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The numerical optimization of continuous functions is a fundamental task in many scientific and engineering domains, ranging from mechanical design to training of artificial intelligence models. Among the most effective and widely used…
An algorithm for computing an analytic function of a matrix $A$ is described. The algorithm is intended for the case where $A$ has some close eigenvalues, and clusters (subsets) of close eigenvalues are separated from each other. This…
In this paper, we develop and study algorithms for approximately solving the linear algebraic systems: $\mathcal{A}_h^\alpha u_h = f_h$, $ 0< \alpha <1$, for $u_h, f_h \in V_h$ with $V_h$ a finite element approximation space. Such problems…
A new scaling and recovering algorithm is proposed for simultaneously computing the matrix $\varphi$-functions that arise in exponential integrator methods for the numerical solution of certain first-order systems of ordinary differential…
We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed…
In this paper we discuss some issues that arise in the process of writing a fractional differential equation (FDE) by replacing an integer order derivative by a fractional order derivative in a given differential equation. To address these…
The recursive Neville algorithm allows one to calculate interpolating functions recursively. Upon a judicious choice of the abscissas used for the interpolation (and extrapolation), this algorithm leads to a method for convergence…
In this paper, we construct a quadrature scheme to numerically solve the nonlocal diffusion equation $(\mathcal{A}^\alpha+b\mathcal{I})u=f$ with $\mathcal{A}^\alpha$ the $\alpha$-th power of the regularly accretive operator $\mathcal{A}$.…
The graph Fourier transform (GFT) is in general dense and requires O(n^2) time to compute and O(n^2) memory space to store. In this paper, we pursue our previous work on the approximate fast graph Fourier transform (FGFT). The FGFT is…
The Fast Multipole Method (FMM) computes pairwise interactions between particles with an efficiency that scales linearly with the number of particles. The method works by grouping particles based on their spatial distribution and…
Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in…
Triangular factorizations are an important tool for solving integral equations and partial differential equations with hierarchical matrices ($\mathcal{H}$-matrices). Experiments show that using an $\mathcal{H}$-matrix LR factorization to…
We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known…
In the present article, we review a continual effort on generalization of the Trotter formula to higher-order exponential product formulas. The exponential product formula is a good and useful approximant, particularly because it conserves…
The existing doubling algorithms have been proven efficient for several important nonlinear matrix equations arising from real-world engineering applications. In a nutshell, the algorithms iteratively compute a basis matrix, in one of the…
A unified fast time-stepping method for both fractional integral and derivative operators is proposed. The fractional operator is decomposed into a local part with memory length $\Delta T$ and a history part, where the local part is…
Purpose of writing this paper is to solve a transcendental function containing a product of a variable and its double exponential by a unique method of approximation. If the value of the said product is given, then its inverse function is…
Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…
In this work we show that it is possible to calculate the fractional integrals and derivatives of order $\alpha$ (using the Riemann-Liouville formulation) of power functions $\left( t-\ast\right) ^{\beta}$ with $\beta$ being any real value,…
We consider PDE eigenvalue problems as they occur in two-dimensional photonic crystal modeling. If the permittivity of the material is frequency-dependent, then the eigenvalue problem becomes nonlinear. In the lossless case, linearization…