Related papers: Discretized fractional substantial calculus
In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…
Fractional derivatives are a well-studied generalization of integer order derivatives. Naturally, for optimization, it is of interest to understand the convergence properties of gradient descent using fractional derivatives. Convergence…
We describe a family of iterative algorithms that involve the repeated execution of discrete and inverse discrete Fourier transforms. One interesting member of this family is motivated by the discrete Fourier transform uncertainty principle…
A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…
In this work, we present the convergence analysis of one-point large deviations rate functions (LDRFs) of the spatial finite difference method (FDM) for stochastic wave equations with small noise, which is essentially about the asymptotical…
We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…
The inaccuracy of the classical magnetic field integral equation (MFIE) is a long-studied problem. We investigate one of the potential approaches to solve the accuracy problem: higher-order discretization schemes. While these are able to…
Two numerical methods with graded temporal grids are analyzed for fractional evolution equations. One is a low-order discontinuous Galerkin (DG) discretization in the case of fractional order $0<\alpha<1$, and the other one is a low-order…
We analyze the method for calculation of properties of non-relativistic quantum systems based on exact diagonalization of space-discretized short-time evolution operators. In this paper we present a detailed analysis of the errors…
This paper proposes a new signature scheme based on two hard problems : the cube root extraction modulo a composite moduli (which is equivalent to the factorisation of the moduli, IFP) and the discrete logarithm problem(DLP). By combining…
Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…
An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…
Differential complexes such as the de Rham complex have recently come to play an important role in the design and analysis of numerical methods for partial differential equations. The design of stable discretizations of systems of partial…
We present a numerical scheme that can be combined with any fixed boundary finite element based Poisson or Grad-Shafranov solver to compute the first and second partial derivatives of the solution to these equations with the same order of…
We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…
In this paper we establish some (presumably new) interesting expressions for the composition of some well known fractional integral operators $ I^{\mu}_{a+}, D^{\mu}_{a+} $,$ I^{\gamma , \mu}_{a+}$ and also derive an integral operator…
In this paper, we introduce the new construction of fractional derivatives and integrals with respect to a function, based on a matrix approach. We believe that this is a powerful tool in both analytical and numerical calculations. We begin…
In recent years there has been a growing interest in the fractional Fourier transform driven by its large number of applications. The literature in this field follows two main routes. On the one hand, the areas where the ordinary Fourier…
A fully discrete Lagrangian scheme for numerical solution of the nonlinear fourth order DLSS equation in one space dimension is analyzed. The discretization is based on the equation's gradient flow structure in the $L^2$-Wasserstein metric.…
In the most common literature about fractional calculus, we find that $_{a}D_{t}^{\alpha }f\left( t\right) =\,_{a}I_{t}^{-\alpha }f\left( t\right) $ is assumed implicitly in the tables of fractional integrals and derivatives. However, this…