Related papers: Computing the Mittag-Leffler Function of a Matrix …
One-dimensional and two-dimensional integrals containing $E_b(-u)$ and $E_{\alpha ,\beta }\left(\delta x^{\gamma }\right)$ are considered. $E_b(-u)$ is the Mittag-Leffler function and the integral is taken over the rectangle $0 \leq x <…
We analyse some peculiar properties of the function of the Mittag-Leffler (M-L) type, $e_\alpha(t):= E_\alpha(-t^\alpha)$ for $0 <\alpha < 1$ and $t > 0$, which is known to be completely monotone (CM) with a non negative spectrum of…
A systematic theory is introduced for calculating the derivatives of quaternion matrix function with respect to quaternion matrix variables. The proposed methodology is equipped with the matrix product rule and chain rule and it is able to…
This paper revisits classical works of Rauch (1963, et al. 1965) and develops a novel method for maximum likelihood (ML) smoothing estimation from incomplete information/data of stochastic state-space systems. Score function and conditional…
In this article, we deal with the efficient computation of the Wright function in the cases of interest for the expression of solutions of some fractional differential equations. The proposed algorithm is based on the inversion of the…
In this paper we discuss the solvability of Langevin equations with two Hadamard fractional derivatives. The method of this discussion is to study the solutions of the equivalent Volterra integral equation in terms of Mittag- Leffler…
The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various parameter estimation techniques have been proposed, each with…
The Fueter theorem provides a two step procedure to build an axially monogenic function, i.e. a null-solutions of the Cauchy-Riemann operator in $ \mathbb{R}^4$, denoted by $ \mathcal{D}$. In the first step a holomorphic function is…
In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…
The most popular method for computing the matrix logarithm is a combination of the inverse scaling and squaring method in conjunction with a Pad\'e approximation, sometimes accompanied by the Schur decomposition. The main computational…
The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…
A new hybrid algorithm for LDU-factorization for large sparse matrix combining iterative solver, which can keep the same accuracy as the classical factorization, is proposed. The last Schur complement will be generated by iterative solver…
General fractional calculus offers an elegant and self-consistent path toward the generalization of fractional calculus to an enhanced class of kernels. Prabhakar's theory can be thought of, to some extent, as an explicit realization of…
In this paper, we develop a Monte Carlo method for solving PDEs involving an integral fractional Laplacian (IFL) in multiple dimensions. We first construct a new Feynman-Kac representation based on the Green function for the fractional…
A recently developed numerical method for the calculation of derivatives of functions of general complex matrices, which can also be combined with implicit matrix function approximations such as Krylov-Ritz type algorithms, is presented. An…
Quantitative formulations of Fefferman's counterexample for the ball multiplier are naturally linked to square function and vector-valued estimates for directional singular integrals. The latter are usually referred to as Meyer-type lemmas…
Contour integrals of rational functions over ${\cal M}_{0,n}$, the moduli space of $n$-punctured spheres, have recently appeared at the core of the tree-level S-matrix of massless particles in arbitrary dimensions. The contour is determined…
We present two types of polynomials related to the Mittag-Leffler function namely the fractional Hermite polynomial and the Mittag-Leffler polynomial. The first modifies the Hermite polynomial and the second one is a refashioned Laguerre…
In this report the emphasis is on an alternative representation of the Magnus series by proper operator (matrix) exponential solutions to differential equations (systems), both linear and nonlinear ODEs and PDEs. The main idea here is in…
We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…