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Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by…

Machine Learning · Computer Science 2019-11-05 Vladimir Vovk , Ivan Petej , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman

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…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

Recently, several convergence rate results for Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) have been presented in the literature. In this paper, we show global linear convergence rate bounds for…

Optimization and Control · Mathematics 2016-04-13 Pontus Giselsson , Stephen Boyd

Fractional differential equations (FDEs) describe subdiffusion behavior of dynamical systems. Its non-local structure requires taking into account the whole evolution history during the time integration, which then possibly causes…

Numerical Analysis · Mathematics 2022-02-17 Ustim Khristenko , Barbara Wohlmuth

The main objective of this paper is to introduce an algorithm for solving fractional and classical differential equations based on a new generalized fractional power series. The algorithm relies on expanding the solution of an FDE or an ODE…

General Mathematics · Mathematics 2024-06-26 Youness Assebbane , Mohamed Echchehira , Mohamed Bouaouid , Mustapha Atraoui

In this work we propose a new splitting technique, namely Asymmetric Forward-Backward-Adjoint splitting, for solving monotone inclusions involving three terms, a maximally monotone, a cocoercive and a bounded linear operator. Classical…

Optimization and Control · Mathematics 2016-10-17 Puya Latafat , Panagiotis Patrinos

We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…

Numerical Analysis · Mathematics 2022-10-11 Nicolas A. Labanda , Pouria Behnoudfar , Victor M. Calo

In this paper we consider the numerical solution of Fractional Differential Equations by means of $m$-step recursions. The construction of such formulas can be obtained in many ways. Here we study a technique based on the rational…

Numerical Analysis · Mathematics 2014-05-21 Lidia Aceto , Cecilia Magherini , Paolo Novati

The tempered evolution equation describes the trapped dynamics, widely appearing in nature, e.g., the motion of living particles in viscous liquid. This paper proposes the fast predictor-corrector approach for the tempered fractional…

Numerical Analysis · Mathematics 2015-02-16 Jingwei Deng , Lijing Zhao , Yujiang Wu

In this paper, we propose a solution of fractional logistic equation by using properties of Mittag-Leffler function.

Classical Analysis and ODEs · Mathematics 2017-02-21 Jignesh P. Chauhan , Ranjan K. Jana , Pratik V. Shah , Ajay K. Shukla

In this article, we introduce a finite element method designed for the robust computation of approximate signed distance functions to arbitrary boundaries in two and three dimensions. Our method employs a novel prediction-correction…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Amina El Bachari , Johann Rannou , Vladislav A. Yastrebov , Pierre Kerfriden , Susanne Claus

The modulating functions method has been used for the identification of linear and nonlinear systems. In this paper, we generalize this method to the on-line identification of fractional order systems based on the Riemann-Liouville…

Numerical Analysis · Mathematics 2013-03-18 Da-Yan Liu , Taous-Meriem Laleg-Kirati , Olivier Gibaru , Wilfrid Perruquetti

The deviation vectors provide additional degrees of freedom and effectively enhance the flexibility of algorithms. In the literature, the iterative schemes with deviations are constructed and their convergence analyses are performed on an…

Optimization and Control · Mathematics 2025-09-05 Yongyu Fu , Haowen Zheng , Qiao-Li Dong , Xiaolong Qin , Jing Zhao

We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…

Optimization and Control · Mathematics 2007-05-23 I. Y. Tyukin , D. V. Prokhorov , Cees van Leeuwen

In this paper, we investigate a fractional differential equation involving sequential Caputo derivatives, motivated by recent research on fractional models with multiple memory effects. Using techniques inspired by earlier works on…

Numerical Analysis · Mathematics 2026-04-24 Fayziev Yusuf , Jumaeva Shakhnoza

A generalization of exterior calculus is considered by allowing the partial derivatives in the exterior derivative to assume fractional orders. That is, a fractional exterior derivative is defined. This is found to generate new vector…

Mathematical Physics · Physics 2009-11-10 Kathleen Cotrill-Shepherd , Mark Naber

There is no unified method to solve the fractional differential equation. The type of derivative here used in this paper is of Jumarie formulation, for the several differential equations studied. Here we develop an algorithm to solve the…

Classical Analysis and ODEs · Mathematics 2016-03-14 Uttam Ghosh , Srijan Sengupta , Susmita Sarkar , Shantanu Das

This work presents a new three-operator splitting method to handle monotone inclusion and convex optimization problems. The proposed splitting serves as another natural extension of the Douglas-Rachford splitting technique to problems…

Optimization and Control · Mathematics 2025-10-03 Anshika Anshika , Jiaxing Li , Debdas Ghosh , Xiangxiong Zhang

In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for…

Optimization and Control · Mathematics 2024-11-19 Leyu Hu , Jiaxin Xie , Xingju Cai , Deren Han

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara