Related papers: Augmenting Automatic Differentiation for a Single-…

Quantum computing is revolutionizing various fields, including operations research and queueing theory. This study presents a quantum method for simulating single-server Markovian (M/M/1) queues, making quantum computing more accessible to…

Consider a sequence of real-valued functions of a real variable given by a homogeneous linear recursion with differentiable coefficients. We show that if the functions in the sequence are differentiable, then the sequence of derivatives…

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…

We propose a novel method to compute a finite difference stencil for Riesz derivative for artibitrary speed of convergence. This method is based on applying a pre-filter to the Gr\"unwald-Letnikov type central difference stencil. The filter…

Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…

SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016]. In this article, we propose an extension of the SINDy method that learns systems of…

This paper considers a multichannel preemptive-resume priority queueing system with a Poisson input and an arbitrary service time distribution depending on the priority of job. Jobs of the same priority are serviced according to the LIFO…

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

We study a G/GI/1 single-server queuing model with i.i.d.\ service times that are independent of a stationary process of inter-arrival times. We show that the distribution of the waiting time converges to a stationary law as time tends to…

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

This article is in continuation of our earlier article [37] in which computational solution of an unified reaction-diffusion equation of distributed order associated with Caputo derivatives as the time-derivative and Riesz-Feller derivative…

In this paper, we consider characterisations of the class of unitary matrix integrals $\big\langle (\det U)^q {\rm e}^{s^{1/2} \operatorname{Tr}(U + U^\dagger)} \big\rangle_{U(l)}$ in terms of a first-order matrix linear differential…

Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…

Many modern numerical methods in computational science and engineering rely on derivatives of mathematical models for the phenomena under investigation. The computation of these derivatives often represents the bottleneck in terms of…

We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…

Starting from the Riemann-Liouville derivative, many authors have built their own notion of fractional derivative in order to avoid some classical difficulties like a non zero derivative for a constant function or a rather complicated…

Motivated by applications in computing and telecommunication systems, we investigate the problem of estimating p-quantile of steady-state sojourn times in a single-server multi-class queueing system with non-preemptive priorities for p…

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…