Related papers: Computing the Lyapunov operator \varphi-functions,…

We study the top Lyapunov exponents of random products of positive $2 \times 2$ matrices and obtain an efficient algorithm for its computation. As in the earlier work of Pollicott, the algorithm is based on the Fredholm theory of…

This paper considers several approximate operators used in a particle method based on a Voronoi diagram. We introduce and study our approximate operators on gradient and Laplace operators. We derive error estimates for these approximate…

This paper presents some new propositions related to the fractional order $h$-difference operators, for the case of general quadratic forms and for the polynomial type, which allow proving the stability of fractional order $h$-difference…

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…

We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…

We discuss several techniques for the evaluation of the generalised Lyapunov exponents which characterise the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorithm that performs importance sampling…

An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $\Psi$-fractional calculus. The operational calculus approach has proved useful…

We use isomorphism $\varphi$ between matrix algebras and simple orthogonal Clifford algebras $\cl(Q)$ to compute matrix exponential ${e}^{A}$ of a real, complex, and quaternionic matrix A. The isomorphic image $p=\varphi(A)$ in $\cl(Q),$…

We present a MATLAB toolbox for five different classes of exponential integrators for solving (mildly) stiff ordinary differential equations or time-dependent partial differential equations. For the efficiency of such exponential…

Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral…

We present a method for computing actions of the exponential-like $\varphi$-functions for a Kronecker sum $K$ of $d$ arbitrary matrices $A_\mu$. It is based on the approximation of the integral representation of the $\varphi$-functions by…

In this paper we use the orthogonal system of the Jacobi polynomials as a tool to study the Riemann-Liouville fractional integral and derivative operators on a compact of the real axis.This approach has some advantages and allows us to…

In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the…

The purpose of this paper is to obtain an integral representation for the difference $f(L_1)-f(L_2)$ of functions of maximal dissipative operators. This representation in terms of double operator integrals will allow us to establish…

Suppose that ${\cal L}$ is a divergence form differential operator of the form ${\cal L}f:=(1/2) e^{U}\nabla_x\cdot\big[e^{-U}(I+H)\nabla_x f\big]$, where $U$ is scalar valued, $I$ identity matrix and $H$ an anti-symmetric matrix valued…

We derive algorithms for higher order derivative computation of the rectangular $QR$ and eigenvalue decomposition of symmetric matrices with distinct eigenvalues in the forward and reverse mode of algorithmic differentiation (AD) using…

Let $f$ be a real polynomial of $x = (x_1,\dots,x_n)$ and $\varphi$ be a locally integrable function of $x$ which satisfies a holonomic system of linear differential equations. We study the distribution $f_+^\lambda\varphi$ with a…

We show and give the linear differential operators ${\cal L}^{scal}_q$ of order q= n^2/4+n+7/8+(-1)^n/8, for the integrals $I_n(r)$ which appear in the two-point correlation scaling function of Ising model $ F_{\pm}(r)= \lim_{scaling} {\cal…

In the paper we prove several inequalities involving two isotonic linear functionals. We consider inequalities for functions with variable bounds, for Lipschitz and H\" older type functions etc. These results give us an elegant method for…

We derive Lyapunov-type inequalities for general third order nonlinear equations involving multiple $\psi$-Laplacian operators of the form \begin{equation*} (\psi_{2}((\psi_{1}(u'))'))' + q(x)f(u) = 0, \end{equation*} where $\psi_{2}$ and…