Related papers: A Lanczos-like method for non-autonomous linear or…
The article proposes an approach to complete-type and related Lyapunov-Krasovskii functionals that neither requires knowledge of the delay-Lyapunov matrix function nor does it involve linear matrix inequalities. The approach is based on…
The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related…
A novel fourth-order finite difference formula coupling the Crank-Nicolson explicit linearized method is proposed to solve Riesz space fractional nonlinear reaction-diffusion equations in two dimensions. Theoretically, under the Lipschitz…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
We propose a linear-time algorithm to compute low-rank Chow decompositions. Our algorithm can decompose concise symmetric 3-tensors in n variables of Chow rank n/3. The algorithm is pencil based, hence it relies on generalized eigenvalue…
The predictability problem for systems with different characteristic time scales is investigated. It is shown that even in simple chaotic dynamical systems, the leading Lyapunov exponent is not sufficient to estimate the predictability…
Both the classical time-ordering and the Magnus expansion are well-known in the context of linear initial value problems. Motivated by the noncommutativity between time-ordering and time derivation, and related problems raised recently in…
We study dynamical optimal transport of discrete time systems (dDOT) with Lagrangian cost. The problem is approached by combining optimal control and Kantorovich duality theory. Based on the derived solution, a first order splitting…
Various recurrence relations between formal orthogonal polynomials can be used to derive Lanczos-type algorithms. In this paper, we consider recurrence relation $A_{12}$ for the choice $U_i(x)=P_i(x)$, where $U_i$ is an auxiliary family of…
Longitudinal analysis is important in many disciplines, such as the study of behavioral transitions in social science. Only very recently, feature selection has drawn adequate attention in the context of longitudinal modeling. Standard…
A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich's…
The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical…
This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…
This article focuses on the space-time isogeometric method for a linear time dependent fourth order problem. Using an auxiliary variable, first the problem is split into a system of two second order differential equations and then the…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
We establish a direct correspondence between the Lanczos approach and the orthogonal polynomials approach in random matrix theory. In the large-$N$ and continuum limits, the average Lanczos coefficients and the recursion coefficients become…
The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…
First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…
We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…
In this work, the synchronization problem of a master-slave system of autonomous ordinary differential equations (ODEs) is considered. Here, the systems are, chaotic with a nonlinearity represented by a piecewise linear function,…