a numerical approach to the generalized nonlinear fractional fokker planck equation in this paper we propose a fully discrete galerkin finite element method to solve the generalized nonlinear fractional fokker planck equation which has a multi fractional spatial operator characteristic that describes the levy flight in the time direction we use the finite difference method and in the spatial direction we use the fractional finite element method in the framework of the fractional sobolev spaces we derive a fully discrete scheme for the considered equation we prove the existence and uniqueness of the discrete solution and give the error estimates the numerical examples are also included which support the theoretical analysis

variable order fractional differential operators in anomalous diffusion modeling abstract the purpose of this paper is to offer a unified discussion of variable order differential operators in anomalous diffusion modeling the characteristics of the new models in contrast to constant order fractional diffusion models change with time space concentration or other independent quantities we introduced a classification of variable order fractional diffusion models based on the possible physical origins which prompt the variable order some potential applications of the variable order fractional diffusion models are also discussed

temporal second order difference schemes for the multi dimensional variable order time fractional sub diffusion equations abstract a special point on each time interval is found for the approximation of the variable order time caputo derivative which makes at least second order approximation accuracy be obtained on this basis two difference schemes are proposed for the multi dimensional variable order time fractional sub diffusion equations which have second order accuracy in time second order and fourth order accuracy in space respectively the obtained difference schemes are proved to be uniquely solvable the convergence and stability of the schemes in the discrete h 1 norm are analyzed by utilizing the energy method some numerical examples are presented to verify the theoretical results

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

finite element method for nonlinear riesz space fractional diffusion equations on irregular domains in this paper we consider two dimensional riesz space fractional diffusion equations with nonlinear source term on convex domains applying galerkin finite element method in space and backward difference method in time we present a fully discrete scheme to solve riesz space fractional diffusion equations our breakthrough is developing an algorithm to form stiffness matrix on unstructured triangular meshes which can help us to deal with space fractional terms on any convex domain the stability and convergence of the scheme are also discussed numerical examples are given to verify accuracy and stability of our scheme a finite element method is developed to solve 2d space fractional diffusion equations with nonlinear source term we develop a finite element method for fpdes on irregular domain we obtain explicit expressions for fractional derivatives of shape functions we give the details on how to compute fractional stiffness matrix fractional fitzhugh nagumo model is solved on circular domain

a novel numerical method for the time variable fractional order mobile immobile advection dispersion model evolution equations containing fractional derivatives can provide suitable mathematical models for describing anomalous diffusion and transport dynamics in complex systems that cannot be modeled accurately by normal integer order equations recently researchers have found that many physical processes exhibit fractional order behavior that varies with time or space the continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable in this paper we consider the mobile immobile advection dispersion model with the coimbra variable time fractional derivative which is preferable for modeling dynamical systems and is more efficient from the numerical standpoint a novel implicit numerical method for the equation is proposed and the stability of the approximation is investigated as for the convergence of the numerical method we only consider a special case i e the time fractional derivative is independent of the time variable t the case where the time fractional derivative depends on both the time variable t and the space variable x will be considered in a future work finally numerical examples are provided to show that the implicit difference approximation is computationally efficient

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

a computational method for solving variable order fractional nonlinear diffusion wave equation abstract in this paper we generalize a one dimensional fractional diffusion wave equation to a one dimensional variable order space time fractional nonlinear diffusion wave equation v os tfnd we where the variable order fractional derivatives are considered in the caputo type to solve this introduced equation an easy to follow method is proposed which is based on the chebyshev cardinal functions coupling with the tau and collocation methods to carry out the method an operational matrix of variable order fractional derivative omv ofd is derived for the chebyshev cardinal functions to be employed for expanding the unknown function the proposed method can provide highly accurate approximate solutions by reducing the problem under study to a system of nonlinear algebraic equations which is technically simpler for handling the experimental results confirm the applicability and effectiveness of the method

variable order fractional numerical differentiation for noisy signals by wavelet denoising in this paper a numerical method is proposed to estimate the variable order fractional derivatives of an unknown signal in noisy environment firstly the wavelet denoising process is adopted to reduce the noise effect for the signal secondly polynomials are constructed to fit the denoised signal in a set of overlapped subintervals of a considered interval thirdly the variable order fractional derivatives of these fitting polynomials are used as the estimations of the unknown ones where the values obtained near the boundaries of each subinterval are ignored in the overlapped parts finally numerical examples are presented to demonstrate the efficiency and robustness of the proposed method an efficient method is proposed to numerically estimate the variable order fractional derivatives of a noisy signal wavelet denoising is adopted to reduce the noise effect in a signal polynomials are constructed to fit the denoised signal in a set of overlapped subintervals of the considered interval the variable order fractional derivatives of a noisy signal are numerically obtained based on fitting polynomials numerical examples of four cases are considered to demonstrate the efficiency and robustness of the proposed method

spectral and discontinuous spectral element methods for fractional delay equations we first develop a spectrally accurate petrov galerkin spectral method for fractional delay differential equations fddes this scheme is developed based on a new spectral theory for fractional sturm liouville problems fslps which has been recently presented in m zayernouri and g e karniadakis j comput phys 252 2013 pp 495 517 specifically we obtain solutions to fddes in terms of new nonpolynomial basis functions called jacobi polyfractonomials which are the eigenfunctions of the fslp of the first kind fslp i correspondingly we employ another space of test functions as the span of polyfractonomial eigenfunctions of the fslp of the second kind fslp ii we prove the wellposedness of the problem and carry out the corresponding stability and error analysis of the pg spectral method in contrast to standard nondelay fractional differential equations the delay character of fddes might induce solutions which are either nonsmooth or piecewise smooth in order to effectively trea

analysis of spectral projectors in one dimensional domains in this paper we analyze a class of projection operators with values in a subspace of polynomials these projection operators are related to the hubert spaces involved in the numerical analysis of spectral methods they are in the first part of the paper the standard sobolev spaces and in the second part some weighted sobolev spaces the weight of which is related to the orthogonality relation satisfied by the chebyshev polynomials these results are used to study the approximation of a model fourth order problem

on the fitting of surfaces to data with covariances we consider the problem of estimating parameters of a model described by an equation of special form specific models arise in the analysis of a wide class of computer vision problems including conic fitting and estimation of the fundamental matrix we assume that noisy data are accompanied by known covariance matrices characterizing the uncertainty of the measurements a cost function is first obtained by considering a maximum likelihood formulation and applying certain necessary approximations that render the problem tractable a newton like iterative scheme is then generated for determining a minimizer of the cost function unlike alternative approaches such as sampson s method or the renormalization technique the new scheme has as its theoretical limit the minimizer of the cost function furthermore the scheme is simply expressed efficient and unsurpassed as a general technique in our testing an important feature of the method is that it can serve as a basis for conducting theoretical comparison of various estimation approaches

stable multi domain spectral penalty methods for fractional partial differential equations we propose stable multi domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order first a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials the approximation order is analyzed and verified through numerical examples based on the discrete fractional derivative we introduce stable multi domain spectral penalty methods for solving fractional advection and diffusion equations the equations are discretized in each sub domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes

second order approximations for variable order fractional derivatives fractional calculus allows variable order of fractional operators which can be exploited in diverse physical and biological applications where rates of change of the quantity of interest may depend on space and or time in this paper we derive two second order approximation formulas for the variable order fractional time derivatives involved in anomalous diffusion and wave propagation we then present numerical tests that verify the theoretical estimates of convergence rate and also simulations of anomalous sub diffusion and super diffusion that demonstrate new localized diffusion rates that depend on the curvature of the variable order function finally we perform simulations of wave propagation in a truncated domain to demonstrate how erroneous wave reflections at the boundaries can be eliminated by super diffusion and also simulations of the burgers equation that serve as a testbed for studying the loss and recovery of monotonicity using again variable rate diffusion as a function of space and or time taken together our results demonstrate that variable order fractional derivatives can be used to model the physics of anomalous transport with spatiotemporal variability but also as new effective numerical tools that can deal with the long standing issues of outflow boundary conditions and monotonicity of integer order pdes

numerical approximation of a time dependent nonlinear space fractional diffusion equation in this article we analyze a fully discrete numerical approximation to a time dependent fractional order diffusion equation which contains a nonlocal quadratic nonlinearity the analysis is performed for a general fractional order diffusion operator the nonlinear term studied is a product of the unknown function and a convolution operator of order 0 convergence of the approximation and a priori error estimates are given numerical computations are included which confirm the theoretical predictions

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

tempered fractional sturm liouville eigenproblems continuum time random walk is a general model for particle kinetics which allows for incorporating waiting times and or non gaussian jump distributions with divergent second moments to account for levy flights exponentially tempering the probability distribution of the waiting times and the anomalously large displacements results in tempered stable levy processes with finite moments where the fluid continuous limit leads to the tempered fractional diffusion equation the development of fast and accurate numerical schemes for such nonlocal problems requires a new spectral theory and suitable choice of basis functions in this study we introduce two classes of regular and singular tempered fractional sturm liouville problems of two kinds tfslp i and tfslp ii of order nu in 0 2 in the regular case the corresponding tempered differential operators are associated with tempering functions p i x exp 2 tau and p ii x exp 2 tau tau geq 0 respectively in the regular tfslp i

a radial basis functions method for fractional diffusion equations one of the ongoing issues with fractional diffusion models is the design of an efficient high order numerical discretization this is one of the reasons why fractional diffusion models are not yet more widely used to describe complex systems in this paper we derive a radial basis functions rbf discretization of the one dimensional space fractional diffusion equation in order to remove the ill conditioning that often impairs the convergence rate of standard rbf methods we use the rbf qr method 1 33 by using this algorithm we can analytically remove the ill conditioning that appears when the number of nodes increases or when basis functions are made increasingly flat the resulting rbf qr based method exhibits an exponential rate of convergence for infinitely smooth solutions that is comparable to the one achieved with pseudo spectral methods we illustrate the flexibility of the algorithm by comparing the standard rbf and rbf qr methods for two numerical examples our results suggest that the global character of the rbfs makes them well suited to fractional diffusion equations they naturally take the global behavior of the solution into account and thus do not result in an extra computational cost when moving from a second order to a fractional order diffusion model as such they should be considered as one of the methods of choice to discretize fractional diffusion models of complex systems

when are simple ls estimators enough an empirical study of ls tls and gtls a variety of least squares estimators of significantly different complexity and generality are available to solve over constrained linear systems the most theoretically general may not necessarily be the best choice in practice problem conditions may be such that simpler and faster algorithms if theoretically inferior would yield acceptable errors we investigate when this may happen using homography estimation as the reference problem we study the errors of ls tls equilibrated tls and gtls algorithms with different noise types and varying intensity and correlation levels to allow direct comparisons with algorithms from the applied mathematics and computer vision communities we consider both inhomogeneous and homogeneous systems we add noise to image co ordinates and system matrix entries in separate experiments to take into account the effect on noise properties heteroscedasticity of pre processing data transformations we find that the theoretically most general algorithms may not always be worth their higher complexity comparable results are obtained with moderate levels of noise intensity and correlation we identify such levels quantitatively for the reference problem thus suggesting when simpler algorithms can be applied with limited errors in spite of their restrictive assumptions

crank nicolson adi galerkin finite element method for two dimensional fractional fitzhugh nagumo monodomain model in this paper a two dimensional fractional fitzhugh nagumo monodomain model 2d ffhnmm with zero dirichlet boundary condition is considered the model consists of a coupled two dimensional space fractional nonlinear reaction diffusion model 2d sfnrdm and an ordinary differential equation the 2d sfnrdm and ordinary differential equation are decoupled at each time step a new crank nicolson alternating direction implicit adi galerkin finite element method for the 2d sfnrdm is developed the stability and convergence of the numerical method are discussed finally some numerical examples on 2d sfnrdm and 2d ffhnmm are given for verification of our theoretical analysis

a computational wavelet method for variable order fractional model of dual phase lag bioheat equation abstract in this study we focus on the mathematical model of hyperthermia treatment as one the most constructive and effective procedures considering the sophisticated nature of involving phenomena in bioheat transfer inside a living tissue several models with different levels of simplifications have been proposed one of the general forms of the bioheat transfer equation which is introduced and studied in this paper for the first time is the 2d transient dual phase lag dpl variable order fractional energy equation for finding the numerical solution of this general case we propose an efficient semi discrete method based on the two dimensional legendre wavelets 2d lws precisely the variable order fractional derivatives of the model are discretized in the first stage and then the response of the model is expanded by the 2d lws consequently the main problem is transformed into an equivalent system of algebraic equations which can be simply tackled the stability of the proposed method is examined theoretically and experimentally also the procedure is described for one example to examine the computational efficiency of method the experimental results show the stability and spectral accuracy of the proposed method according to the achieved results increasing the fractional order from 0 1 to 1 0 leads to increment of maximum tissue temperatures by about 29 near the center of the targeted region

a meshless method for solving two dimensional variable order time fractional advectiondiffusion equation several physical phenomena such as transformation of pollutants energy particles and many others can be described by the well known convectiondiffusion equation which is a combination of the diffusion and advection equations in this paper this equation is generalized with the concept of variable order fractional derivatives the generalized equation is called variable order time fractional advectiondiffusion equation v otfade an accurate and robust meshless method based on the moving least squares mls approximation and the finite difference scheme is proposed for its numerical solution on two dimensional 2 d arbitrary domains in the time domain the finite difference technique with a weighted scheme and in the space domain the mls approximation are employed to obtain appropriate semi discrete solutions since the newly developed method is a meshless approach it does not require any background mesh structure to obtain semi discrete solutions of the problem under consideration and the numerical solutions are constructed entirely based on a set of scattered nodes the proposed method is validated in solving three different examples including two benchmark problems and an applied problem of pollutant distribution in the atmosphere in all such cases the obtained results show that the proposed method is very accurate and robust moreover a remarkable property so called positive scheme for the proposed method is observed in solving concentration transport phenomena the variable order time fractional advectiondiffusion equation in 2 d is defined an accurate and robust meshless method is proposed for its numerical solutions a variable order fractional modeling of air pollution is expressed and investigated it is shown that the proposed method is a positive scheme the proposed method can be extended for other types of variable order fractional problems

numerical techniques for the variable order time fractional diffusion equation abstract in this paper we consider the variable order time fractional diffusion equation we adopt the coimbra variable order vo time fractional operator which defines a consistent method for vo differentiation of physical variables the coimbra variable order fractional operator also can be viewed as a caputo type definition although this definition is the most appropriate definition having fundamental characteristics that are desirable for physical modeling numerical methods for fractional partial differential equations using this definition have not yet appeared in the literature here an approximate scheme is first proposed the stability convergence and solvability of this numerical scheme are discussed via the technique of fourier analysis numerical examples are provided to show that the numerical method is computationally efficient

error analysis of a finite difference method on graded meshes for a time fractional diffusion equation a reaction diffusion problem with a caputo time derivative of order alpha in 0 1 is considered the solution of such a problem is shown in general to have a weak singularity near the initial time t 0 and sharp pointwise bounds on certain derivatives of this solution are derived a new analysis of a standard finite difference method for the problem is given taking into account this initial singularity this analysis encompasses both uniform meshes and meshes that are graded in time and includes new stability and consistency bounds the final convergence result shows clearly how the regularity of the solution and the grading of the mesh affect the order of convergence of the difference scheme so one can choose an optimal mesh grading numerical results are presented that confirm the sharpness of the error analysis

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

crank nicolson difference scheme for the coupled nonlinear schrodinger equations with the riesz space fractional derivative in this paper the crank nicolson cn difference scheme for the coupled nonlinear schrodinger equations with the riesz space fractional derivative is studied the existence of this difference solution is proved by the brouwer fixed point theorem the stability and convergence of the cn scheme are discussed in the l 2 norm when the fractional order is two all those results are in accord with the difference scheme developed for the classical non fractional coupled nonlinear schrodinger equations some numerical examples are also presented

on borwein wiersma decompositions of monotone linear relations monotone operators are of basic importance in optimization as they generalize simultaneously subdifferential operators of convex functions and positive semidefinite not necessarily symmetric matrices in 1970 asplund a monotone convergence theorem for sequences of nonlinear mapping in nonlinear functional analysis american math society providence ri 1970 pp 1 9 studied the additive decomposition of a maximal monotone operator as the sum of a subdifferential operator and an irreducible monotone operator in 2007 borwein and wiersma siam j optim 18 2007 pp 946 960 introduced another additive decomposition where the maximal monotone operator is written as the sum of a subdifferential operator and a skew monotone operator both decompositions are variants of the well known additive decomposition of a matrix via its symmetric and skew part this paper presents a detailed study of the borwein wiersma decomposition of a maximal monotone linear relation we give sufficient conditions and characterizations for a maximal monotone linear relation to be borwein wiersma decomposable and show that borwein wiersma decomposability implies asplund decomposability we exhibit irreducible linear maximal monotone operators without full domain thus answering one of the questions raised by borwein and wiersma the borwein wiersma decomposition of any maximal monotone linear relation is made quite explicit in hilbert space

numerical simulation for the variable order galilei invariant advection diffusion equation with a nonlinear source term in this paper we consider the variable order galilei advection diffusion equation with a nonlinear source term a numerical scheme with first order temporal accuracy and second order spatial accuracy is developed to simulate the equation the stability and convergence of the numerical scheme are analyzed besides another numerical scheme for improving temporal accuracy is also developed finally some numerical examples are given and the results demonstrate the effectiveness of theoretical analysis

analysis of a time stepping scheme for time fractional diffusion problems with nonsmooth data this paper establishes the convergence of a time stepping scheme for the time fractional diffusion problems with nonsmooth data we first analyze the regularity of the time fractional diffusion pro

scaled total least squares fundamentals the standard approaches to solving overdetermined linear systems bx approx c construct minimal corrections to the vector c and or the matrix b such that the corrected system is compatible in ordinary least squares ls the correction is restricted to c while in data least squares dls it is restricted to b in scaled total least squares stls 22 corrections to both c and b are allowed and their relative sizes depend on a real positive parameter gamma stls unifies several formulations since it becomes total least squares tls when gamma 1 and in the limit corresponds to ls when gamma rightarrow 0 and dls when gamma rightarrow infty this paper analyzes a particularly useful formulation of the stls problem the analysis is based on a new assumption that guarantees existence and uniqueness of meaningful stls solutions for all parameters gamma 0 it makes the whole stls theory consistent our theory reveals the necessary and sufficient condition for preserving the smallest singular value of a matrix while appending or deleting a column this condition represents a basic matrix theory result for updating the singular value decomposition as well as the rank one modification of the hermitian eigenproblem the paper allows complex data and the equivalences in the limit of stls with dls and ls are proven for such data it is shown how any linear system bx approx c can be reduced to a minimally dimensioned core system satisfying our assumption consequently our theory and algorithms can be applied to fully general systems the basics of practical algorithms for both the stls and dls problems are indicated for either dense or large sparse systems our assumption and its consequences are compared with earlier approaches

maximally monotone linear subspace extensions of monotone subspaces explicit constructions and characterizations monotone linear relations play important roles in variational inequality problems and quadratic optimizations in this paper we give explicit maximally monotone linear subspace extensions of a monotone linear relation in finite dimensional spaces examples are provided to illustrate our extensions our results generalize a recent result by crouzeix and ocana anaya

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

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 novel compact adi scheme for two dimensional riesz space fractional nonlinear reaction diffusion equations abstract this paper is concerned with the construction and analysis of a novel linearized compact adi scheme for the two dimensional riesz space fractional nonlinear reaction diffusion equations convergence of the proposed scheme is proved the highlight is that the time discretization is achieved by applying a second order one step and linearized method the time discretization requires only one starting value which is sharp contrast to the extrapolated crank nicolson method or the usual second order linearized schemes numerical examples on several fractional models are presented to confirm our theoretical results

in defense of the eight point algorithm the fundamental matrix is a basic tool in the analysis of scenes taken with two uncalibrated cameras and the eight point algorithm is a frequently cited method for computing the fundamental matrix from a set of eight or more point matches it has the advantage of simplicity of implementation the prevailing view is however that it is extremely susceptible to noise and hence virtually useless for most purposes this paper challenges that view by showing that by preceding the algorithm with a very simple normalization translation and scaling of the coordinates of the matched points results are obtained comparable with the best iterative algorithms this improved performance is justified by theory and verified by extensive experiments on real images

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

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 fns to heiv a link between two vision parameter estimation methods problems requiring accurate determination of parameters from image based quantities arise often in computer vision two recent independently developed frameworks for estimating such parameters are the fns and heiv schemes here it is shown that fns and a core version of heiv are essentially equivalent solving a common underlying equation via different means the analysis is driven by the search for a nondegenerate form of a certain generalized eigenvalue problem and effectively leads to a new derivation of the relevant case of the heiv algorithm this work may be seen as an extension of previous efforts to rationalize and interrelate a spectrum of estimators including the renormalization method of kanatani and the normalized eight point method of hartley

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

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

a semi alternating direction method for a 2 d fractional fitzhugh nagumo monodomain model on an approximate irregular domain a fitzhugh nagumo monodomain model has been used to describe the propagation of the electrical potential in heterogeneous cardiac tissue in this paper we consider a two dimensional fractional fitzhugh nagumo monodomain model on an irregular domain the model consists of a coupled riesz space fractional nonlinear reaction diffusion model and an ordinary differential equation describing the ionic fluxes as a function of the membrane potential second we use a decoupling technique and focus on solving the riesz space fractional nonlinear reaction diffusion model a novel spatially second order accurate semi implicit alternating direction method siadm for this model on an approximate irregular domain is proposed third stability and convergence of the siadm are proved finally some numerical examples are given to support our theoretical analysis and these numerical techniques are employed to simulate a two dimensional fractional fitzhugh nagumo model on both an approximate circular and an approximate irregular domain

numerical schemes with high spatial accuracy for a variable order anomalous subdiffusion equation in this paper we consider a variable order anomalous subdiffusion equation a numerical scheme with first order temporal accuracy and fourth order spatial accuracy for the equation is proposed the convergence stability and solvability of the numerical scheme are discussed via the technique of fourier analysis another improved numerical scheme with second order temporal accuracy and fourth order spatial accuracy is also proposed some numerical examples are given and the results demonstrate the effectiveness of theoretical analysis

fractional spectral collocation methods for linear and nonlinear variable order fpdes while several high order methods have been developed for fractional pdes fpdes with fixed order there are no such methods for fpdes with field variable order these equations allow multiphysics simulations seamlessly e g from diffusion to sub diffusion or from wave dynamics transitioning to diffusion by simply varying the fractional order as a function of space or time we develop an exponentially accurate fractional spectral collocation method for solving linear nonlinear fpdes with field variable order following the spectral theory developed in 1 for fractional sturm liouville eigenproblems we introduce a new family of interpolants called left right sided and central fractional lagrange interpolants we employ the fractional derivatives of left right sided riemann liouville and riesz type and obtain the corresponding fractional differentiation matrices by collocating the field variable fractional orders we solve several fpdes including time and space fractional advection equation time and space fractional advection diffusion equation and finally the space fractional burgers equation to demonstrate the performance of the method in addition we develop a spectral penalty method for enforcing inhomogeneous initial conditions our numerical results confirm the exponential like convergence of the proposed fractional collocation methods

a crank nicolson adi spectral method for a two dimensional riesz space fractional nonlinear reaction diffusion equation in this paper a new alternating direction implicit galerkin legendre spectral method for the two dimensional riesz space fractional nonlinear reaction diffusion equation is developed the temporal component is discretized by the crank nicolson method the detailed implementation of the method is presented the stability and convergence analysis is strictly proven which shows that the derived method is stable and convergent of order 2 in time an optimal error estimate in space is also obtained by introducing a new orthogonal projector the present method is extended to solve the fractional fitzhugh nagumo model numerical results are provided to verify the theoretical analysis

the kernel average for two convex functions and its application to the extension and representation of monotone operators we provide and analyze an average for two convex functions based on a kernel function it covers several known averages such as the arithmetic average epigraphical average and the proximal average when applied to the fitzpatrick function and the conjugate of fitzpatrick function associated with a monotone operator our average produces an autoconjugate also known as selfdual lagrangian which can be used for finding an explicit maximal monotone extension of the given monotone operator this completely settles one of the open problems posed by fitzpatrick in the setting of reflexive banach spaces

heteroscedastic regression in computer vision problems with bilinear constraint we present an algorithm to estimate the parameters of a linear model in the presence of heteroscedastic noise i e each data point having a different covariance matrix the algorithm is motivated by the recovery of bilinear forms one of the fundamental problems in computer vision which appears whenever the epipolar constraint is imposed or a conic is fit to noisy data points we employ the errors in variables eiv model and show why already at moderate noise levels most available methods fail to provide a satisfactory solution the improved behavior of the new algorithm is due to two factors taking into account the heteroscedastic nature of the errors arising from the linearization of the bilinear form and the use of generalized singular value decomposition gsvd in the computations the performance of the algorithm is compared with several methods proposed in the literature for ellipse fitting and estimation of the fundamental matrix it is shown that the algorithm achieves the accuracy of nonlinear optimization techniques at much less computational cost

numerical methods for the variable order fractional advection diffusion equation with a nonlinear source term in this paper we consider a variable order fractional advection diffusion equation with a nonlinear source term on a finite domain explicit and implicit euler approximations for the equation are proposed stability and convergence of the methods are discussed moveover we also present a fractional method of lines a matrix transfer technique and an extrapolation method for the equation some numerical examples are given and the results demonstrate the effectiveness of theoretical analysis

numerical analysis of nonlinear subdiffusion equations we present a general framework for the rigorous numerical analysis of time fractional nonlinear parabolic partial differential equations with a fractional derivative of order alpha in 0 1 in time it relies on three technical tools a fractional version of the discrete gronwall type inequality discrete maximal regularity and regularity theory of nonlinear equations we establish a general criterion for showing the fractional discrete gronwall inequality and verify it for the l1 scheme and convolution quadrature generated by backward difference formulas further we provide a complete solution theory e g existence uniqueness and regularity for a time fractional diffusion equation with a lipschitz nonlinear source term together with the known results of discrete maximal regularity we derive pointwise l 2 omega norm error estimates for semidiscrete galerkin finite element solutions and fully discrete solutions which are of order o h 2 up to a logarithmic factor and o tau alpha

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

robust regression methods for computer vision a review regression analysis fitting a model to noisy data is a basic technique in computer vision robust regression methods that remain reliable in the presence of various types of noise are therefore of considerable importance we review several robust estimation techniques and describe in detail the least median of squares lmeds method the method yields the correct result even when half of the data is severely corrupted its efficiency in the presence of gaussian noise can be improved by complementing it with a weighted least squares based procedure the high time complexity of the lmeds algorithm can be reduced by a monte carlo type speed up technique we discuss the relationship of lmeds with the ransac paradigm and its limitations in the presence of noise corrupting all the data and we compare its performance with the class of robust m estimators references to published applications of robust techniques in computer vision are also given

a fourth order compact adi scheme for two dimensional nonlinear space fractional schrodinger equation in this paper a novel compact operator is derived for the approximation of the riesz derivative with order alpha in 1 2 the compact operator is proved with fourth order accuracy combining the compact operator in space discretization a linearized difference scheme is proposed for a two dimensional nonlinear space fractional schrodinger equation it is proved that the difference scheme is uniquely solvable stable and convergent with order o tau 2 h 4 where tau is the time step size h max h 1 h 2 and h 1 h 2 are space grid sizes in the x direction and the y direction respectively based on the linearized difference scheme a compact alternating direction implicit scheme is presented and analyzed numerical results demonstrate that the compact operator does not bring in extra computational cost but improves the accuracy of the scheme greatly

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

runge kutta approximation of quasi linear parabolic equations we study the convergence properties of implicit runge kutta meth ods applied to time discretization of parabolic equations with time or solution dependent operator error bounds are derived in the energy norm the con vergence analysis uses two different approaches the first technically simpler approach relies on energy estimates and requires algebraic stability of the runge kutta method the second one is based on estimates for linear time invariant equations and uses fourier and perturbation techniques it applies to a 9 stable runge kutta methods and yields the precise temporal order of conver gence this order is noninteger in general and depends on the type of boundary conditions

a wavelet method to solve nonlinear variable order time fractional 2d klein gordon equation abstract in this study we introduce the nonlinear variable order time fractional two dimensional 2d klein gordon equation by using the concept of variable order fractional derivatives the variable order fractional derivative operator is defined in the caputo type due to the useful properties of wavelets we propose an efficient semi discrete method based on the 2d legendre wavelets lws to numerically solve this equation in fact according to the proposed method the variable order time fractional derivative should be discretized in the first stage and then the solution of the problem expanded in terms of the 2d lws however the main objective of this study is to illustrate that the 2d lws can be a useful tool for solving the nonlinear variable order time fractional 2d klein gordon equation stability analysis of the presented method is investigated theoretically and numerically moreover the applicability and accuracy of the method are investigated by solving some numerical examples numerical results confirm the spectral accuracy of the established method