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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

A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their…

Machine Learning · Computer Science 2019-02-01 Kei Nakagawa , Tomoki Ito , Masaya Abe , Kiyoshi Izumi

Pulay's Residual Metric Minimization (RMM) method is one of the standard techniques for achieving self consistency in ab initio electronic structure calculations. We describe a reformulation of Pulay's RMM which guarantees reduction of the…

Condensed Matter · Physics 2009-10-31 D. R. Bowler , M. J. Gillan

Large language models frequently commit unrecoverable reasoning errors mid-generation: once a wrong step is taken, subsequent tokens compound the mistake rather than correct it. We introduce $\textbf{Latent Phase-Shift Rollback}$ (LPSR): at…

Machine Learning · Computer Science 2026-04-21 Manan Gupta , Dhruv Kumar

The use of Physics-informed neural networks (PINNs) has shown promise in solving forward and inverse problems of fractional diffusion equations. However, due to the fact that automatic differentiation is not applicable for fractional…

Numerical Analysis · Mathematics 2023-04-04 Xiong-Bin Yan , Zhi-Qin John Xu , Zheng Ma

We consider a fractional version of the Heston volatility model which is inspired by [16]. Within this model we treat portfolio optimization problems for power utility functions. Using a suitable representation of the fractional part,…

Portfolio Management · Quantitative Finance 2019-05-17 Nicole Bäuerle , Sascha Desmettre

This paper presents a tensor-recovery method to solve probabilistic power flow problems. Our approach generates a high-dimensional and sparse generalized polynomial-chaos expansion that provides useful statistical information. The result…

Computational Engineering, Finance, and Science · Computer Science 2015-08-12 Zheng Zhang , Hung Dinh Nguyen , Konstantin Turitsyn , Luca Daniel

We present a framework for solving partial different equations on evolving surfaces. Based on the grid-based particle method (GBPM) [18], the method can naturally resample the surface even under large deformation from the motion law. We…

Numerical Analysis · Mathematics 2024-07-25 Ningchen Ying , Shingyu Leung

The method of separation of variables can be used to solve many separable linear partial differential equations (LPDEs). Moreover, variable separation solutions usually are some trigonometric series. In the paper, base on some ideas of this…

Analysis of PDEs · Mathematics 2016-02-02 Tao Zhang , Alatancang Chen

Reinforcement Learning (RL) has recently emerged as a powerful technique for improving image and video generation in Diffusion and Flow Matching models, specifically for enhancing output quality and alignment with prompts. A critical step…

Computer Vision and Pattern Recognition · Computer Science 2025-12-09 Feng Wang , Zihao Yu

The main objective of this paper is to give a wide study on the conformable fractional Legendre polynomials (CFLPs). This study is assumed to be a generalization and refinement, in an easy way, of the scalar case into the context of the…

Classical Analysis and ODEs · Mathematics 2020-06-18 Mhmoud Abul-Ez , Ali Youssef , Mohra Zayed , Manuel De la Sen

We present a method derived from Laplace transform theory that enables the evaluation of fractional integrals. This method is adapted and extended in a variety of ways to demonstrate its utility in deriving alternative representations for…

Classical Analysis and ODEs · Mathematics 2009-09-25 M. Lawrence Glasser , Victor Kowalenko

The stochastic partial differential equation (SPDE) approach is widely used for modeling large spatial datasets. It is based on representing a Gaussian random field $u$ on $\mathbb{R}^d$ as the solution of an elliptic SPDE $L^\beta u =…

Methodology · Statistics 2023-07-31 David Bolin , Alexandre B. Simas , Zhen Xiong

A myriad of applications ranging from engineering and scientific simulations, image and signal processing as well as high-sensitive data retrieval demand high processing power reaching up to teraflops for their efficient execution. While a…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-08-02 Patrick Mukala

We propose and test the first Reduced Radial Basis Function Method (R$^2$BFM) for solving parametric partial differential equations on irregular domains. The two major ingredients are a stable Radial Basis Function (RBF) solver that has an…

Numerical Analysis · Mathematics 2014-10-09 Yanlai Chen , Sigal Gottlieb , Alfa Heryudono , Akil Narayan

High-throughput computational imaging requires efficient processing algorithms to retrieve multi-dimensional and multi-scale information. In computational phase imaging, phase retrieval (PR) is required to reconstruct both amplitude and…

Image and Video Processing · Electrical Eng. & Systems 2021-09-15 Xuyang Chang , Liheng Bian , Jun Zhang

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

This paper introduces the Asymptotic-Preserving Random Feature Method (APRFM) for the efficient resolution of multiscale radiative transfer equations. The APRFM effectively addresses the challenges posed by stiffness and multiscale…

Numerical Analysis · Mathematics 2025-05-20 Jingrun Chen , Zheng Ma , Keke Wu

In this paper, we derive a new computational algorithm for Barrett technique for modular polynomial multiplication, termed BA-P. BA-P is then applied to a new residue arithmetic based Barrett algorithm for modular polynomial multiplication…

Number Theory · Mathematics 2016-02-05 Hari K Garg , Hanshen Xiao

Machine learning algorithms are commonly specified in linear algebra (LA). LA expressions can be rewritten into more efficient forms, by taking advantage of input properties such as sparsity, as well as program properties such as common…

Databases · Computer Science 2020-12-24 Yisu Remy Wang , Shana Hutchison , Jonathan Leang , Bill Howe , Dan Suciu
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