Related papers: Lanczos-like algorithm for the time-ordered expone…
The time-ordered exponential is defined as the function that solves a system of coupled first-order linear differential equations with generally non-constant coefficients. In spite of being at the heart of much system dynamics, control…
The solution of linear non-autonomous ordinary differential equation systems (also known as the time-ordered exponential) is a computationally challenging problem arising in a variety of applications. In this work, we present and study a…
We show constructively that, under certain regularity assumptions, any system of coupled linear differential equations with variable coefficients can be tridiagonalized by a time-dependent Lanczos-like method. The proof we present formally…
This paper explores the forward and inverse problems for a fractional subdiffusion equation characterized by time-dependent diffusion and reaction coefficients. Initially, the forward problem is examined, and its unique solvability is…
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 consider the fundamental problem of maximizing a general quadratic function over an ellipsoidal domain, also known as the trust region problem. We give the first provable linear-time (in the number of non-zero entries of the input)…
Inhomogeneous dynamical mean-field theory has been employed to solve many interesting strongly interacting problems from transport in multilayered devices to the properties of ultracold atoms in a trap. The main computational step,…
Lanczos-type algorithms are efficient and easy to implement. Unfortunately they breakdown frequently and well before convergence has been achieved. These algorithms are typically based on recurrence relations which involve formal orthogonal…
This paper presents a unifying theory of Linear second order systems that allows time-varying and time invariant systems to be treated in the same way for the first time. In the process, a transformation is given that diagonalizes an…
The identification of the right order of the equation in applied fractional modeling plays an important role. In this paper we consider an inverse problem for determining the order of time fractional derivative in a subdiffusion equation…
In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…
In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…
Recently, a first-order differentiator based on time-varying gains was introduced in the literature, in its non recursive form, for a class of differentiable signals $y(t)$, satisfying $|\ddot{y}(t)|\leq L(t-t_0)$, for a known function…
Two-points nonlocal problem for the first order differential evolution equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified in assumption that the…
An outstanding problem when computing a function of a matrix, $f(A)$, by using a Krylov method is to accurately estimate errors when convergence is slow. Apart from the case of the exponential function which has been extensively studied in…
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…
This paper considers the temporal discretization of an inverse problem subject to a time fractional diffusion equation. Firstly, the convergence of the L1 scheme is established with an arbitrary sectorial operator of spectral angle $< \pi/2…
Non-equilibrium Green's function theory and related methods are widely used to describe transport phenomena in many-body systems, but they often require a costly inversion of a large matrix. We show here that the shift-invert Lanczos method…
We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…
A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms builded up from Ostrowski's method for solving systems of nonlinear equations…