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We introduce a fast algorithm for computing volume potentials - that is, the convolution of a translation invariant, free-space Green's function with a compactly supported source distribution defined on a uniform grid. The algorithm relies…

Numerical Analysis · Mathematics 2016-08-24 Felipe Vico , Leslie Greengard , Miguel Ferrando

In the paper, we present a high order fast algorithm with almost optimum memory for the Caputo fractional derivative, which can be expressed as a convolution of $u'(t)$ with the kernel $(t_n-t)^{-\alpha}$. In the fast algorithm, the…

Numerical Analysis · Mathematics 2017-05-18 Kun Wang , Jizu Huang

A new simple Lagrangian method with favorable stability and efficiency properties for computing general plane curve evolutions is presented. The method is based on the flowing finite volume discretization of the intrinsic partial…

Numerical Analysis · Mathematics 2009-04-09 Karol Mikula , Daniel Sevcovic , Martin Balazovjech

An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$,…

Numerical Analysis · Mathematics 2023-06-26 Xuan Zhao , Zhongqin Xue

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Analysis of PDEs · Mathematics 2018-10-22 Alessandro Carbotti , Serena Dipierro , Enrico Valdinoci

The notion of fractional Fourier transform (FrFT) has been used and investigated for many years by various research communities, which finds widespread applications in many diverse fields of research study. The potential applications…

Signal Processing · Electrical Eng. & Systems 2018-03-21 Sanjay Kumar

We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…

Numerical Analysis · Mathematics 2020-12-11 Alexander Rieder

Fueled by many applications in random processes, imaging science, geophysics, etc., fractional Laplacians have recently received significant attention. The key driving force behind the success of this operator is its ability to capture…

Numerical Analysis · Mathematics 2021-07-14 Harbir Antil , Patrick Dondl , Ludwig Striet

In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are…

Machine Learning · Computer Science 2022-10-27 Li Zeng , Xiaoliang Wan , Tao Zhou

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

A general and fast method is conceived for computing the cyclic convolution of n points, where n is a prime number. This method fully exploits the internal structure of the cyclic matrix, and hence leads to significant reduction of the…

Artificial Intelligence · Computer Science 2019-05-10 Qi Cai , Tsung-Ching Lin , Yuanxin Wu , Wenxian Yu , Trieu-Kien Truong

This work presents a method of computing Voigt functions and their derivatives, to high accuracy, on a uniform grid. It is based on an adaptation of Fourier-transform based convolution. The relative error of the result decreases as the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Marcus H. Mendenhall

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

This paper is devoted to a discussion of the Discrete Fourier Transform (DFT) representation of a chaotic finite-duration sequence. This representation has the advantage that is itself a finite-duration sequence corresponding to samples…

Chaotic Dynamics · Physics 2007-05-23 Carlos R. Fadragas , Juan V. Lorenzo-Ginori , Ruben Orozco-Morales

In this paper, we propose a novel method for solving high-dimensional spectral fractional Laplacian equations. Using the Caffarelli-Silvestre extension, the $d$-dimensional spectral fractional equation is reformulated as a regular partial…

Numerical Analysis · Mathematics 2021-12-30 Yiqi Gu , Micheal K. Ng

Computing solutions to partial differential equations using the fast Fourier transform can lead to unwanted oscillatory behavior. Due to the periodic nature of the discrete Fourier transform, waves that leave the computational domain on one…

Numerical Analysis · Mathematics 2023-01-18 Anne Liu , Thomas Trogdon

The use of fractional differential equations is a key tool in modeling non-local phenomena. Often, an efficient scheme for solving a linear system involving the discretization of a fractional operator is evaluating the matrix function $x =…

Numerical Analysis · Mathematics 2022-08-11 Angelo A. Casulli , Leonardo Robol

This is a survey on the use of Fourier transformation methods in the treatment of boundary problems for the fractional Laplacian $(-\Delta)^a$ (0<a<1), and pseudodifferential generalizations P, over a bounded open set $\Omega$ in $R^n$. The…

Analysis of PDEs · Mathematics 2025-03-10 Gerd Grubb

We present a novel generalized convolution quadrature method that accurately approximates convolution integrals. During the late 1980s, Lubich introduced convolution quadrature techniques, which have now emerged as a prevalent methodology…

Numerical Analysis · Mathematics 2023-05-19 Lehel Banjai , Matteo Ferrari

Multi-scale processing is essential in image processing and computer graphics. Halos are a central issue in multi-scale processing. Several edge-preserving decompositions resolve halos, e.g., local Laplacian filtering (LLF), by extending…

Image and Video Processing · Electrical Eng. & Systems 2022-06-13 Yuto Sumiya , Tomoki Otsuka , Yoshihiro Maeda , Norishige Fukushima