Related papers: Lanczos-like algorithm for the time-ordered expone…

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

As it is known various dynamical processes can be modeled through the systems of time-fractional order pseudo-differential equations. In the modeling process one frequently faces with determining the adequate orders of time-fractional…

Let $\{D(s), s \geq 0\}$ be a non-decreasing L\'evy process. The first-hitting time process $\{E(t) t \geq 0\}$ (which is sometimes referred to as an inverse subordinator) defined by $E(t) = \inf \{s: D(s) > t \}$ is a process which has…

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

The time-marching strategy, which propagates the solution from one time step to the next, is a natural strategy for solving time-dependent differential equations on classical computers, as well as for solving the Hamiltonian simulation…

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

We show that the method of factorizing the evolution operator to fourth order with purely positive coefficients, in conjunction with Suzuki's method of implementing time-ordering of operators, produces a new class of powerful algorithms for…

Problem for the first order differential equation with an unbounded operator coefficient in Banach space and integral nonlocal condition is considered. An exponentially convergent algorithm is proposed and justified for the numerical…

Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…

The out-of-time-ordered correlator (OTOC) diagnoses quantum chaos and the scrambling of quantum information via the spread of entanglement. The OTOC encodes forward and reverse evolutions and has deep connections with the flow of time. So…

${\cal C}$-operators were introduced as involution operators in non-Hermitian theories that commute with the time-independent Hamiltonians and the parity/time-reversal operator. Here we propose a definition for time-dependent ${\cal…

We consider the problem of minimizing a differentiable function with locally Lipschitz continuous gradient on a stratified set and present a first-order algorithm designed to find a stationary point of that problem. Our assumptions on the…

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

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…

Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…

Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…

Hamiltonians are 2-by-2 positive semidefinite real symmetric matrix-valued functions satisfying certain conditions. In this paper, we solve the inverse problem for which recovers a Hamiltonian from the solution of a first-order system…

Here, we give an algorithm for deciding if the nonnegative rank of a matrix $M$ of dimension $m \times n$ is at most $r$ which runs in time $(nm)^{O(r^2)}$. This is the first exact algorithm that runs in time singly-exponential in $r$. This…

In this article, for a time-fractional diffusion-wave equation $\pppa u(x,t) = -Au(x,t)$, $0<t<T$ with fractional order $\alpha \in (1,2)$, we consider the backward problem in time: determine $u(\cdot,t)$, $0<t<T$ by $u(\cdot,T)$ and…

The matrix differential equation $x'(t) = Q(t)x(t), x(0) = x_0$ is considered in the case where $Q(t)$ is an unspecified matrix function of time, with the only constraint that $Q(t)\in \mset$ for every $t$, where $\mset$ is a prescribed…