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Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

We consider the problem of estimating the fractional order of a L\'{e}vy process from low frequency historical and options data. An estimation methodology is developed which allows us to treat both estimation and calibration problems in a…

Statistics Theory · Mathematics 2010-01-13 Denis Belomestny

Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and…

Mathematical Finance · Quantitative Finance 2018-02-07 Philipp Harms , David Stefanovits

The paper is devoted to the development of control procedures with a guide for conflict-controlled dynamical systems described by ordinary fractional differential equations with the Caputo derivative of an order $\alpha \in (0, 1).$ For the…

Optimization and Control · Mathematics 2019-01-10 Mikhail Gomoyunov

Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…

Machine Learning · Computer Science 2015-11-11 Azam Moosavi , Razvan Stefanescu , Adrian Sandu

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

Deep learning models have a large number of free parameters that must be estimated by efficient training of the models on a large number of training data samples to increase their generalization performance. In real-world applications, the…

Computer Vision and Pattern Recognition · Computer Science 2018-02-15 Hojjat Salehinejad , Shahrokh Valaee , Timothy Dowdell , Joseph Barfett

In this article, the order of some classes of fractional linear differential equations is determined, based on asymptotic behavior of the solution as time tends to infinity. The order of fractional derivative has been proved to be of great…

Analysis of PDEs · Mathematics 2017-10-04 Mirko D'Ovidio , Paola Loreti , Alireza Momenzadeh , Sima Sarv Ahrabi

Using kicked differential equations of motion with derivatives of noninteger orders, we obtain generalizations of the dissipative standard map. The main property of these generalized maps, which are called fractional maps, is long-term…

Chaotic Dynamics · Physics 2014-03-03 Vasily E. Tarasov , Mark Edelman

Most image labeling problems such as segmentation and image reconstruction are fundamentally ill-posed and suffer from ambiguities and noise. Higher order image priors encode high level structural dependencies between pixels and are key to…

Computer Vision and Pattern Recognition · Computer Science 2011-09-08 Alexander Shekhovtsov , Pushmeet Kohli , Carsten Rother

New families of composition methods with processing of order 4 and 6 are presented and analyzed. They are specifically designed to be used for the numerical integration of differential equations whose vector field is separated into three or…

Numerical Analysis · Mathematics 2024-04-09 Sergio Blanes , Fernando Casas , Alejandro Escorihuela-Tomàs

We propose two efficient numerical approaches for solving variable-order fractional optimal control-affine problems. The variable-order fractional derivative is considered in the Caputo sense, which together with the Riemann-Liouville…

Optimization and Control · Mathematics 2020-10-14 Somayeh Nemati , Delfim F. M. Torres

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

In this report, we present and compare the results of an improved fractional and integer order partial differential equation (PDE)-based binarization scheme. The improved model incorporates a diffusion term in addition to the edge and…

Computer Vision and Pattern Recognition · Computer Science 2021-11-24 Uche A. Nnolim

The integral image, an intermediate image representation, has found extensive use in multi-scale local feature detection algorithms, such as Speeded-Up Robust Features (SURF), allowing fast computation of rectangular features at constant…

Computer Vision and Pattern Recognition · Computer Science 2015-10-20 Shoaib Ehsan , Adrian F. Clark , Naveed ur Rehman , Klaus D. McDonald-Maier

In this paper, we implemented both sequential and parallel version of fractal image compression algorithms using CUDA (Compute Unified Device Architecture) programming model for parallelizing the program in Graphics Processing Unit for…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-04-04 Md. Enamul Haque , Abdullah Al Kaisan , Mahmudur R Saniat , Aminur Rahman

This paper deals with the fractional-order controllers and their possible hardware realization based on PIC microprocessor and numerical algorithm coded in PIC Basic. The mathematical description of the digital fractional -order controllers…

Optimization and Control · Mathematics 2007-05-23 I. Petras , S. Grega , L. Dorcak

We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…

Classical Analysis and ODEs · Mathematics 2014-12-05 Nadia Benkhettou , Artur M. C. Brito da Cruz , Delfim F. M. Torres

Image restoration problems are typically ill-posed requiring the design of suitable priors. These priors are typically hand-designed and are fully instantiated throughout the process. In this paper, we introduce a novel framework for…

Computer Vision and Pattern Recognition · Computer Science 2019-03-19 Raied Aljadaany , Dipan K. Pal , Marios Savvides

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua