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The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…

Mathematical Physics · Physics 2008-11-18 D H Gebremedhin , C A Weatherford , X Zhang , A Wynn , G Tanaka

Auxiliary matrix exponential method is used to derive simple and numerically efficient general expressions for the following, historically rather cumbersome and hard to compute, theoretical methods: (1) average Hamiltonian theory following…

Quantum Physics · Physics 2015-09-30 D. L. Goodwin , Ilya Kuprov

A generalized exponential matrix based on the construction of kernel operators for generalized summability is defined and analyzing its main properties, generalizing the classical exponential matrix and fractional exponential matrix. This…

Classical Analysis and ODEs · Mathematics 2023-05-08 Alberto Lastra , Cruz Prisuelos-Arribas

We elaborate on the method of differential equations for evaluating Feynman integrals. We focus on systems of equations for master integrals having a linear dependence on the dimensional parameter. For these systems we identify the criteria…

High Energy Physics - Phenomenology · Physics 2015-06-18 Mario Argeri , Stefano Di Vita , Pierpaolo Mastrolia , Edoardo Mirabella , Johannes Schlenk , Ulrich Schubert , Lorenzo Tancredi

We provide new exact Taylor's series with fixed coefficients and without the remainder. We demonstrate the usefulness of this contribution by using it to obtain very simple solutions to (non-linear) PDEs. We also apply the method to the…

Mathematical Finance · Quantitative Finance 2015-11-18 Moawia Alghalith

W. Magnus introduced a particular differential equation characterizing the logarithm of the solution of linear initial value problems for linear operators. The recursive solution of this differential equation leads to a peculiar Lie series,…

Combinatorics · Mathematics 2015-06-11 Kurusch Ebrahimi-Fard , Dominique Manchon

There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…

General Mathematics · Mathematics 2021-03-08 Jozef Fecenko

The article presents a matrix differential operator and a pseudoinverse matrix differential operator for finding a particular solution to nonhomogeneous linear ordinary differential equations (ODE) with constant coefficients with special…

General Mathematics · Mathematics 2021-01-07 Jozef Fecenko

The differential transformation method (DTM) enables the easy construction of a power-series solution to a nonlinear differential equation. The exponentiation operation has not been specifically addressed in the DTM literature, and…

Classical Analysis and ODEs · Mathematics 2010-07-14 Hal Finkel

In this paper, we present a novel method to compute an explicit formula for the inverse of the confluent Vandermonde matrices. Our proposed results may have many interesting perspectives in diverse areas of mathematics and natural sciences,…

Rings and Algebras · Mathematics 2020-10-09 M. Moucouf , S. Zriaa

The purpose of this research is to propose a new approach named the shifted Bessel Tau (SBT) method for solving higher-order ordinary differential equations (ODE). The operational matrices of derivative, integral and product of shifted…

Numerical Analysis · Mathematics 2017-08-24 Kourosh Parand , Amin Ghaderi , Mehdi Delkhosh , Reza Pourgholi

With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers-Moyal operator via a power-series expansion of the exponential…

Adaptation and Self-Organizing Systems · Physics 2021-04-28 Leonardo Rydin Gorjão , Dirk Witthaut , Klaus Lehnertz , Pedro G. Lind

For the unitary operator, solution of the Schroedinger equation corresponding to a time-varying Hamiltonian, the relation between the Magnus and the product of exponentials expansions can be expressed in terms of a system of first order…

Quantum Physics · Physics 2009-11-07 Claudio Altafini

We derive the stochastic version of the Magnus expansion for linear systems of stochastic differential equations (SDEs). The main novelty with respect to the related literature is that we consider SDEs in the It\^o sense, with progressively…

Probability · Mathematics 2022-05-23 Kevin Kamm , Stefano Pagliarani , Andrea Pascucci

The objective of this paper is to apply the well-known exact operational matrices (EOMs) idea for solving the Emden-Fowler equations, illustrating the superiority of EOMs versus ordinary operational matrices (OOMs). Up to now, a few studies…

Numerical Analysis · Computer Science 2014-01-03 K. Parand , Sayyed A. Hossayni , J. A. Rad

Several applied problems are characterized by the need to numerically solve equations with an operator function (matrix function). In particular, in the last decade, mathematical models with a fractional power of an elliptic operator and…

Numerical Analysis · Mathematics 2021-05-24 Petr N. Vabishchevich

We show how series expansions of functions of bosonic number operators are naturally derived from finite-difference calculus. The scheme employs Newton series rather than Taylor series known from differential calculus, and also works in…

Quantum Physics · Physics 2021-01-25 Jürgen König , Alfred Hucht

We introduce basic aspects of new operator method, which is very suitable for practical solving differential equations of various types. The main advantage of the method is revealed in opportunity to find compact exact operator solutions of…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

A new method named rational expansion method of exponent function is presented to find exact traveling wave solutions of differential-difference equations. This method generalizes the so-called tanh-method and other similar methods. Some…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Chengshi Liu

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío