Related papers: Continuous Ordinary Differential Equations and Tra…
We extend in this paper the definition of Caputo derivatives of order in $(0,1)$ to a certain class of locally integrable functions using a convolution group. Our strategy is to define a fractional calculus for a certain class of…
Computer programs may go wrong due to exceptional behaviors, out-of-bound array accesses, or simply coding errors. Thus, they cannot be blindly trusted. Scientific computing programs make no exception in that respect, and even bring…
Stochastic Differential Equations (SDEs) were originally devised by It\^o to provide a pathwise construction of diffusion processes. A less explored approach to represent them is through Time Change Equations (TCEs) as put forth by Doeblin.…
We present a novel model Graph Neural Stochastic Differential Equations (Graph Neural SDEs). This technique enhances the Graph Neural Ordinary Differential Equations (Graph Neural ODEs) by embedding randomness into data representation using…
It is shown that large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems, can be solved by the method of order completion. The solutions obtained can be assimilated with Hausdorff…
In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…
We apply the topology of convergence on compact sets to define unpredictable functions [5, 6]. The topology is metrizable and easy for applications with integral operators. To demonstrate the effectiveness of the approach, the existence and…
The function spaces of continuously differentiable functions are extensively studied and appear in various mathematical settings. In this context, we investigate the spaces of continuously fractional differentiable functions of order…
Models of computations over the integers are equivalent from a computability and complexity theory point of view by the Church-Turing thesis. It is not possible to unify discrete-time models over the reals. The situation is unclear but…
Designing and analyzing optimization methods via continuous-time models expressed as ordinary differential equations (ODEs) is a promising approach for its intuitiveness and simplicity. A key concern, however, is that the convergence rates…
We study, by means of a topological approach, the forced oscillations of second order functional retarded differential equations subject to periodic perturbations. We consider a delay-type functional dependence involving a gamma probability…
Partial Differential Equations (PDEs) are fundamental tools for modeling physical phenomena, yet most PDEs of practical interest cannot be solved analytically and require numerical approximations. The feasibility of such numerical methods,…
An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…
A subroutine for very-high-precision numerical solution of a class of ordinary differential equations is provided. For given evaluation point and equation parameters the memory requirement scales linearly with precision $P$, and the number…
Motivated by, e.g., sensitivity analysis and end-to-end learning, the demand for differentiable optimization algorithms has been significantly increasing. In this paper, we establish a theoretically guaranteed versatile framework that makes…
In this work we find a sequence of functions at which the Pearcey function is identically zero. The sequence of functions can be expressed in terms of a second order non-linear ODE, which happens to be the Rayleigh-type. As a byproduct of…
We propose a general greedy algorithm for binary de Bruijn sequences, called Generalized Prefer-Opposite (GPO) Algorithm, and its modifications. By identifying specific feedback functions and initial states, we demonstrate that most…
Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…
When developing robust preconditioners for multiphysics problems, fractional functions of the Laplace operator often arise and need to be inverted. Rational approximation in the uniform norm can be used to convert inverting those fractional…
Expectiles are statistical parameters which also provide a class of sublinear risk measures in finance. They are solutions of continuous optimization problems. The corresponding first order condition provides two different fixed point…