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The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

Optimization and Control · Mathematics 2013-12-17 Shakoor Pooseh

In a recent paper we have suggested that the finite temperature density matrix can be computed efficiently by a combination of polynomial expansion and iterative inversion techniques. We present here significant improvements over this…

Materials Science · Physics 2010-10-19 Michele Ceriotti , Thomas D. Kühne , Michele Parrinello

Unions of graph multiplier operators are an important class of linear operators for processing signals defined on graphs. We present a novel method to efficiently distribute the application of these operators. The proposed method features…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-01 David I Shuman , Pierre Vandergheynst , Daniel Kressner , Pascal Frossard

Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…

Optimization and Control · Mathematics 2013-05-10 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

In this paper we are interested in the approximation of fractional powers of self-adjoint positive operators. Starting from the integral representation of the operators, we apply the trapezoidal rule combined with a single-exponential and a…

Numerical Analysis · Mathematics 2024-03-15 Lidia Aceto , Paolo Novati

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

The Chapman-Kolmogorov equation with fractional integrals is derived. An integral of fractional order is considered as an approximation of the integral on fractal. Fractional integrals can be used to describe the fractal media. Using…

Disordered Systems and Neural Networks · Physics 2009-11-13 Vasily E. Tarasov

We review the theory of optimal polynomial and rational Chebyshev approximations, and Zolotarev's formula for the sign function over the range (\epsilon \leq |z| \leq1). We explain how rational approximations can be applied to large sparse…

High Energy Physics - Lattice · Physics 2009-11-10 A. D. Kennedy

We propose a spectral method by using the Jacobi functions for computing eigenvalue gaps and their distribution statistics of the fractional Schr\"{o}dinger operator (FSO). In the problem, in order to get reliable gaps distribution…

Numerical Analysis · Mathematics 2021-10-26 Weizhu Bao , Lizhen Chen , Xiaoyun Jiang , Ying Ma

We develop a computationally efficient and robust algorithm for generating pseudo-random samples from a broad class of smooth probability distributions in one and two dimensions. The algorithm is based on inverse transform sampling with a…

Numerical Analysis · Mathematics 2013-07-05 Sheehan Olver , Alex Townsend

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

Quantum generative modeling is emerging as a powerful tool for advancing data analysis in high-energy physics, where complex multivariate distributions are common. However, efficiently learning and sampling these distributions remains…

We consider a fast approximation method for a solution of a certain stochastic non-local pseudodifferential equation. This equation defines a Mat\'ern class random field. The approximation method is based on the spectral compactness of the…

Statistics Theory · Mathematics 2014-10-09 Lassi Roininen , Sari Lasanen , Mikko Orispää , Simo Särkkä

In this paper, we revisit the diffusive representations of fractional integrals established in \cite{diethelm2023diffusive} to explore novel variants of such representations which provide highly efficient numerical algorithms for the…

Numerical Analysis · Mathematics 2025-07-08 Renu Chaudhary , Kai Diethelm

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Many PDEs involving fractional Laplacian are naturally set in unbounded domains with underlying solutions decay very slowly, subject to certain power laws. Their numerical solutions are under-explored. This paper aims at developing accurate…

Numerical Analysis · Mathematics 2019-05-08 Tao Tang , Li-Lian Wang , Huifang Yuan , Tao Zhou

We present a numerical spectral method to solve systems of differential equations on an infinite interval $y\in (-\infty, \infty)$ in presence of linear differential operators of the form $Q(y) \left(\partial/\partial_y\right)^b$ (where…

Fluid Dynamics · Physics 2017-10-11 Benjamin Miquel , Keith Julien

We study some convergence issues for a recent approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. The approach is based on the minimization on an integral functional which arises from…

Numerical Analysis · Mathematics 2014-06-23 Giulio Ciraolo , Francesco Gargano , Vincenzo Sciacca

Equations arising in General Relativity are usually too complicated to be solved analytically and one has to rely on numerical methods to solve sets of coupled partial differential equations. Among the possible choices, this paper focuses…

General Relativity and Quantum Cosmology · Physics 2016-06-22 Philippe Grandclement , Jérôme Novak

In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either…

Optimization and Control · Mathematics 2016-02-01 Radu Ioan Bot , Ernö Robert Csetnek
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