Related papers: The fractional orthogonal derivative
To address limitations of the graph fractional Fourier transform (GFRFT) Wiener filtering and the traditional joint time-vertex fractional Fourier transform (JFRFT) Wiener filtering, this study proposes a filtering method based on the…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…
Fractional operators (derivatives/integrals) are defined via the integration of the functions. When the function is produced by a spanning set of fractional power functions, traditional quadrature rules often need to be revised, failing to…
Recent work of Biedermann and R\"ondigs has translated Goodwillie's calculus of functors into the language of model categories. Their work focuses on symmetric multilinear functors and the derivative appears only briefly. In this paper we…
In this article we consider the approximation of a variable coefficient (two-sided) fractional diffusion equation (FDE), having unknown $u$. By introducing an intermediate unknown, $q$, the variable coefficient FDE is rewritten as a lower…
I consider differential of mapping $f$ of continuous division ring as linear mapping the most close to mapping $f$. Different expressions which correspond to known deffinition of derivative are supplementary. I explore the Gateaux…
In this paper we introduce the notion of fractional martingale as the fractional derivative of order $\alpha$ of a continuous local martingale, where $\alpha\in(-{1/2},{1/2})$, and we show that it has a nonzero finite variation of order…
A class of orthogonal polynomials associated with Coulomb wave functions is introduced. These polynomials play a role analogous to that the Lommel polynomials do in the theory of Bessel functions. The measure of orthogonality for this new…
As a generalization of the Fourier transform, the fractional Fourier transform was introduced and has been further investigated both in theory and in applications of signal processing. We obtain a sampling theorem on shift-invariant spaces…
In this paper, we introduce the nabla fractional derivative and fractional integral on time scales in the Riemann-Liouville sense. We also introduce the nabla fractional derivative in Gr\"unwald-Letnikov sense. Some of the basic properties…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…
Fourier transforms are ubiquitous mathematical tools in basic and applied sciences. We here report classical and quantum optical realizations of the discrete fractional Fourier transform, a generalization of the Fourier transform. In the…
This paper considers the orthogonal expansion of the fractional Brownian motion relative to the Legendre polynomials. Such an expansion has not only theoretical but also practical interest, since it can be applied to approximate and…
Rational function approximations find applications in many areas including macro-modeling of high-frequency circuits, model order reduction for controller design, interpolation and extrapolation of system responses, surrogate models for…
A natural consequence of the fractional calculus is its extension to a matrix order of differentiation and integration. A matrix-order derivative definition and a matrix-order integration arise from the generalization of the gamma function…
The paper presents derivation and interpretation of one type of variable order derivative definitions. For mathematical modelling of considering definition the switching and numerical scheme is given. The paper also introduces a numerical…
We examine the fractional derivative of composite functions and present a generalization of the product and chain rules for the Caputo fractional derivative. These results are especially important for physical and biological systems that…
Here we define a Caputo like discrete fractional difference and we compare it to the earlier defined Riemann-Liouville fractional discrete analog. Then we produce discrete fractional Taylor formulae for the first time, and we estimate their…