the painleve property for partial differential equations in this paper we define the painleve property for partial differential equations and show how it determines in a remarkably simple manner the integrability the backlund transforms the linearizing transforms and the lax pairs of three well known partial differential equations burgers equation kdv equation and the modified kdv equation this indicates that the painleve property may provide a unified description of integrable behavior in dynamical systems ordinary and partial differential equations while at the same time providing an efficient method for determining the integrability of particular systems

what is the fractional laplacian a comparative review with new results abstract the fractional laplacian in r d which we write as 2 with 0 2 has multiple equivalent characterizations moreover in bounded domains boundary conditions must be incorporated in these characterizations in mathematically distinct ways and there is currently no consensus in the literature as to which definition of the fractional laplacian in bounded domains is most appropriate for a given application the riesz or integral definition for example admits a nonlocal boundary condition where the value of a function must be prescribed on the entire exterior of the domain in order to compute its fractional laplacian in contrast the spectral definition requires only the standard local boundary condition these differences among others lead us to ask the question what is the fractional laplacian beginning from first principles we compare several commonly used definitions of the fractional laplacian theoretically through their stochastic interpretations as well as their analytical properties then we present quantitative comparisons using a sample of state of the art methods we discuss recent advances on nonzero boundary conditions and present new methods to discretize such boundary value problems radial basis function collocation for the riesz fractional laplacian and nonharmonic lifting for the spectral fractional laplacian in our numerical studies we aim to compare different definitions on bounded domains using a collection of benchmark problems we consider the fractional poisson equation with both zero and nonzero boundary conditions where the fractional laplacian is defined according to the riesz definition the spectral definition the directional definition and the horizon based nonlocal definition we verify the accuracy of the numerical methods used in the approximations for each operator and we focus on identifying differences in the boundary behaviors of solutions to equations posed with these different definitions through our efforts we aim to further engage the research community in open problems and assist practitioners in identifying the most appropriate definition and computational approach to use for their mathematical models in addressing anomalous transport in diverse applications

on flat systems behaviors and observable image representations in this short paper we propose a definition of flatness for systems not necessarily given in input state output representation a flat system is a system for which there exists a mapping such that the manifest system behavior is equal to the image of this mapping and such that the latent variable appearing in this image representation can be written as a function of the manifest variable and its derivatives up to some order for linear differential systems flatness is equivalent to controllability we will generalize the main theorem of levine and nguyen systems control lett 48 2003 69 to general linear differential systems

discontinuous spectral element methods for time and space fractional advection equations we develop spectral element methods for a time and space fractional advection equation of the form prescript 0 mathcal d tau t u x t theta prescript 0 mathcal d nu x u x t f x t of order tau in 0 1 nu in 0 1 subject to dirichlet initial boundary conditions we present two spectrally accurate and efficient methods for global discretization of both temporal and spatial terms instead of employing traditional low order time integration methods to this end we first develop a petrov galerkin in time and discontinuous galerkin in space pg dg method where we carry out the time integration using a single time domain spectral method sm and we perform the spatial discretization using the discontinuous spectral hp element method dsem this scheme also leads to a more efficient time integration when the time derivative is integer order i e tau 1 we develop the sm dsem scheme based on a new spectral theory for fractional sturm liouville problems

error estimates of a spectral petrov galerkin method for two sided fractional reaction diffusion equations abstract we study regularity and the spectral method for two sided fractional diffusion equations with a reaction term we show that the regularity of the solution in weighted sobolev spaces can be greatly improved compared to that in standard sobolev spaces with this regularity we prove an optimal error estimate for the spectral petrov galerkin method numerical results are presented to verify our theoretical convergence orders

multi domain spectral collocation method for variable order nonlinear fractional differential equations abstract spectral and spectral element methods using galerkin type formulations are efficient for solving linear fractional pdes fpdes of constant order but are not efficient in solving nonlinear fpdes and cannot handle fpdes with variable order in this paper we present a multi domain spectral collocation method that addresses these limitations we consider fpdes in the riemann liouville sense and employ jacobi lagrangian interpolants to represent the solution in each element we provide variable order differentiation formulas which can be computed efficiently for the multi domain discretization taking into account the nonlocal interactions we enforce the interface continuity conditions by matching the solution values at the element boundaries via the lagrangian interpolants and in addition we minimize the jump in integer fluxes using a penalty method we analyze numerically the effect of the penalty parameter on the condition number of the global differentiation matrix and on the stability and convergence of the penalty collocation scheme we demonstrate the effectiveness of the new method for the fractional helmholtz equation of constant and variable order using h p refinement for different values of the penalty parameter we also solve the fractional burgers equation with constant and variable order and compare with solutions obtained with a single domain spectral collocation method

a generalized spectral collocation method with tunable accuracy for variable order fractional differential equations we generalize existing jacobi gauss lobatto collocation methods for variable order fractional differential equations using a singular approximation basis in terms of weighted jacobi polynomials of the form 1 pm x mu p j a b x where mu 1 in order to derive the differentiation matrices of the variable order fractional derivatives we develop a three term recurrence relation for both integrals and derivatives of these weighted jacobi polynomials hence extending the three term recurrence relationship of jacobi polynomials the new spectral collocation method is applied to solve fractional ordinary and partial differential equations with endpoint singularities we demonstrate that the singular basis enhances greatly the accuracy of the numerical solution by properly tuning the parameter mu even for cases where we do not know explicitly the form of singularity in the solution at the boundaries

fractional sturm liouville eigen problems we first consider a regular fractional sturm liouville problem of two kinds rfslp i and rfslp ii of order 0 2 the corresponding fractional differential operators in these problems are both of riemann liouville and caputo type of the same fractional order 2 0 1 we obtain the analytical eigensolutions to rfslp i ii as non polynomial functions which we define as jacobi poly fractonomials these eigenfunctions are orthogonal with respect to the weight function associated with rfslp i ii subsequently we extend the fractional operators to a new family of singular fractional sturm liouville problems of two kinds sfslp i and sfslp ii we show that the primary regular boundary value problems rfslp i ii are indeed asymptotic cases for the singular counterparts sfslp i ii furthermore we prove that the eigenvalues of the singular problems are real valued and the corresponding eigenfunctions are orthogonal in addition we obtain the eigen solutions to sfslp i ii analytically also as non polynomial functions hence completing the whole family of the jacobi poly fractonomials in numerical examples we employ the new poly fractonomial bases to demonstrate the exponential convergence of the approximation in agreement with the theoretical results

dynamical behavior of reaction diffusion neural networks and their synchronization arising in modeling epileptic seizure a numerical simulation study abstract excessive synchronizations of neurons in the brain networks can be a reason for some episodic disorders such as epilepsy in this paper we simulate neural dynamic models and their synchronizations numerically by a new numerical algorithm in order to overcome the complexity of the problem a suitable combination of the legendre spectral element method and operator splitting technique is proposed to convert a complex system of partial differential equations into sparse linear algebraic systems the simulations are explored in different aspects such as accuracy computing the wavefront and angular speeds computing time the condition number of obtained algebraic systems to demonstrate the proposed scheme effectiveness the numerical simulations and comparisons confirm the method is suitable in terms of accuracy and speed

nonlinear quantum dynamical system based on the kadomtsev petviashvili ii equation the structure of soliton solutions of classical integrable nonlinear evolution equations which can be solved through the hirota transformation suggests a new way for the construction of nonlinear quantum dynamical systems that are based on the classical equations in the new approach the classical soliton solution is mapped into an operator u which is a nonlinear functional of the particle number operators over a fock space of quantum particles u obeys the evolution equation the classical soliton solutions are the eigenvalues of u in multi particle states in the fock space the construction easily allows for the incorporation of particle interactions which generate soliton effects that do not have a classical analog in this paper this new approach is applied to the case of the kadomtsev petviashvili ii equation the nonlinear quantum dynamical system describes a set of m 2s 1 particles with intrinsic spin s which interact in clusters of 1 n m 1 particles

synthesis of dissipative systems using quadratic differential forms part ii the problem discussed is that of designing a controller for a linear system that renders a quadratic functional nonnegative our formulation and solution of this problem is completely representation free the system dynamics are specified by a differential behavior and the performance is specified through a quadratic differential form we view control as interconnection a controller constrains a distinguished set of system variables the control variables the resulting behavior of the to be controlled variables is called the controlled behavior the constraint that the controller acts through the control variables only can be succinctly expressed by requiring that the controlled behavior should be wedged in between the hidden behavior obtained by setting the control variables equal to zero and the plant behavior obtained by leaving the control variables unconstrained the main result is a set of necessary and sufficient conditions for the existence of a controlled behavior that meets the performance specifications the essential requirement is a coupling condition an inequality that combines the storage functions of the hidden behavior and the orthogonal complement of the plant behavior

flatness for linear fractional systems with application to a thermal system this paper is devoted to the study of the flatness property of linear time invariant fractional systems in the framework of polynomial matrices of the fractional derivative operator we give a characterization of fractionally flat outputs and a simple algorithm to compute them we also obtain a characterization of the so called fractionally 0 flat outputs we then present an application to a two dimensional heated metallic sheet whose dynamics may be approximated by a fractional model of order 1 2 the trajectory planning of the temperature at a given point of the metallic sheet is obtained thanks to the fractional flatness property without integrating the system equations the pertinence of this approach is discussed on simulations

the accuracy and stability of an implicit solution method for the fractional diffusion equation we have investigated the accuracy and stability of an implicit numerical scheme for solving the fractional diffusion equation this model equation governs the evolution for the probability density function that describes anomalously diffusing particles anomalous diffusion is ubiquitous in physical and biological systems where trapping and binding of particles can occur the implicit numerical scheme that we have investigated is based on finite difference approximations and is straightforward to implement the accuracy of the scheme is o dx 2 in the spatial grid size and o dt 1 c in the fractional time step where 0 email protected 1 is the order of the fractional derivative and c 1 is standard diffusion we have provided algebraic and numerical evidence that the scheme is unconditionally stable for 0 c 1

the sine gordon equations complete and partial integrability the sine gordon equation in one space one time dimension is known to possess the painleve property and to be completely integrable it is shown how the method of singular manifold analysis obtains the backlund transform and the lax pair for this equation a connection with the sequence of higher order kdv equations is found the modified sine gordon equations are defined in terms of the singular manifold these equations are shown to be identically painleve also certain rational solutions are constructed iteratively the double sine gordon equation is shown not to possess the painleve property however if the singular manifold defines an affine minimal surface then the equation has integrable solutions this restriction is termed partial integrability the sine gordon equation in n 1 variables n space 1 time where n is greater than one is shown not to possess the painleve property the condition of partial integrability requires the singular manifold to be an einstein space with null scalar curvature the known integrable solutions satisfy this constraint in a trivial manner finally the coupled kdv or hirota satsuma equations possess the painleve property the associated modified equations are derived and from these the lax pair is found

a unified petrov galerkin spectral method for fractional pdes existing numerical methods for fractional pdes suffer from low accuracy and inefficiency in dealing with three dimensional problems or with long time integrations we develop a unified and spectrally accurate petrov galerkin pg spectral method for a weak formulation of the general linear fractional partial differential equations fpdes of the form 0dt2 u j 1dcj ajdxj2 ju u f where 2 2 j 0 1 j 0 1 in a 1 d1 d dimensional space time domain subject to dirichlet initial and boundary conditions we perform the stability analysis in 1 d and the corresponding convergence study of the scheme in multi d the unified pg spectral method applies to the entire family of linear hyperbolichyperbolic parabolicparabolic and ellipticelliptic like equations we develop the pg method based on a new spectral theory for fractional sturm liouville problems fslps recently introduced in zayernouri and karniadakis 2013 specifically we employ the eigenfunctions of the fslp of first kind fslp i called jacobi poly fractonomials as temporal spatial bases next we construct a different space for test functions from poly fractonomial eigenfunctions of the fslp of second kind fslp ii besides the high order spatial accuracy of the pg method we demonstrate its efficiency and spectral accuracy in time integration schemes for solving time dependent fpdes as well rather than employing algebraically accurate traditional methods especially when 2 12 1 finally we formulate a general fast linear solver based on the eigenpairs of the corresponding temporal and spatial mass matrices with respect to the stiffness matrices which reduces the computational cost drastically we demonstrate that this framework can reduce to hyperbolic fpdes such as time and space fractional advection tsfa parabolic fpdes such as time and space fractional diffusion tsfd model and elliptic fpdes such as fractional helmholtz poisson equations with the same ease and cost several numerical tests confirm the efficiency and spectral convergence of the unified pg spectral method for the aforementioned families of fpdes moreover we demonstrate the computational efficiency of the new approach in higher dimensions e g 1 3 1 5 and 1 9 dimensional problems

quantized representation of some nonlinear integrable evolution equations on the soliton sector the hirota algorithm for solving several integrable nonlinear evolution equations is suggestive of a simple construction of a quantized representation of these equations and their soliton solutions over a fock space of bosons or of fermions the classical nonlinear wave equation becomes a nonlinear equation for an operator the solution of this equation is constructed through an operator analog of the hirota transformation the classical n soliton solution is the expectation value of the solution operator in an n particle state in the fock space the effect of perturbations that modify soliton identity is demonstrated

nonlinear quantum mechanical system associated with sine gordon equation in 1 2 dimensions despite the fact that it is not integrable the 1 2 dimensional sine gordon equation has n soliton solutions whose velocities are lower than the speed of light c 1 for all n 1 based on these solutions a quantum mechanical system is constructed over a fock space of particles the coordinate of each particle is an angle around the unit circle u a nonlinear functional of the particle number operators which obeys the sine gordon equation in 1 2 dimensions is constructed its eigenvalues on n particle states in the fock space are the slower than light n soliton solutions of the equation a projection operator a nonlinear functional of u which vanishes on the single particle subspace is a mass density generator its eigenvalues on multi particle states play the role of the mass density of structures that emulate free spatially extended relativistic particles the simplicity of the quantum mechanical system allows for the incorporation of perturbations with particle interactions which have the capacity to annihilate and create solitons an effect that does not have an analog in perturbed classical nonlinear evolution equations

a behavioral approach to control of distributed systems this paper develops a theory of control for distributed systems i e those defined by systems of constant coefficient partial differential operators via the behavioral approach of willems the study here is algebraic in the sense that it relates behaviors of distributed systems to submodules of free modules over the polynomial ring in several indeterminates as in the lumped case behaviors of distributed arma systems can be reduced to ar behaviors this paper first studies the notion of ar controllable distributed systems following the corresponding definition for lumped systems due to willems it shows that as in the lumped case the class of controllable ar systems is precisely the class of ma systems it then shows that controllable 2 d distributed systems are necessarily given by free submodules whereas this is not the case for n d distributed systems n ge 3 this therefore points out an important difference between these two cases this paper then defines two notions of autonomous distributed systems which mimic different properties of lumped autonomous systems control is the process of restricting a behavior to a specific desirable autonomous subbehavior a notion of stability generalizing bounded input bounded output stability of lumped systems is proposed and the pole placement problem is defined for distributed systems this paper then solves this problem for a class of distributed behaviors

least squares finite element solution of a fractional order two point boundary value problem in this paper a theoretical framework for the least squares finite element approximation of a fractional order differential equation is presented mapping properties for fractional dimensional operators on suitable fractional dimensional spaces are established using these properties existence and uniqueness of the least squares approximation is proven optimal error estimates are proven for piecewise linear trial elements numerical results are included which confirm the theoretical results

a fast finite volume method for conservative space time fractional diffusion equations discretized on space time locally refined meshes abstract a fast finite volume method was developed for conservative space time fractional diffusion partial differential equations in two space dimensions in the method a locally refined composite spatial mesh is used to resolve the boundary layers of the solutions and a graded temporal mesh is used to resolve the singularity of the solutions near the initial time a fast numerical method was developed by fully exploring the structure of the stiffness matrices numerical results show the utility of the method

implicit runge kutta and spectral galerkin methods for the two dimensional nonlinear riesz space fractional diffusion equation abstract a numerical method with high accuracy both in time and in space is proposed for the two dimensional nonlinear riesz space fractional diffusion equation the main idea is based on a spectral galerkin method in spatial direction and an s stage implicit runge kutta method in temporal direction a rigorous stability and error analysis is performed for the proposed method it is shown that the proposed method is stable and convergent the optimal spatial error estimate is also derived numerical experiments are provided to illustrate the theoretical results

fast algorithm based on tt m fe system for space fractional allen cahn equations with smooth and non smooth solutions abstract in this article a fast algorithm based on time two mesh tt m finite element fe scheme which aims at solving nonlinear problems quickly is considered to numerically solve the nonlinear space fractional allen cahn equations with smooth and non smooth solutions the implicit second order scheme containing both implicit crank nicolson scheme and second order backward difference method is applied to time direction a fast tt m method is used to increase the speed of calculation and the fe method is developed to approximate the spacial direction the tt m fe algorithm includes the following main computing steps firstly a nonlinear implicit second order fe scheme on the time coarse mesh c is solved by a nonlinear iterative method secondly based on the chosen initial iterative value a linearized fe system on time fine mesh c is solved where some useful coarse numerical solutions are found by the lagrange s interpolation formula the analysis for both stability and a priori error estimates are made in detail finally three numerical examples with smooth and non smooth solutions are provided to illustrate the computational efficiency in solving nonlinear partial differential equations from which it is easy to find that the computing time can be saved

static solitons lorentz invariance and a new perspective on the integrability of the sine gordon equation in 1 2 dimensions contrary to the common understanding the sine gordon equation in 1 2 dimensions does have n soliton solutions for any n the hirota algorithm allows for the construction of static n soliton solutions i e solutions that do not depend on time of that equation for any n lorentz transforming the static solutions yields n soliton solutions in any moving frame they are scalar functions under lorentz transformations in an n soliton solution in a moving frame n 2 of the 1 2 dimensional momentum vectors of the solitons are linear combinations of the two remaining vectors

spectral approximation of a variable coefficient fractional diffusion equation in one space dimension abstract in this article we consider the approximation of a variable coefficient two sided fractional diffusion equation fde having unknown u by introducing an intermediate unknown q the variable coefficient fde is rewritten as a lower order constant coefficient fde a spectral approximation scheme using jacobi polynomials is presented for the approximation of q q n the approximate solution to u u n is obtained by post processing q n an a priori error analysis is given for q q n and u u n two numerical experiments are presented whose results demonstrate the sharpness of the derived error estimates

crank nicolson galerkin spectral method for solving two dimensional time space distributed order weakly singular integro partial differential equation abstract the fractional pdes based upon the distributed order fractional derivative have several applications in physics the two dimensional time space distributed order weakly singular integro partial differential model is investigated by a combination of finite difference and galerkin spectral methods a second order finite difference formula is employed to approximate the temporal variable in this stage the stability and convergence of the semi discrete scheme are proved then the galerkin spectral method based on the modified jacobi polynomials is applied to discrete the space variable also in this step the error estimate of the full discrete scheme is studied finally two test problems have been presented to confirm the theoretical results

boundary conditions for two sided fractional diffusion abstract this paper develops appropriate boundary conditions for the two sided fractional diffusion equation where the usual second derivative in space is replaced by a weighted average of positive left and negative right fractional derivatives mass preserving reflecting boundary conditions for two sided fractional diffusion involve a balance of left and right fractional derivatives at the boundary stable consistent explicit and implicit euler methods are detailed and steady state solutions are derived steady state solutions for two sided fractional diffusion equations using both riemann liouville and caputo flux are computed for riemann liouville flux and reflecting boundary conditions the steady state solution is singular at one or both of the end points for caputo flux and reflecting boundary conditions the steady state solution is a constant function numerical experiments illustrate the convergence of these numerical methods finally the influence of the reflecting boundary on the steady state behavior subject to both the riemann liouville and caputo fluxes is discussed

flat output characterization for linear systems using polynomial matrices this paper is devoted to the study of linear flat outputs for linear controllable time invariant systems in polynomial matrix form we characterize the transformations expressing the system variables in terms of a linear flat output and derivatives called defining matrices as the kernel of a polynomial matrix an application to trajectory planning is presented showing the usefulness of the present characterization

krylov subspace methods for solving large lyapunov equations this paper considers several methods for calculating low rank approximate solutions to large scale lyapunov equations of the form ap pa bb 0 the interest in this problem stems from model reduction where the task is to approximate high dimensional models by ones of lower order the two recently developed krylov subspace methods exploited in this paper are the arnoldi method saad math comput 37 1981 pp 105 126 and the generalised minimum residual method gmres saad and schultz siam j sci statist comput 7 1986 pp 856 869 exact expressions for the approximation errors incurred are derived in both cases the numerical solution of the low dimensional linear matrix equation arising from the gmres method is discussed and an algorithm for its solution is proposed low rank solutions of discrete time lyapunov equations and continuous time algebraic riccati equations are also considered throughout this paper the authors tackle problems in which b has more than one column with the

a space time spectral method for the time fractional diffusion equation in this paper we consider the numerical solution of the time fractional diffusion equation essentially the time fractional diffusion equation differs from the standard diffusion equation in the time derivative term in the former case the first order time derivative is replaced by a fractional derivative making the problem global in time we propose a spectral method in both temporal and spatial discretizations for this equation the convergence of the method is proven by providing a priori error estimate numerical tests are carried out to confirm the theoretical results thanks to the spectral accuracy in both space and time of the proposed method the storage requirement due to the global time dependence can be considerably relaxed and therefore calculation of the long time solution becomes possible

finite difference spectral approximations for the time fractional diffusion equation in this paper we consider the numerical resolution of a time fractional diffusion equation which is obtained from the standard diffusion equation by replacing the first order time derivative with a fractional derivative of order a with 0 a 1 the main purpose of this work is to construct and analyze stable and high order scheme to efficiently solve the time fractional diffusion equation the proposed method is based on a finite difference scheme in time and legendre spectral methods in space stability and convergence of the method are rigourously established we prove that the full discretization is unconditionally stable and the numerical solution converges to the exact one with order o dt 2 a n m where dt n and m are the time step size polynomial degree and regularity of the exact solution respectively numerical experiments are carried out to support the theoretical claims

complete integrability of relativistic calogero moser systems and elliptic function identities poincare invariant generalizations of the galilei invariant calogero moser a particle systems are studied a quantization of the classical integrals s1 sn is presented such that the operators si9 sn mutually commute as a corollary it follows that si9 9sn poisson commute these results hinge on functional equations satisfied by the weierstrass and 0 functions a generalized cauchy identity involving the function leads to an n x n matrix l whose symmetric functions are proportional to sl5 9sn

fractional sturm liouville boundary value problems in unbounded domains recently zayernouri and karniadakis in 2013 78 investigated two classes of fractional sturm liouville eigenvalue problems on compact interval a b in more detail they were the first authors who not only obtained some explicit forms for the eigensolutions of these problems but also derived some useful spectral properties of the obtained eigensolutions until now to the best of our knowledge fractional sturm liouville eigenvalue problems on non compact interval such as 0 are not analyzed so our aim in this paper is to study these problems in detail to do so we study at first fractional sturm liouville operators fslos of the confluent hypergeometric differential equations of the first kind and then two special cases of fslos fslos 1 and fslos 2 are considered after this we obtain the analytical eigenfunctions for the cases and investigate the spectral properties of eigenfunctions and their corresponding eigenvalues also we derive two fractional types of the associated laguerre differential equations due to the non polynomial nature of the eigenfunctions obtained from the two fractional associated laguerre differential equations they are defined as generalized associated laguerre functions of the first and second kinds galfs 1 and galfs 2 furthermore we prove that these fractional sturm liouville operators are self adjoint and the obtained eigenvalues are all real the corresponding eigenfunctions are orthogonal with respect to the weight function associated to fslos 1 and fslos 2 and form two sets of non polynomial bases at the end two new quadrature rules and l 2 orthogonal projections with respect to and based on galfs 1 and galfs 2 are introduced the upper bounds of the truncation errors of these new orthogonal projections according to some prescribed norm are proved and then verified numerically with some test examples finally some fractional differential equations are provided and analyzed numerically

a petrov galerkin finite element method for fractional convection diffusion equations in this work we develop variational formulations of petrov galerkin type for one dimensional fractional boundary value problems involving either a riemann liouville or caputo derivative of order alpha in 3 2 2 in the leading term and both convection and potential terms they arise in the mathematical modeling of asymmetric superdiffusion processes in heterogeneous media the well posedness of the formulations and sharp regularity pickup of the variational solutions are established a novel finite element method fem is developed which employs continuous piecewise linear finite elements and shifted fractional powers for the trial and test space respectively the new approach has a number of distinct features it allows the derivation of optimal error estimates in both the l 2 d and h 1 d norms and on a uniform mesh the stiffness matrix of the leading term is diagonal and the resulting linear system is well conditioned further in the riemann liouville case an enriched fem is propose

a petrov galerkin spectral element method for fractional elliptic problems abstract we develop a new c 0 continuous petrov galerkin spectral element method for one dimensional fractional elliptic problems of the form 0 d x u x u x f x 1 2 subject to homogeneous boundary conditions we employ the standard modal spectral element basis and the jacobi poly fractonomials as the test functions zayernouri and karniadakis 2013 we formulate a new procedure for assembling the global linear system from elemental local mass and stiffness matrices the petrov galerkin formulation requires performing elemental local construction of mass and stiffness matrices in the standard domain only once moreover we efficiently obtain the non local history stiffness matrices in which the non locality is presented analytically for uniform grids we also investigate two distinct choices of basis test functions i local basis test functions and ii local basis with global test functions we show that the former choice leads to a better conditioned system and accuracy while the latter results in ill conditioned linear systems and therefore that is not an efficient and a proper choice of test function we consider smooth and singular solutions where the singularity can occur at boundary points as well as in the interior domain we also construct two non uniform grids over the whole computational domain in order to capture singular solutions finally we perform a systematic numerical study of non local effects via full and partial history fading in order to further enhance the efficiency of the scheme

adaptive finite element method for fractional differential equations using hierarchical matrices abstract a robust and fast solver for the fractional differential equation fdes involving the riesz fractional derivative is developed using an adaptive finite element method it is based on the utilization of hierarchical matrices h matrices for the representation of the stiffness matrix resulting from the finite element discretization of the fdes we employ a geometric multigrid method for the solution of the algebraic system of equations we combine it with an adaptive algorithm based on a posteriori error estimation a posteriori error estimation based adaptive algorithm is used to deal with general type singularities arising in the solution of the fdes through various test examples we demonstrate the efficiency of the method and the high accuracy of the numerical solution even in the presence of singularities the proposed technique has been verified effectively through fundamental examples including riesz left right riemann liouville fractional derivative and furthermore it can be readily extended to more general fractional differential equations with different boundary conditions and low order terms

an augmented rbf method for solving fractional sturm liouville eigenvalue problems in this work we construct numerical schemes using radial basis functions rbfs to solve sturm liouville eigenvalue problems in which the so called fractional derivatives are involved we take into account the fact that the solutions to such problems might be nonsmooth and consequently we augment the space generated by rbf base functions with some fractional polynomials to overcome this problem we show through some examples the effectiveness of our method

a generalized spectral collocation method with tunable accuracy for fractional differential equations with end point singularities we develop spectral collocation methods for fractional differential equations with variable order with two end point singularities specifically we derive three term recurrence relations for both integrals and derivatives of the weighted jacobi polynomials of the form 1 x mu 1 1 x mu 2 p j a b x a b mu 1 mu 2 1 which leads to the desired differentiation matrices we apply the new differentiation matrices to construct collocation methods to solve fractional boundary value problems and fractional partial differential equations with two end point singularities we demonstrate that the singular basis enhances greatly the accuracy of the numerical solutions by properly tuning the parameters mu 1 and mu 2 even for cases for which we do not know explicitly the form of singularities in the solution at the boundaries comparison with other existing methods shows the superior accuracy of the proposed spectral collocation method

flatness and defect of non linear systems introductory theory and examples we introduce flat systems which are equivalent to linear ones via a special type of feedback called endogenous their physical properties are subsumed by a linearizing output and they might be regarded as providing another nonlinear extension of kalman s controllability the distance to flatness is measured by a non negative integer the defect we utilize differential algebra where flatness and defect are best defined without distinguishing between input state output and other variables many realistic classes of examples are flat we treat two popular ones the crane and the car with n trailers the motion planning of which is obtained via elementary properties of plane curves the three non flat examples the simple double and variable length pendulums are borrowed from non linear physics a high frequency control strategy is proposed such that the averaged systems become flat

computational aspects of fem approximation of fractional advection dispersion equations on bounded domains in r 2 in this paper we investigate the numerical approximation of the variational solution to the fractional advection dispersion equation fade on bounded domains in r2 more specifically we investigate the computational aspects of the galerkin approximation using continuous piecewise polynomial basis functions on a regular triangulation of the domain the computational challenges of approximating the solution to fractional differential equations using the finite element method stem from the fact that a fractional differential operator is a non local operator several numerical examples are given which demonstrate approximations to fades

a multi domain spectral method for time fractional differential equations this paper proposes an approach for high order time integration within a multi domain setting for time fractional differential equations since the kernel is singular or nearly singular two main difficulties arise after the domain decomposition how to properly account for the history memory part and how to perform the integration accurately to address these issues we propose a novel hybrid approach for the numerical integration based on the combination of three term recurrence relations of jacobi polynomials and high order gauss quadrature the different approximations used in the hybrid approach are justified theoretically and through numerical examples based on this we propose a new multi domain spectral method for high order accurate time integrations and study its stability properties by identifying the method as a generalized linear method numerical experiments confirm hp convergence for both time fractional differential equations and time fractional partial differential equations

a crank nicolson adi galerkin legendre spectral method for the two dimensional riesz space distributed order advection diffusion equation abstract in the paper a crank nicolson alternating direction implicit adi galerkin legendre spectral scheme is presented for the two dimensional riesz space distributed order advection diffusion equation the gauss quadrature has a higher computational accuracy than the mid point quadrature rule which is proposed to approximate the distributed order riesz space derivative so that the considered equation is transformed into a multi term fractional equation moreover the transformed equation is solved by discretizing in space by the adi galerkin legendre spectral scheme and in time using the crank nicolson difference method stability and convergence analysis are verified for the numerical approximation a lot of numerical results are demonstrated to justify the theoretical analysis

a spectral method of exponential convergence for singular solutions of the diffusion equation with general two sided fractional derivative an open problem in the numerical solution of fractional partial differential equations fpdes is how to obtain high order accuracy for singular solutions even for smooth right hand sides solutions of fpdes are singular here we consider the one dimensional diffusion equation with general two sided fractional derivative characterized by a parameter p in 0 1 for p 1 2 we recover the riesz fractional derivative while for p 1 0 we obtain the one sided fractional derivative we employ a petrov galerkin projection in a properly weighted sobolev space with two sided jacobi polyfracnomials as basis and test functions in particular we derive these two sided jacobi polyfractonomials as eigenfunctions of a sturm liouville problem with weights uniquely determined by the parameter p we provide a rigorous analysis and obtain optimal error estimates that depend on the regularity of the forcing term i e for smooth data corresponding to singular solutions we obtain exponential convergence wh

from continuous time random walks to the fractional fokker planck equation we generalize the continuous time random walk ctrw to include the effect of space dependent jump probabilities when the mean waiting time diverges we derive a fractional fokker planck equation ffpe this equation describes anomalous diffusion in an external force field and close to thermal equilibrium we discuss the domain of validity of the fractional kinetic equation for the force free case we compare between the ctrw solution and that of the ffpe

trapezoidal scheme for time space fractional diffusion equation with riesz derivative abstract in this paper a finite difference scheme is proposed to solve time space fractional diffusion equation which has second order accuracy in both time and space direction the time and space fractional derivatives are considered in the senses of caputo and riesz respectively first the centered difference approach is used to approximate the riesz fractional derivative in space then the obtained fractional ordinary differential equations are transformed into equivalent volterra integral equations and then the trapezoidal rule is utilized to approximate the volterra integral equations the stability and convergence of our scheme are proved via mathematical induction method finally numerical experiments are performed to confirm the high accuracy and efficiency of our scheme

on the computation of π flat outputs for linear time varying differential delay systems abstract we introduce a new definition of flatness for linear differential delay systems with time varying coefficients we characterize and 0 flat outputs and provide an algorithm to efficiently compute such outputs we present an academic example of motion planning to discuss the pertinence of the approach

application of a fractional advection dispersion equation abstract a transport equation that uses fractional order dispersion derivatives hasfundamental solutions that are le vy s a stable densities these densities represent plumesthat spread proportional to time 1 a have heavy tails and incorporate any degree ofskewness the equation is parsimonious since the dispersion parameter is not a functionof time or distance the scaling behavior of plumes that undergo le vy motion isaccounted for by the fractional derivative a laboratory tracer test is described by adispersion term of order 1 55 while the cape cod bromide plume is modeled by anequation of order 1 65 to 1 8 1 introduction anomalous or non fickian dispersion has been an activearea of research in the physics community since the introduc tion of continuous time random walks ctrw by montrolland weiss 1965 these random walks extended the predictivecapability of models built on the stochastic process of brown ian motion which is the basis for the classical advection dispersion equation ade the ctrw assign a joint space time distribution called the transition density to individualparticle motions when the tails are heavy enough i e powerlaw non fickian dispersion results for all time scales andspace scales

exponentially accurate spectral and spectral element methods for fractional odes current discretizations of fractional differential equations lead to numerical solutions of low order of accuracy here we present different methods for fractional odes that lead to exponentially fast decay of the error first we develop a petrov galerkin pg spectral method for fractional initial value problems fivps of the form d t 0 u t f t and fractional final value problems ffvps d t t u t g t where 0 1 subject to dirichlet initial final conditions these schemes are developed based on a new spectral theory for fractional sturm liouville problems fslps which has been recently developed in 1 specifically we obtain solutions to fivps and ffvps in terms of the new fractional non polynomial basis functions called jacobi polyfractonomials which are the eigenfunctions of the fslp of first kind fslp i correspondingly we employ another space of test functions as the span of polyfractonomial eigenfunctions of the fslp of second kind fslp ii subsequently we develop a discontinuous spectral method dsm of petrov galerkin sense for the aforementioned fivps and ffvps where the basis functions do not satisfy the initial final conditions finally we extend the dsm scheme to a discontinuous spectral element method dsem for efficient longer time integration and adaptive refinement in these discontinuous schemes we employ the asymptotic eigensolutions to fslp i ii which are of jacobi polynomial forms as basis and test functions our numerical tests confirm the exponential algebraic convergence respectively in p and h refinements for various test cases with integer and fractional order solutions

efficient spectral galerkin methods for fractional partial differential equations with variable coefficients efficient spectral galerkin algorithms are developed to solve multi dimensional fractional elliptic equations with variable coefficients in conserved form as well as non conserved form these algorithms are extensions of the spectral galerkin algorithms for usual elliptic pdes developed in 24 more precisely for separable fpdes we construct a direct method by using a matrix diagonalization approach while for non separable fpdes we employ a preconditioned bicgstab method with a suitable separable fpde with constant coefficients as preconditioner the cost of these algorithms is of o n d 1 flops where d is the space dimension we derive rigorous weighted error estimates which provide more precise convergence rate for problems with singularities at boundaries we also present ample numerical results to validate the algorithms and error estimates

a cyclic low rank smith method for large sparse lyapunov equations in this paper we present the cyclic low rank smith method which is an iterative method for the computation of low rank approximations to the solution of large sparse stable lyapunov equations it is based on a generalization of the classical smith method and profits by the usual low rank property of the right hand side matrix the requirements of the method are moderate with respect to both computational cost and memory furthermore we propose a heuristic for determining a set of suboptimal alternating direction implicit adi shift parameters this heuristic which is based on a pair of arnoldi processes does not require any a priori knowledge on the spectrum of the coefficient matrix of the lyapunov equation numerical experiments show the efficiency of the iterative scheme combined with the heuristic for the adi parameters

a finite difference finite element technique with error estimate for space fractional tempered diffusion wave equation abstract an efficient numerical technique is proposed to solve one and two dimensional space fractional tempered fractional diffusion wave equations the space fractional is based on the riemann liouville fractional derivative at first the temporal direction is discretized using a second order accurate difference scheme then a classic galerkin finite element is employed to obtain a full discrete scheme furthermore for the time discrete and the full discrete schemes error estimate has been presented to show the unconditional stability and convergence of the developed numerical method finally two test problems have been illustrated to verify the efficiency and simplicity of the proposed technique

numerical solution of fractional integro differential equations by collocation method abstract this paper deals with the numerical solution of fractional integro differential equations of the type d q y t p t y t f t 0 t k t s y s d s t i 0 1 by polynomial spline functions we derive a system of equations that characterizing the numerical solution some numerical examples are also provided to illustrated our results

quantization of solitons and the restricted sine gordon model we show how to compute form factors matrix elements of local fields in the restricted sine gordon model at the reflectionless points by quantizing solitons we introduce quantum separated variables in which the hamiltonians are expressed in terms of quantum functions we explicitly describe the soliton wave functions and we explain how the restriction is related to an unusual hermitian structure we also present a semi classical analysis which enlightens the fact that the restricted sine gordon model corresponds to an analytical continuation of the sine gordon model intermediate between sine gordon and kdv

fractional spectral collocation method we develop an exponentially accurate fractional spectral collocation method for solving steady state and time dependent fractional pdes fpdes we first introduce a new family of interpolants called fractional lagrange interpolants which satisfy the kronecker delta property at collocation points we perform such a construction following a spectral theory recently developed in m zayernouri and g e karniadakis j comput phys 47 2013 pp 2108 2131 for fractional sturm liouville eigenproblems subsequently we obtain the corresponding fractional differentiation matrices and we solve a number of linear fodes in addition to linear and nonlinear fpdes to investigate the numerical performance of the fractional collocation method we first examine space fractional advection diffusion problem and generalized space fractional multiterm fodes next we solve fpdes including the time and space fractional advection diffusion equation time and space fractional multiterm fpdes and finally the space

discontinuous galerkin method for fractional convection diffusion equations we propose a discontinuous galerkin method for fractional convection diffusion equations with a superdiffusion operator of order alpha 1 alpha 2 defined through the fractional laplacian the fractional operator of order alpha is expressed as a composite of first order derivatives and a fractional integral of order 2 alpha the fractional convection diffusion problem is expressed as a system of low order differential integral equations and a local discontinuous galerkin method scheme is proposed for the equations we prove stability and optimal order of convergence cal o h k 1 for the fractional diffusion problem and an order of convergence of cal o h k frac 1 2 is established for the general fractional convection diffusion problem the analysis is confirmed by numerical examples

a high order schema for the numerical solution of the fractional ordinary differential equations in this paper we present a general technique to construct high order schemes for the numerical solution of the fractional ordinary differential equations fodes this technique is based on the so called block by block approach which is a common method for the integral equations in our approach the classical block by block approach is improved in order to avoiding the coupling of the unknown solutions at each block step with an exception in the first two steps while preserving the good stability property of the block by block schemes by using this new approach we are able to construct a high order schema for fodes of the order a a 0 the stability and convergence of the schema is rigorously established we prove that the numerical solution converges to the exact solution with order 3 a for 0 1 a series of numerical examples are provided to support the theoretical claims

sharp error bounds for jacobi expansions and gegenbauer gauss quadrature of analytic functions this paper provides a rigorous and delicate analysis for exponential decay of jacobi polynomial expansions of analytic functions associated with the bernstein ellipse using an argument that can recover the best estimate for the chebyshev expansion we derive various new and sharp bounds of the expansion coefficients which are featured with explicit dependence of all related parameters and valid for degree n ge 1 we demonstrate the sharpness of the estimates by comparing with existing ones in particular the very recent results in siam j numer anal 50 2012 pp 1240 1263 we also extend this argument to estimate the gegenbauer gauss quadrature remainder of analytic functions which leads to some new tight bounds for quadrature errors

analysis of a temporal discretization for a semilinear fractional diffusion equation abstract this paper considers a temporal discretization of a semilinear fractional diffusion equation with nonsmooth initial data with appropriately graded temporal grids first order temporal accuracy in the norm of l 2 0 t l 2 is derived by a new discrete gronwall s inequality and then first order temporal accuracy in the norm of l 0 t l 2 is established for 1 2 1 finally numerical results are provided to verify the theoretical results

optimal convergence rates for semidiscrete finite element approximations of linear space fractional partial differential equations under minimal regularity assumptions abstract we consider the optimal convergence rates of the semidiscrete finite element approximations for solving linear space fractional partial differential equations by using the regularity results for the fractional elliptic problems obtained recently by jin et al 2015 and ervin et al 2018 the error estimates are proved by using two approaches one approach is to apply the duality argument in johnson 1987 for the heat equation to consider the error estimates for the linear space fractional partial differential equations this argument allows us to obtain the optimal convergence rates under the minimal regularity assumptions for the solution another approach is to use the approximate solution operators of the corresponding fractional elliptic problems this argument can be extended to consider more general linear space fractional partial differential equations numerical examples are given to show that the numerical results are consistent with the theoretical results

a lie backlund approach to equivalence and flatness of nonlinear systems a new system equivalence relation using the framework of differential geometry of jets and prolongations of infinite order is studied in this setting two systems are said to be equivalent if any variable of one system may be expressed as a function of the variables of the other system and of a finite number of their time derivatives this is a lie backlund isomorphism the authors prove that although the state dimension is not preserved the number of input channels is kept fixed they also prove that a lie backlund isomorphism can be realized by an endogenous feedback the differentially flat nonlinear systems introduced by the authors 1992 via differential algebraic techniques are generalized and the new notion of orbitally flat systems is defined they correspond to systems which are equivalent to a trivial one with time preservation or not the endogenous linearizing feedback is explicitly computed in the case of the vtol aircraft to track given reference trajectories with stability

numerical approximation of higher order time fractional telegraph equation by using a combination of a geometric approach and method of line we propose a simple and accurate numerical scheme for solving the time fractional telegraph tft equation within caputo type fractional derivative a fictitious coordinate is imposed onto the problem in order to transform the dependent variable u x t into a new variable with an extra dimension in the new space with the added fictitious dimension a combination of method of line and group preserving scheme gps is proposed to find the approximate solutions this method preserves the geometric structure of the problem power and accuracy of this method has been illustrated through some examples of tft equation

alternating direction implicit spectral element method adi sem for solving multi dimensional generalized modified anomalous sub diffusion equation abstract the main aim of the current paper is to solve the multi dimensional generalized modified anomalous sub diffusion equation by using a new spectral element method at first the time variable has been discretized by a finite difference scheme with second order accuracy the stability and convergence of the time discrete scheme have been investigated we show that the time discrete scheme is unconditionally stable and the convergence order is o 2 in the temporal direction secondly the galerkin spectral element method has been combined with alternating direction implicit idea to discrete the space variable the unconditional stability and convergence of the full discrete scheme have been proved by developing the proposed scheme we need to calculate one dimensional integrals for two dimensional problems and two dimensional integrals for three dimensional problems thus the used cpu time for the presented numerical procedure is lower than the two and three dimensional galerkin spectral element methods also the proposed method is suitable for computational domains obtained from the tensor product finally two examples are analyzed to check the theoretical results

a fast solver for spectral elements applied to fractional differential equations using hierarchical matrix approximation abstract we develop a fast solver for the spectral element method sem applied to the two sided fractional diffusion equation on uniform geometric and graded meshes by approximating the singular kernel with a degenerate kernel we construct a hierarchical matrix h matrix to represent the stiffness matrix of the sem and provide error estimates which we verify numerically we can solve efficiently the h matrix approximation problem using a hierarchical lu h lu decomposition method which reduces the computational cost to o r 2 n d log 2 n o r 3 n d log n where r is the rank of the h lu decomposition n d is the total number of degrees of freedom and n is the number of elements however we lose the high accuracy of the sem to prevent this we solve the corresponding preconditioned system by using the h matrix approximation problem as a preconditioner hence recovering the high order accuracy of the sem numerical results show that the condition number of the preconditioned system is independent of the polynomial degree p and grows with the number of elements but at modest values of the rank r here r is the rank of submatrices of the h matrix approximation it is below order 10 in our experiments which represents a reduction of more than 11 orders of magnitude from the unpreconditioned system this reduction is higher in the two sided fractional derivative compared to one sided fractional derivative the corresponding cost is o r 2 n d log 2 n o r 3 n d log n o n d 2 moreover by using a structured mesh uniform or geometric mesh we can further reduce the computational cost to o r 2 n d log 2 n o r 3 n d log n o p 2 n log n for the preconditioned system furthermore we compare the present method with the adaptive cross approximation aca which is kernel independent and relies on the coefficient matrix the comparison shows that the accuracy using the present algorithm is better than the one using aca for the h matrix approximation problem and furthermore we have observed that the aca method may fail to converge in some cases