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We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

We consider optimization problems that arise when estimating a set of unknown parameters from experimental data, particularly in the context of nuclear density functional theory. We examine the cost of not having derivatives of these…

Computational Physics · Physics 2015-02-06 Stefan M. Wild , Jason Sarich , Nicolas Schunck

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan

In this paper, we obtain the functional derivatives of a finite horizon error norm between a full-order and a reduced-order continuous-time linear time-varying (LTV) system. Based on the functional derivatives, first-order necessary…

Systems and Control · Electrical Eng. & Systems 2024-11-15 Kasturi Das , Srinivasan Krishnaswamy , Somanath Majhi

When training large models, such as neural networks, the full derivatives of order 2 and beyond are usually inaccessible, due to their computational cost. Therefore, among the second-order optimization methods, it is common to bypass the…

Machine Learning · Computer Science 2025-10-01 Pierre Wolinski

We propose a novel method, called the dimension-changing transformation (DCT), to compute one-loop Feynman integrals and recently introduced fixed-branch integrals to arbitrary orders in $\epsilon$. The DCT relates one-loop Feynman…

High Energy Physics - Phenomenology · Physics 2024-12-31 Rui-Jun Huang , Dong-Shan Jian , Yan-Qing Ma , Dao-Ming Mu , Wen-Hao Wu

The known Complex Step Derivative (CSD) method allows easy and accurate differentiation up to machine precision of real analytic functions by evaluating them a small imaginary step next to the real number line. The current paper proposes…

Numerical Analysis · Mathematics 2021-06-18 Martin Roelfs , David Dudal , Daan Huybrechs

The finite-difference time-domain (FDTD) method, which is important in photonic hardware design flow, is widely adopted to solve time-domain Maxwell equations. However, FDTD is known for its prohibitive runtime cost, taking minutes to hours…

Computational Physics · Physics 2024-06-27 Pingchuan Ma , Haoyu Yang , Zhengqi Gao , Duane S. Boning , Jiaqi Gu

Reduced-order models that accurately abstract high fidelity models and enable faster simulation is vital for real-time, model-based diagnosis applications. In this paper, we outline a novel hybrid modeling approach that combines machine…

Signal Processing · Electrical Eng. & Systems 2020-03-06 Ion Matei , Johan de Kleer , Alexander Feldman , Rahul Rai , Souma Chowdhury

We present a cut finite element method for shape optimization in the case of linear elasticity. The elastic domain is defined by a level-set function, and the evolution of the domain is obtained by moving the level-set along a velocity…

Numerical Analysis · Mathematics 2019-02-05 Erik Burman , Daniel Elfverson , Peter Hansbo , Mats G. Larson , Karl Larsson

In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite…

Statistical Mechanics · Physics 2025-12-30 Jiri Hoogland , Dimitri Neumann

This letter is devoted to point out a specific character of the Finite-Difference-Time-Domain method through the study of nano-structures supporting geometrical symmetry-protected modes that can not be excited at certain conditions of…

Optics · Physics 2020-10-02 A. Hoblos , M. Suarez , B. Guichardaz , N. Courjal , M. -P. Bernal , F. I. Baida

In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…

Numerical Analysis · Mathematics 2009-05-26 Kevin T. Chu

An extremely fast time-harmonic finite element solver developed for the transmission analysis of photonic crystals was applied to mask simulation problems. The applicability was proven by examining a set of typical problems and by a…

Optics · Physics 2009-05-28 S. Burger , R. Köhle , L. Zschiedrich , W. Gao , F. Schmidt , R. März , C. Nölscher

In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT)…

Machine Learning · Computer Science 2026-02-09 Ziyu Zhou , Jiaxi Hu , Qingsong Wen , James T. Kwok , Yuxuan Liang

The versatile Arbitrary-DERivative (ADER) scheme is cast in a multilevel framework (ML-ADER) for fast solution of system of linear hyperbolic partial differential equations. The solution is cycled through spatial operators of varying…

Computational Physics · Physics 2017-04-05 S. M. Joshi , A. Chatterjee

In this work we present a novel framework for the computation of finite dimensional invariant sets of infinite dimensional dynamical systems. It extends a classical subdivision technique [Dellnitz/Hohmann 1997] for the computation of such…

Dynamical Systems · Mathematics 2018-08-29 Michael Dellnitz , Mirko Hessel-von Molo , Adrian Ziessler

The HFBTHO code implements a nuclear energy density functional solver to model the structure of atomic nuclei. HFBTHO has previously been used to calibrate energy functionals and perform sensitivity analysis by using derivative-free…

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

We introduce an efficient finite-element approach for large-scale real-space pseudopotential density functional theory (DFT) calculations incorporating noncollinear magnetism and spin-orbit coupling. The approach, implemented within the…

Materials Science · Physics 2025-06-11 Nikhil Kodali , Phani Motamarri