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We present generalizations of Newton's method that incorporate derivatives of an arbitrary order $d$ but maintain a polynomial dependence on dimension in their cost per iteration. At each step, our $d^{\text{th}}$-order method uses…

Optimization and Control · Mathematics 2024-06-13 Amir Ali Ahmadi , Abraar Chaudhry , Jeffrey Zhang

The Gr\"unwald and shifted Gr\"unwald formulas for the function $y(x)-y(b)$ are first order approximations for the Caputo fractional derivative of the function $y(x)$ with lower limit at the point $b$. We obtain second and third order…

Numerical Analysis · Mathematics 2013-11-18 Yuri Dimitrov

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…

Numerical Analysis · Mathematics 2016-12-22 John P. Hollkamp , Mihir Sen , Fabio Semperlotti

We study algorithms for the fast computation of modular inverses. Newton-Raphson iteration over $p$-adic numbers gives a recurrence relation computing modular inverse modulo $p^m$, that is logarithmic in $m$. We solve the recurrence to…

Symbolic Computation · Computer Science 2019-04-22 Jean-Guillaume Dumas

Distributed optimization is fundamental to modern machine learning applications like federated learning, but existing methods often struggle with ill-conditioned problems and face stability-versus-speed tradeoffs. We introduce fractional…

Machine Learning · Computer Science 2024-12-04 Andrei Lixandru , Marcel van Gerven , Sergio Pequito

We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the…

Numerical Analysis · Mathematics 2019-02-05 Andrea Bonito , Juan Pablo Borthagaray , Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

Through introducing a new iterative formula for divided differnce using Neville's and Aitken's algorithms,we study new iterative methods for interpolation,numerical differentiation and numerical integration formulas with arbitrary order of…

Numerical Analysis · Mathematics 2009-09-29 Ramesh Kumar Muthumalai

This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…

Numerical Analysis · Mathematics 2023-06-14 R. Peón-Escalante , K. B. Cantún-Avila , O. Carvente , A. Espinosa-Romero , F. Peñuñuri

This paper introduces a very fast method for the computation of the resolvent of fractional powers of operators. The analysis is kept in the continuous setting of (potentially unbounded) self adjoint positive operators in Hilbert spaces.…

Numerical Analysis · Mathematics 2022-10-21 Eleonora Denich , Laura Grazia Dolce , Paolo Novati

In this paper, we discuss the acceleration of the regularized alternating least square (RALS) algorithm for tensor approximation. We propose a fast iterative method using a Aitken-Stefensen like updates for the regularized algorithm.…

Numerical Analysis · Mathematics 2017-07-25 Xiaofei Wang , Carmeliza Navasca , Stefan Kindermann

A new O(N) algorithm based on a recursion method, in which the computational effort is proportional to the number of atoms N, is presented for calculating the inverse of an overlap matrix which is needed in electronic structure calculations…

Condensed Matter · Physics 2016-08-31 T. Ozaki

In this paper, a multi-class Aw-Rascle \textrm{(AR)} model with time fractional order derivative is presented. The conservative form of the proposed model is considered for the natural extension and generalization of equations involved. The…

Analysis of PDEs · Mathematics 2024-05-17 Josephine Nanyondo , Joseph Y. T. Mugisha , Henry Kasumba

We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…

Analysis of PDEs · Mathematics 2016-05-24 Luciano Abadías , Marta de León-Contreras , José L. Torrea

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

A fractional generalization of the Floquet theorem is suggested for fractional Schr\"odinger equations (FTSE)s with the time-dependent periodic Hamiltonians. The obtained result, called the fractional Floquet theorem (fFT), is formulated in…

Quantum Physics · Physics 2023-02-07 Alexander Iomin

We are concerned with the reconstruction of a sound-soft obstacle using far field measurements of the scattered waves associated with incident plane waves sent from one direction but at multiple frequencies. We define, for each frequency,…

Numerical Analysis · Mathematics 2013-10-22 Mourad Sini , Nguyen Trung Thành

Fractional Tikhonov regularization methods have been recently proposed to reduce the oversmoothing property of the Tikhonov regularization in standard form, in order to preserve the details of the approximated solution. Their regularization…

Numerical Analysis · Mathematics 2020-09-07 Davide Bianchi , Alessandro Buccini , Marco Donatelli , Stefano Serra-Capizzano

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

Holderian functions have strong non-linearities, which result in singularities in the derivatives. This manuscript presents several fractional-order Taylor expansions of H\"olderian functions around points of non- differentiability. These…

Classical Analysis and ODEs · Mathematics 2015-08-26 Dimiter Prodanov

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls