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We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…
The paper addresses the formulation and analysis of direct and inverse problems for a Langevin-type fractional differential equation under a non-local condition imposed on the time variable. An additional condition for solving the inverse…
We investigate the properties of some recently developed variable-order differential operators involving order transition functions of exponential type. Since the characterisation of such operators is performed in the Laplace domain it is…
Factorization of the incompressible Stokes operator linking pressure and velocity is revisited. The main purpose is to use the inverse of the Stokes operator with a large time step as a preconditioner for Newton and Arnoldi iterations…
Kelner, Orecchia, Sidford, and Zhu have given a randomized iterative method for approximating the solution to the discrete Laplace equation that has expected running time nearly linear in the size of the problem. The goal of this note is to…
This paper offers a matrix-free first-order numerical method to solve large-scale conic optimization problems. Solving systems of linear equations pose the most computationally challenging part in both first-order and second-order numerical…
The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is applied to the trajectory matrix of the considered time…
A state-preserving quantum counting algorithm is used to obtain coefficients of a Lanczos recursion from a single ground state wavefunction on the quantum computer. This is used to compute the continued fraction representation of an…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…
This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a class of discretization…
We consider a time-varying first-order autoregressive model with irregular innovations, where we assume that the coefficient function is H\"{o}lder continuous. To estimate this function, we use a quasi-maximum likelihood based approach. A…
In this work, an inverse problem in the fractional diffusion equation with random source is considered. Statistical moments are used of the realizations of single point observation $u(x_0,t,\omega).$ We build the representation of the…
In this paper, we present the first general solution to the automatic reconfiguration problem of timed discrete-event systems. We extend the recursive forcible backtracking approach which had been already solved the automatic…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
In this work, we consider a connected network of finitely many agents working cooperatively to solve a min-max problem with convex-concave structure. We propose a decentralised first-order algorithm which can be viewed as a non-trivial…
We consider an initial value problem for time-fractional evolution equation in Banach space $X$: $$ \pppa (u(t)-a) = Au(t) + F(t), \quad 0<t<T. \eqno{(*)} $$ Here $u: (0,T) \rrrr X$ is an $X$-valued function defined in $(0,T)$, and $a \in…
Fractional Dzherbashian-Nersesian operator is considered and three famous fractional order derivatives namely Riemann-Liouville, Caputo and Hilfer derivatives are shown to be special cases of the earlier one. The expression for Laplace…
We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…