Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...

Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...

Abstract: We consider a generalization of the Laplace transform of Poisson shot noise defined as an integral transform with respect to a matrix exponential. We denote this as the matrix Laplace ...

In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...

Abstract: In this article, we propose a symplectic finite-difference time-domain (SFDTD) algorithm to model magnetically biased anisotropic graphene. The Dirac delta function is employed to represent ...

We consider the problem (posed by A. G. Laurent) of "anti-projecting" certain hyperspherical distributions from a subspace of matrices to the full space. Using certain fractional differentiation ...