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Artificial intelligence has recently experienced remarkable advances, fueled by large models, vast datasets, accelerated hardware, and, last but not least, the transformative power of differentiable programming. This new programming…

Machine Learning · Computer Science 2025-06-25 Mathieu Blondel , Vincent Roulet

Incremental computation has recently been studied using the concepts of change structures and derivatives of programs, where the derivative of a function allows updating the output of the function based on a change to its input. We…

Programming Languages · Computer Science 2018-11-26 Mario Alvarez-Picallo , Alex Eyers-Taylor , Michael Peyton Jones , C. -H. Luke Ong

We develop a calculus of variations for functionals which are defined on a set of non differentiable curves. We first extend the classical differential calculus in a quantum calculus, which allows us to define a complex operator, called the…

General Mathematics · Mathematics 2015-06-26 Jacky Cresson

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

There exist many applications where it is necessary to approximate numerically derivatives of a function which is given by a computer procedure. In particular, all the fields of optimization have a special interest in such a kind of…

Numerical Analysis · Mathematics 2012-03-15 Yaroslav D. Sergeyev

Derivatives and integrals of non-integer order were introduced more than three centuries ago, but only recently gained more attention due to their application on nonlocal phenomena. In this context, the Caputo derivatives are the most…

Optimization and Control · Mathematics 2013-02-15 Matheus J. Lazo , Delfim F. M. Torres

Integer-order differential operators were originally used to describe local and isotropic effects, in both space and time. However, in fields like biology, the modelling of complex phenomena with spatial heterogeneity necessitates more…

Dynamical Systems · Mathematics 2025-03-18 Cypres Verbeeck , Nikolaos Sfakianakis

Using fractional calculus we define integrals of the form $% \int_{a}^{b}f(x_{t})dy_{t}$, where $x$ and $y$ are vector-valued H\"{o}lder continuous functions of order $\displaystyle \beta \in (\frac13, \frac12)$ and $f$ is a continuously…

Probability · Mathematics 2007-05-23 Yaozhong Hu , David Nualart

In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…

Statistical Mechanics · Physics 2016-08-31 Fevzi Buyukkilic , Zahide Ok Bayrakdar , Dogan Demirhan

We introduce a new approach for solving forward systems of differential equations using a combination of splitting methods and physics-informed neural networks (PINNs). The proposed method, splitting PINN, effectively addresses the…

Numerical Analysis · Mathematics 2024-04-02 Simin Shekarpaz , Fanhai Zeng , George Karniadakis

We describe here a library aimed at automating the solution of partial differential equations using the finite element method. By employing novel techniques for automated code generation, the library combines a high level of expressiveness…

Mathematical Software · Computer Science 2012-05-15 Anders Logg , Garth N. Wells

A natural consequence of the fractional calculus is its extension to a matrix order of differentiation and integration. A matrix-order derivative definition and a matrix-order integration arise from the generalization of the gamma function…

General Mathematics · Mathematics 2020-05-04 C. B. da Porciuncula

We compare traditional approach of computing logarithmic returns with the fractional differencing method and its tempered extension as methods of data preparation before their usage in advanced machine learning models. Differencing…

Statistical Finance · Quantitative Finance 2025-05-27 Dominik Stempień , Janusz Gajda

$\mathtt{qnm}$ is an open-source Python package for computing the Kerr quasinormal mode frequencies, angular separation constants, and spherical-spheroidal mixing coefficients. The $\mathtt{qnm}$ package includes a Leaver solver with the…

General Relativity and Quantum Cosmology · Physics 2019-10-03 Leo C. Stein

A new calculus based on fractal subsets of the real line is formulated. In this calculus, an integral of order $\alpha, 0 < \alpha \leq 1$, called $F^\alpha$-integral, is defined, which is suitable to integrate functions with fractal…

Mathematical Physics · Physics 2007-05-23 Abhay Parvate , A. D. Gangal

The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…

Numerical Analysis · Mathematics 2022-04-27 Laura Pezza , Francesca Pitolli

Algebraic differentiators have attracted much interest in recent years. Their simple implementation as classical finite impulse response digital filters and systematic tuning guidelines may help to solve challenging problems, including, but…

Systems and Control · Electrical Eng. & Systems 2023-08-10 Amine Othmane , Joachim Rudolph

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 announce some Python classes for numerical solution of partial differential equations, or boundary value problems of ordinary differential equations. These classes are built on routines in \texttt{numpy} and \texttt{scipy.sparse.linalg}…

Computational Physics · Physics 2015-03-17 Asif Mushtaq , Trond Kvamsdal , Kåre Olaussen

It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…

Probability · Mathematics 2019-05-03 Peter Kern , Svenja Lage , Mark M. Meerschaert
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