized solutions to a parabolic initial-boundary-value problem for a Petrovskii system and the homogeneous Cauchy data are classical. The condition is formulated in terms of the…
Classical worst-case optimization theory neither explains the success of optimization in machine learning, nor does it help with step size selection. In this paper we demonstrate the viability and advantages of replacing the classical…
Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…
This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…
A new version of the Graeffe algorithm for finding all the roots of univariate complex polynomials is proposed. It is obtained from the classical algorithm by a process analogous to renormalization of dynamical systems. This iteration is…
We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…
A central challenge to using first-order methods for optimizing nonconvex problems is the presence of saddle points. First-order methods often get stuck at saddle points, greatly deteriorating their performance. Typically, to escape from…
We point out the relevance of the Differential Galois Theory of linear differential equations for the exact semiclassical computations in path integrals in quantum mechanics. The main tool will be a necessary condition for complete…
Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…
A generalised trapezoid inequality for convex functions and applications for quadrature rules are given. A refinement and a counterpart result for the Hermite-Hadamard inequalities are obtained and some inequalities for pdf's and…
A variational principle for determining unstable periodic orbits of flows as well as unstable spatio-temporally periodic solutions of extended systems is proposed and implemented. An initial loop approximating a periodic solution is evolved…
The exponentially convergent trapezoidal rule is applied to a suitable integral representation of the Faddeeva function to derive a simple formula for its evaluation. I describe its properties, strategies for maximising its efficiency, and…
Index theory revealed its outstanding role in the study of periodic orbits of Hamiltonian systems and the dynamical consequences of this theory are enormous. Although the index theory in the periodic case is well-established, very few…
A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…
This paper introduces the generalized forward-backward splitting algorithm for minimizing convex functions of the form $F + \sum_{i=1}^n G_i$, where $F$ has a Lipschitz-continuous gradient and the $G_i$'s are simple in the sense that their…