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The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

Lanczos-based methods have become standard tools for tasks involving matrix functions. Progress on these algorithms has been driven by several largely disjoint communities, resulting many innovative and important advancements which would…

Numerical Analysis · Mathematics 2024-10-16 Tyler Chen

This work introduces a method for determining the energy spectrum of lattice quantum chromodynamics (LQCD) by applying the Lanczos algorithm to the transfer matrix and using a bootstrap generalization of the Cullum-Willoughby method to…

High Energy Physics - Lattice · Physics 2025-05-09 Michael L. Wagman

Bilevel optimization, with broad applications in machine learning, has an intricate hierarchical structure. Gradient-based methods have emerged as a common approach to large-scale bilevel problems. However, the computation of the…

Optimization and Control · Mathematics 2025-02-27 Yan Yang , Bin Gao , Ya-xiang Yuan

We reformulate the Lanczos tau method for the discretization of time-delay systems in terms of a pencil of operators, allowing for new insights into this approach. As a first main result, we show that, for the choice of a shifted Legendre…

Numerical Analysis · Mathematics 2024-11-14 Evert Provoost , Wim Michiels

In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…

Numerical Analysis · Mathematics 2018-06-01 Dongdong He , Kejia Pan

The aim of this paper is twofold. First, we obtain the explicit exact formal solutions of differential equations of different types in the form with Dyson chronological operator exponents. This allows us to deal directly with the solutions…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

The out-of-time-ordered correlator (OTOC) has emerged as an interesting object in both classical and quantum systems for probing the spatial spread and temporal growth of initially local perturbations in spatially extended chaotic systems.…

Statistical Mechanics · Physics 2023-11-21 Dipankar Roy , David A. Huse , Manas Kulkarni

In semi-classical systems, the exponential growth of the out-of-timeorder correlator (OTOC) is believed to be the hallmark of quantum chaos. However,on several occasions, it has been argued that, even in integrable systems, OTOC can grow…

Quantum Physics · Physics 2022-06-07 Budhaditya Bhattacharjee , Xiangyu Cao , Pratik Nandy , Tanay Pathak

A finite-element discretization of such an equation yields a linear system whose conditioning worsens as the variations in the values of PDE coefficients becomes large. This paper introduces a procedure by which the discrete system obtained…

Numerical Analysis · Mathematics 2018-01-08 Yuliya Gorb , Daria Kurzanova , Yuri Kuznetsov

The computation of the Schr\"odinger equation featuring time-dependent potentials is of great importance in quantum control of atomic and molecular processes. These applications often involve highly oscillatory potentials and require…

Numerical Analysis · Mathematics 2018-01-23 Arieh Iserles , Karolina Kropielnicka , Pranav Singh

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

We present an algorithm for marginalising changepoints in time-series models that assume a fixed number of unknown changepoints. Our algorithm is differentiable with respect to its inputs, which are the values of latent random variables…

Machine Learning · Computer Science 2019-11-25 Hyoungjin Lim , Gwonsoo Che , Wonyeol Lee , Hongseok Yang

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

The starting point of this paper is that a spectral method is essentially a combination of an orthonormal basis of the underlying Hilbert space with Galerkin conditions. The choice of an orthonormal basis depends on a number of desirable…

Numerical Analysis · Mathematics 2026-03-13 Arieh Iserles , Marcus Webb

We consider linear ill-conditioned operator equations in a Hilbert space setting. Motivated by the aggregation method, we consider approximate solutions constructed from linear combinations of Tikhonov regularization, which amounts to…

Numerical Analysis · Mathematics 2023-06-07 Stefan Kindermann , Werner Zellinger

Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained Lasso model has been proposed in the literature. In this…

Optimization and Control · Mathematics 2019-03-13 Zengde Deng , Anthony Man-Cho So

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

Covergent eigensolutions of the Dirac Equation for a relativistic electron in an external Coulomb potential are obtained using the Lanczos Algorithm. A tri-diagonal matrix representation of the Dirac Hamiltonian operator is constructed…

Mathematical Physics · Physics 2007-06-18 R. C. Andrew , H. G. Miller , G. D. Yen

In this paper, we investigate the use of multilinear algebra for reducing the order of multidimensional linear time-invariant (MLTI) systems. Our main tools are tensor rational Krylov subspace methods, which enable us to approximate the…

Numerical Analysis · Mathematics 2024-11-28 Houda Barkouki , Khalide Jbilou