Related papers: Preconditioning fractional spectral collocation
We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the interpolation…
We consider the question of determining whether or not a given system of fractional-order differential equations is (asymptotically) stable. In particular, we admit systems where each constituent equation may have its own order, independent…
We discuss techniques for accelerating the self consistent field (SCF) iteration for solving the Kohn-Sham equations. These techniques are all based on constructing approximations to the inverse of the Jacobian associated with a fixed point…
In this paper we consider the numerical solution of fractional differential equations. In particular, we study a step-by-step graded mesh procedure based on an expansion of the vector field using orthonormal Jacobi polynomials. Under mild…
We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…
In this paper, based on Newton interpolation we have proposed a numerical scheme of predictor-corrector type in order to solve fractional differential equations with the fractional derivative involving the Mittag-Leffler function. We have…
In this paper, a class of new preconditioners based on matrix splitting are presented for generalized saddle-point linear systems, which can be viewed as further modified improvements of some recently published preconditioners. Moreover, we…
The paper introduces a technique that decomposes the dynamics of a nonlinear system about an equilibrium into low order components, which then can be used to reconstruct the full dynamics. This is a nonlinear analogue of linear modal…
In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to…
We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…
In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…
We propose a Fourier pseudo-spectral scheme for the space-fractional nonlinear Schr\"odinger equation. The proposed scheme has the following features: it is linearly implicit, it preserves two invariants of the equation, its unique…
We investigate the application of windowed Fourier frames (WFFs) to the numerical solution of partial differential equations, focussing on elliptic equations. The action of a partial differential operator (PDO) on a windowed plane wave is…
Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…
For a class of ergodic parabolic semilinear stochastic partial differential equations (SPDEs) with gradient structure, we introduce a preconditioning technique and design high-order integrators for the approximation of the invariant…
We present a collection of well-conditioned integral equation methods for the solution of electrostatic, acoustic or electromagnetic scattering problems involving anisotropic, inhomogeneous media. In the electromagnetic case, our approach…
Nonnegative matrix factorization (NMF) under the separability assumption can provably be solved efficiently, even in the presence of noise, and has been shown to be a powerful technique in document classification and hyperspectral unmixing.…
Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…
In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric…
A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An algorithm for computing the solution…