Related papers: Composite Quadrature Methods for Weakly Singular C…
In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…
We propose a numerical method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type), consisting first in applying a discrete QR technique to the associated evolution family suitably posed on a Hilbert…
In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the…
The recently developed quadrature by expansion (QBX) technique accurately evaluates the layer potentials with singular, weakly or nearly singular, or even hyper singular kernels in the integral equation reformulations of partial…
A complete numerical implementation, in both singlet and non-singlet sectors, of a very elegant method to solve the QCD Evolution equations, due to Furmanski and Petronzio, is presented. The algorithm is directly implemented in x-space by a…
We consider a time fractional differential equation of order $\alpha$, $0<\alpha<1$, $$ \frac{\partial c(x,t)}{\partial t}={}^C_0\mathcal{D}_t^{\alpha}[(Ac)(x,t)]+q(x,t) ,\quad x > 0, t > 0, \quad c(x,0)=f(x). $$ where…
We develop a unified framework for constructing matrix approximations to the convolution operator of Volterra type defined by functions that are approximated using classical orthogonal polynomials on $[-1, 1]$. The numerically stable…
We introduce an accurate and efficient method for a class of nonlocal potential evaluations with free boundary condition, including the 3D/2D Coulomb, 2D Poisson and 3D dipolar potentials. Our method is based on a Gaussian-sum approximation…
The convolution potential arises in a wide variety of application areas, and its efficient and accurate evaluation encounters three challenges: singularity, nonlocality and anisotropy. We introduce a fast algorithm based on a far-field…
We introduce a method for calculating the stationary state of a translation invariant array of weakly coupled cavities in the presence of dissipation and coherent as well as incoherent drives. Instead of computing the full density matrix…
A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…
In this paper, the WKB method is extended to be applicable for conformable Hamiltonian systems where the concept of conformable operator with fractional order $\alpha$ is used. The WKB approximation for the $\alpha$-wavefunction is derived…
In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…
We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…
Standard dynamical systems approaches to economic modeling, such as those deriving the Cobb-Douglas and CES production functions from exponential growth trajectories, typically rely on integer-order differential equations. While effective,…
Commutative hypercomplex algebras offer significant advantages over traditional quaternions due to their compatibility with linear algebra techniques and efficient computational implementation, which is crucial for broad applicability. This…
An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…
For certain types of quantum graphs we show that the random-matrix form factor can be recovered to at least third order in the scaled time $\tau$ from periodic-orbit theory. We consider the contributions from pairs of periodic orbits…
In this paper, we present a Clenshaw-Curtis-Filon-type method for the weakly singular oscillatory integral with Fourier and Hankel kernels. By interpolating the non-oscillatory and nonsingular part of the integrand at $(N+1)$…
Shape derivative is an important analytical tool for studying scattering problems involving perturbations in scatterers. Many applications, including inverse scattering, optimal design, and uncertainty quantification, are based on shape…