Contagion Risks and Security Investment in Directed Networks

2020 ◽  
Author(s):  
Hamed Amini
1961 ◽  
Vol 17 (4) ◽  
pp. 23-28
Author(s):  
Carlyle J. Plummer

2020 ◽  
Author(s):  
Andrew Agyei-Holmes ◽  
Niklas Buehren ◽  
Markus P. Goldstein ◽  
Robert Darko Osei ◽  
Isaac Osei-Akoto ◽  
...  

2021 ◽  
pp. 1-1
Author(s):  
Mohammadreza Doostmohammadian ◽  
Alireza Aghasi ◽  
Themistoklis Charalambous ◽  
Usman A. Khan

Author(s):  
Michele Benzi ◽  
Igor Simunec

AbstractIn this paper we propose a method to compute the solution to the fractional diffusion equation on directed networks, which can be expressed in terms of the graph Laplacian L as a product $$f(L^T) \varvec{b}$$ f ( L T ) b , where f is a non-analytic function involving fractional powers and $$\varvec{b}$$ b is a given vector. The graph Laplacian is a singular matrix, causing Krylov methods for $$f(L^T) \varvec{b}$$ f ( L T ) b to converge more slowly. In order to overcome this difficulty and achieve faster convergence, we use rational Krylov methods applied to a desingularized version of the graph Laplacian, obtained with either a rank-one shift or a projection on a subspace.


Author(s):  
Wei Xing ◽  
Congli Mei ◽  
Le Liu ◽  
Dong Guo ◽  
Abdulhameed F. Alkhateeb ◽  
...  

Sign in / Sign up

Export Citation Format

Share Document