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Equilibrium measures are special invariant measures of chaotic dynamical systems and iterated function systems, commonly studied as salient examples of fractal measures. While useful analytic expressions are rare, computational exploration…
Spectral approximation by polynomials on the unit ball is studied in the frame of the Sobolev spaces $W^{s}_p(\ball)$, $1<p<\infty$. The main results give sharp estimates on the order of approximation by polynomials in the Sobolev spaces…
Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…
Analytic expressions for the Fourier transforms of the Chebyshev and Legendre polynomials are derived, and the latter is used to find a new representation for the half-order Bessel functions. The numerical implementation of the so-called…
By applying hybrid functions of general block-pulse functions and the second Chebyshev polynomials,integrodifferential systems are converted into a system of algebraic equations. The approximate solutions of integrodifferential systems are…
While Spectral Methods have long been used for Principal Component Analysis, this survey focusses on work over the last 15 years with three salient features: (i) Spectral methods are useful not only for numerical problems, but also discrete…
We give two algebro-geometric inspired approaches to fast algorithms for Fourier transforms in algebraic signal processing theory based on polynomial algebras in several variables. One is based on module induction and one is based on a…
We present a novel computational scheme to solve acoustic wave transmission problems over composite scatterers, i.e. penetrable obstacles possessing junctions or triple points. Our continuous problem is cast as a multiple traces time-domain…
We give estimates on discrete fractional integral operators along binary quadratic forms. These operators have been studied for 30 years starting with the investigations of Arkhipov and Oskolkov, but efforts have concentrated on cases where…
We prove convergence of the spectral element method for piecewise polynomial collocation applied to periodic boundary value problems for functional differential equations. In particular, we prove that the numerical collocation solution…
Nowadays, fractional differential equations are a well established tool to model phenomena from the real world. Since the analytical solution is rarely available, there is a great effort in constructing efficient numerical methods for their…
The essentials of fractional calculus according to different approaches that can be useful for our applications in the theory of probability and stochastic processes are established. In addition to this, from this fractional integral one…
A scheme for approximating the kernel $w$ of the fractional $\alpha$-integral by a linear combination of exponentials is proposed and studied. The scheme is based on the application of a composite Gauss-Jacobi quadrature rule to an integral…
This paper focuses on the equivalent expression of fractional integrals/derivatives with an infinite series. A universal framework for fractional Taylor series is developed by expanding an analytic function at the initial instant or the…
In this paper we propose and analyze a fractional Jacobi-collocation spectral method for the second kind Volterra integral equations (VIEs) with weakly singular kernel $(x-s)^{-\mu},0<\mu<1$. First we develop a family of fractional Jacobi…
In this paper, the boundary element method is combined with Chebyshev operational matrix technique to solve two-dimensional multi-order time-fractional partial differential equations; nonlinear and linear in respect to spatial and temporal…
We address the problem of constructing approximations based on orthogonal polynomials that preserve an arbitrary set of moments of a given function without loosing the spectral convergence property. To this aim, we compute the constrained…
In this paper, we prove an exponential integral formula for the Fourier transform of Bessel functions over complex numbers, along with a radial exponential integral formula. The former will enable us to develop the complex spectral theory…
In the spectral Petrov-Galerkin methods, the trial and test functions are required to satisfy particular boundary conditions. By a suitable linear combination of orthogonal polynomials, a basis, that is called the modal basis, is obtained.…
The implied volatility is a crucial element of any financial toolbox, since it is used for quoting and the hedging of options as well as for model calibration. In contrast to the Black-Scholes formula its inverse, the implied volatility, is…