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In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…
This paper is devoted to the efficient numerical solution of the Helmholtz equation in a two- or three-dimensional rectangular domain with an absorbing boundary condition (ABC). The Helmholtz problem is discretized by standard bilinear and…
In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…
Although Fourier series approximation is ubiquitous in computational physics owing to the Fast Fourier Transform (FFT) algorithm, efficient techniques for the fast evaluation of a three-dimensional truncated Fourier series at a set of…
The nonuniform discrete Fourier transform (NUDFT) and its inverse are widely used in various fields of scientific computing. In this article, we propose a novel superfast direct inversion method for type-III NUDFT. The proposed method…
We propose a novel framework for fast integral operations by uncovering hidden geometries in the row and column structures of the underlying operators. This is accomplished through the \texttt{Questionnaire} algorithm, an iterative…
The nonlinear Fourier transform (NLFT) extends the classical Fourier transform by replacing addition with matrix multiplication. While the NLFT on $\mathrm{SU}(1,1)$ has been widely studied, its $\mathrm{SU}(2)$ variant has only recently…
We present numerical methods based on the fast Fourier transform (FFT) to solve convolution integral equations on a semi-infinite interval (Wiener-Hopf equation) or on a finite interval (Fredholm equation). We extend and improve a FFT-based…
The well-known discrete Fourier transform (DFT) can easily be generalized to arbitrary nodes in the spatial domain. The fast procedure for this generalization is referred to as nonequispaced fast Fourier transform (NFFT). Various…
We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the…
In this article, we develop a new method to approximate numerically the fractional Laplacian of functions defined on $\mathbb R$, as well as some more general singular integrals. After mapping $\mathbb R$ into a finite interval, we…
In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…
Various applications such as MRI, solution of PDEs, etc. need to perform an inverse nonequispaced fast Fourier transform (NFFT), i. e., compute $M$ Fourier coefficients from given $N$ nonequispaced data. In the present paper we consider…
We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…
In recent years there has been a renewed interest in finding fast algorithms to compute accurately the linear canonical transform (LCT) of a given function. This is driven by the large number of applications of the LCT in optics and signal…
Fast linear transforms are ubiquitous in machine learning, including the discrete Fourier transform, discrete cosine transform, and other structured transformations such as convolutions. All of these transforms can be represented by dense…
The article presents a computationally effective algorithm for calculating the multiresolution discrete Fourier transform (MrDFT). The algorithm is based on the idea of reducing the computational complexity which was introduced by Wen and…
Numeric modeling of electromagnetics and acoustics frequently entails matrix-vector multiplication with block Toeplitz structure. When the corresponding block Toeplitz matrix is not highly sparse, e.g. when considering the electromagnetic…
In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…
We present an asymptotically improved algorithm for implementing the Quantum Fourier Transform (QFT) in both the exact and approximate settings. Historically, the approximate QFT has been implemented in $\Theta(n \log n)$ gates, and the…