相关论文: Fractional Inversion in Krylov Space
We propose a fast and stable method for constructing matrix approximations to fractional integral operators applied to series in the Chebyshev fractional polynomials. This method utilizes a recurrence relation satisfied by the fractional…
We establish an equivalence between two classes of methods for solving fractional diffusion problems, namely, Reduced Basis Methods (RBM) and Rational Krylov Methods (RKM). In particular, we demonstrate that several recently proposed RBMs…
In this paper, we propose and analyze a spectral Chebyshev-Legendre approximation for fractional order integro-differential equations of Fredholm type. The fractional derivative is described in the Caputo sense. Our proposed method is…
In this paper, we propose a new choice of poles to define reliable rational Krylov methods. These methods are used for approximating function of positive definite matrices. In particular, the fractional power and the fractional resolvent…
We present a novel and unifying framework for constructing spectral approximations to fractional integral operators. These spectral approximations are based on transplanted Chebyshev polynomials, which are obtained by composing Chebyshev…
The fractional Fourier series generalizes the classical Fourier series by introducing a rotation angle $\alpha$ in the time-frequency plane, but inherits the Gibbs phenomenon for piecewise smooth functions. Unlike the classical setting, the…
We set up, at the abstract Hilbert space setting, the general question on when an inverse linear problem induced by an operator of Friedrichs type admits solutions belonging to (the closure of) the Krylov subspace associated to such…
An inverse polynomial has a Chebyshev series expansion 1/\sum(j=0..k)b_j*T_j(x)=\sum'(n=0..oo) a_n*T_n(x) if the polynomial has no roots in [-1,1]. If the inverse polynomial is decomposed into partial fractions, the a_n are linear…
An a posteriori estimate for the error of a standard Krylov approximation to the matrix exponential is derived. The estimate is based on the defect (residual) of the Krylov approximation and is proven to constitute a rigorous upper bound on…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
This monograph is centred at the intersection of three mathematical topics, that are theoretical in nature, yet with motivations and relevance deep rooted in applications: the linear inverse problems on abstract, in general…
Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…
We obtain an expression for the error in the approximation of $f(A) \boldsymbol{b}$ and $\boldsymbol{b}^T f(A) \boldsymbol{b}$ with rational Krylov methods, where $A$ is a symmetric matrix, $\boldsymbol{b}$ is a vector and the function $f$…
We propose a novel numerical inversion algorithm for the coefficients of parabolic partial differential equations, based on model reduction. The study is motivated by the application of controlled source electromagnetic exploration, where…
We investigate the application of Krylov space methods to the solution of shifted linear systems of the form (A+\sigma) x - b = 0 for several values of \sigma simultaneously, using only as many matrix-vector operations as the solution of a…
We consider the functional inverse of the Gamma function in the complex plane, where it is multi-valued, and define a set of suitable branches by proposing a natural extension from the real case.
We present a generalization of the algebraic method for solving the Marchenko equation (fixed-$l$ inversion) for any values of the orbital angular momentum $l$. We expand the Marchenko equation kernel in a separable form using a triangular…
We prove the $\Gamma$-convergence of the renormalised fractional Gaussian $s$-perimeter to the Gaussian perimeter as $s\to 1^-$. Our definition of fractional perimeter comes from that of the fractional powers of Ornstein-Uhlenbeck operator…
The two Fresnel Integrals are real and imaginary part of the integral over complex-valued exp(ix^2) as a function of the upper limit. They are special cases of the integrals over x^m*exp(i*x^n) for integer powers m and n, which are…
For linear inverse problems with a large number of unknown parameters, uncertainty quantification remains a challenging task. In this work, we use Krylov subspace methods to approximate the posterior covariance matrix and describe efficient…