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Approximate group analysis technique, that is, the technique combining the methodology of group analysis and theory of small perturbations, is applied to finite-difference equations approximating ordinary differential equations.…

solv-int · Physics 2008-02-03 Azat M. Latypov

We observe that solutions of a large class of highly oscillatory second order linear ordinary differential equations can be approximated using nonoscillatory phase functions. In addition, we describe numerical experiments which illustrate…

Numerical Analysis · Mathematics 2014-09-16 Jhu Heitman , James Bremer , Vladimir Rokhlin

In the article [B.J.West, Exact solution to fractional logistic equation, Physica A: Statistical Mechanics and its Applications 429 (2015) 103-108], the author has obtained a function as the solution to fractional logistic equation (FLE).…

Mathematical Physics · Physics 2018-04-24 Mirko D'Ovidio , Paola Loreti , Sima Sarv Ahrabi

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber

In this paper we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective…

Optimization and Control · Mathematics 2021-05-21 Marco Boresta , Tommaso Colombo , Alberto De Santis , Stefano Lucidi

This article analysis differential equations which represents damped and fractional oscillators. First, it is shown that prior to using physical quantities in fractional calculus, it is imperative that they are turned dimensionless.…

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

We describe a method for the rapid numerical evaluation of the Bessel functions of the first and second kinds of nonnegative real orders and positive arguments. Our algorithm makes use of the well-known observation that although the Bessel…

Numerical Analysis · Mathematics 2017-05-23 James Bremer

The paper explores the differential inclusion of a special form. It is supposed that the support function of the set in the right-hand side of an inclusion may contain the sum of the maximum and the minimum of the finite number of…

Optimization and Control · Mathematics 2025-02-05 Alexander Fominyh

The best bounds of the form $B(\alpha,\beta,\gamma,x)=(\alpha+\sqrt{\beta^2+\gamma^2 x^2})/x$ for ratios of modified Bessel functions are characterized: if $\alpha$, $\beta$ and $\gamma$ are chosen in such a way that…

Classical Analysis and ODEs · Mathematics 2023-04-17 J. Segura

Finite difference (FD) approximation is a classic approach to stochastic gradient estimation when only noisy function realizations are available. In this paper, we first provide a sample-driven method via the bootstrap technique to estimate…

Methodology · Statistics 2024-08-21 Guo Liang , Guangwu Liu , Kun Zhang

A reasonably complete theory of the approximation of an irrational by rational fractions whose numerators and denominators lie in prescribed arithmetic progressions is developed in this paper. Results are both, on the one hand, from a…

Number Theory · Mathematics 2014-08-27 Faustin Adiceam

The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquin Quintana-Murillo

We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…

Optimization and Control · Mathematics 2019-07-12 Reinier Díaz Millán , Majela Pentón Machado

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

We provide a new method to approximate a (possibly discontinuous) function using Christoffel-Darboux kernels. Our knowledge about the unknown multivariate function is in terms of finitely many moments of the Young measure supported on the…

Optimization and Control · Mathematics 2021-04-09 Swann Marx , Edouard Pauwels , Tillmann Weisser , Didier Henrion , Jean Lasserre

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin…

Probability · Mathematics 2019-11-27 Shigeki Aida , Nobuaki Naganuma

This work presents a novel matrix-based method for constructing an approximation Hessian using only function evaluations. The method requires less computational power than interpolation-based methods and is easy to implement in matrix-based…

Numerical Analysis · Mathematics 2023-04-07 W. Hare , G. Jarry-Bolduc , C. Planiden

Fractional order controllers become increasingly popular due to their versatility and superiority in various performance. However, the bottleneck in deploying these tools in practice is related to their analog or numerical implementation.…

Numerical Analysis · Mathematics 2021-01-28 Yiheng Wei , YangQuan Chen , Yingdong Wei , Xuefeng Zhang
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