Related papers: Fractional integration for Laguerre expansions
In this paper we consider a new kind of inequality related to fractional integration, motivated by Gressman's paper. Based on it we investigate its multilinear analogue inequalities. Combining with the Gressman's work on multilinear…
In this paper consisting of two parts, we study the integral of a logarithmic differential form on a compact semi-algebraic set in R^n or C^n. In Part I, we prove the convergence of the integral when the semi-algebraic set satisfies…
We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…
In this paper we prove a parabolic Triebel-Lizorkin space estimate for the operator given by \[T^{\alpha}f(t,x) = \int_0^t \int_{{\mathbb R}^d} P^{\alpha}(t-s,x-y)f(s,y) dyds,\] where the kernel is \[P^{\alpha}(t,x) = \int_{{\mathbb R}^d}…
This paper will demonstrate some new techniques for developing the theory of Asian (arithmetic average) options pricing. We discuss the basic derivation of the diffusion equations, and how various techniques from potential theory can be…
In this paper, we consider a class of nonlinear fractional differential equations involving Hilfer derivative with boundary conditions. First, we obtain an equivalent integral for the given boundary value problem in weighted space of…
We develop a potential-theoretic and functional framework for the fractional--logarithmic Laplacian $(-\Delta)^{s+\ln}$ and its inhomogeneous counterpart $(\lambda I-\Delta)^{s+\ln}$ with $\lambda>1$. Their inverses yield logarithmic…
Let $u(\cdot,\cdot)$ be the Caffarelli-Silvestre extension of $f.$ The first goal of this article is to establish the fractional trace type inequalities involving the Caffarelli-Silvestre extension $u(\cdot,\cdot)$ of $f.$ In doing so,…
Simple proofs of the midpoint, trapezoidal and Simpson's rules are proved for numerical integration on a compact interval. The integrand is assumed to be twice continuously differentiable for the midpoint and trapezoidal rules, and to be…
In this paper, we introduce and develop the circle embedding method. This method hinges essentially on a combinatorial-geometric structure which we choose to call circles of partition. We provide applications in the context of problems that…
This paper introduces a very fast method for the computation of the resolvent of fractional powers of operators. The analysis is kept in the continuous setting of (potentially unbounded) self adjoint positive operators in Hilbert spaces.…
The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…
We study the $L^p$-convergence of Fourier expansions in terms of non-symmetric Heckman-Opdam polynomials of type $A_1$. Using kernel estimates and duality arguments, we prove that the partial sums converge in $ L^p([-\pi,\pi],dm_k)$ for…
In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…
To broaden the range of applicability of variable-order fractional differential models, reliable numerical approaches are needed to solve the model equation. In this paper, we develop Laguerre spectral collocation methods for solving…
We are presenting a method for computing the Fourier coefficients of a given polynomial regression by using the trapezoidal rule for numerical integration. As function basis we use the orthogonal Legendre polynomials. The results are…
For the singular integral definition of the fractional Laplacian, we consider an adaptive finite element method steered by two-level error indicators. For this algorithm, we show linear convergence in two and three space dimensions as well…
We prove a probabilistic Fourier extension theorem that says Fourier extension holds when averaged over certain smooth Alpert multipliers. The proofs use smooth Alpert wavelets with the classical techniques of stationary phase and…
For the Dirichlet integral fractional Laplacian, we prove root exponential convergence of tensor-product $hp$-finite element approximations on $(0,1)^3$, for forcing $f$ that is analytic in $[0,1]^3$. Exploiting analytic regularity…
The \textit{method of semigroups} is a unifying, widely applicable, general technique to formulate and analyze fundamental aspects of fractional powers of operators $L$ and their regularity properties in related functional spaces. The…