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The problem of inverting the total divergence operator is central to finding components of a given conservation law. This might not be taxing for a low-order conservation law of a scalar partial differential equation, but integrable systems…

Mathematical Physics · Physics 2022-12-19 Peter E. Hydon

This paper is concerned with the efficient evaluation of higher-order derivatives of functions $f$ that are composed of matrix operations. I.e., we want to compute the $D$-th derivative tensor $\nabla^D f(X) \in \mathbb R^{N^D}$, where…

Data Structures and Algorithms · Computer Science 2016-09-08 Sebastian F. Walter

Forward Automatic Differentiation (AD) is a technique for augmenting programs to compute derivatives. The essence of Forward AD is to attach perturbations to each number, and propagate these through the computation. When derivatives are…

Symbolic Computation · Computer Science 2019-09-23 Oleksandr Manzyuk , Barak A. Pearlmutter , Alexey Andreyevich Radul , David R. Rush , Jeffrey Mark Siskind

Differential machine learning (DML) is a recently proposed technique that uses samplewise state derivatives to regularize least square fits to learn conditional expectations of functionals of stochastic processes as functions of state…

Computational Finance · Quantitative Finance 2023-02-21 Arun Kumar Polala , Bernhard Hientzsch

We propose a differentiable nonparametric algorithm, the Delaunay triangulation learner (DTL), to solve the functional approximation problem on the basis of a $p$-dimensional feature space. By conducting the Delaunay triangulation algorithm…

Machine Learning · Statistics 2019-06-04 Yehong Liu , Guosheng Yin

Computers calculate transcendental functions by approximating them through the composition of a few limited-precision instructions. For example, an exponential can be calculated with a Taylor series. These approximation methods were…

Neural and Evolutionary Computing · Computer Science 2023-12-15 Esteban Real , Yao Chen , Mirko Rossini , Connal de Souza , Manav Garg , Akhil Verghese , Moritz Firsching , Quoc V. Le , Ekin Dogus Cubuk , David H. Park

Real number calculations on elementary functions are remarkably difficult to handle in mechanical proofs. In this paper, we show how these calculations can be performed within a theorem prover or proof assistant in a convenient and highly…

Mathematical Software · Computer Science 2007-08-29 Marc Daumas , David Lester , César Muñoz

In this paper we describe an algorithm and a Fortran 90 module ({\bf Conical}) for the computation of the conical function $P^m_{-\tfrac12+i\tau}(x)$ for $x>-1$, $m \ge 0$, $\tau >0$. These functions appear in the solution of Dirichlet…

Classical Analysis and ODEs · Mathematics 2015-06-16 Amparo Gil , Javier Segura , Nico M. Temme

While the definition of a fractional integral may be codified by Riemann and Liouville, an agreed-upon fractional derivative has eluded discovery for many years. This is likely a result of integral definitions including numerous constants…

Classical Analysis and ODEs · Mathematics 2018-10-10 Evan Camrud

The first-order Euler-Maclaurin formula relates the sum of the values of a smooth function on an interval of integers with its integral on the same interval on $\mathbb R$. We formulate here the analogue for functions that are just of…

Functional Analysis · Mathematics 2017-01-04 Giuseppe De Marco , Carlo Mariconda , Marco De Zotti

This paper introduces a new computational framework to derive electromagnetic field derivatives with respect to multiple design parameters up to any order with the Finite-Difference Time-Domain (FDTD) technique. Specifically, only one FDTD…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Kae-An Liu , Costas D. Sarris

Recently there has been a renewed interest in asymptotic Euler-MacLaurin formulas, partly due to applications to spectral theory of differential operators. Using elementary means, we recover such formulas for compactly supported smooth…

Classical Analysis and ODEs · Mathematics 2014-12-01 Yohann Le Floch , Álvaro Pelayo

It is well-known that the two-parameter Mittag-Leffler (ML) function plays a key role in Fractional Calculus. In this paper, we address the problem of computing this function, when its argument is a square matrix. Effective methods for…

Numerical Analysis · Mathematics 2023-10-04 João R. Cardoso

Classical functional calculus is primarily spectral, capturing eigenvalue information through resolvent methods while largely ignoring nilpotent structure. Building on the projector-nilpotent characterization developed in our companion…

Functional Analysis · Mathematics 2026-05-14 Shih-Yu Chang

We extend JAX with the capability to automatically differentiate higher-order functions (functionals and operators). By representing functions as a generalization of arrays, we seamlessly use JAX's existing primitive system to implement…

Programming Languages · Computer Science 2024-01-30 Min Lin

Differential equations parameterized by neural networks become expensive to solve numerically as training progresses. We propose a remedy that encourages learned dynamics to be easier to solve. Specifically, we introduce a differentiable…

Machine Learning · Computer Science 2020-10-26 Jacob Kelly , Jesse Bettencourt , Matthew James Johnson , David Duvenaud

We present a new Fortran library to evaluate all harmonic polylogarithms up to weight four numerically for any complex argument. The algorithm is based on a reduction of harmonic polylogarithms up to weight four to a minimal set of basis…

High Energy Physics - Phenomenology · Physics 2011-06-29 Stephan Buehler , Claude Duhr

Holderian functions have strong non-linearities, which result in singularities in the derivatives. This manuscript presents several fractional-order Taylor expansions of H\"olderian functions around points of non- differentiability. These…

Classical Analysis and ODEs · Mathematics 2015-08-26 Dimiter Prodanov

Almost all problems in applied mathematics, including the analysis of dynamical systems, deal with spaces of real-valued functions on Euclidean domains in their formulation and solution. In this paper, we describe the the tool Ariadne,…

Mathematical Software · Computer Science 2025-10-01 Pieter Collins , Luca Geretti , Sanja Zivanovic Gonzalez , Davide Bresolin , Tiziano Villa

The computation of higher order processes very often involves a large number of diagrams. In addition, it is in general not possible to solve the occurring integrals explicitly and expansions in small quantities have to be performed. This…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. Steinhauser
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