conformal deformation of a riemannian metric to a scalar flat metric with constant mean curvature on the boundary one of the most celebrated theorems in mathematics is the riemann mapping theorem it says that an open simply connected proper subset of the plane is conformally diffeomorphic to the disk in higher dimensions very few regions are conformally diffeomorphic to the ball however we can still ask whether a domain is conformally diffeomorphic to a manifold that resembles the ball in two ways namely it has zero scalar curvature and its boundary has constant mean curvature in this paper we generalize the riemann mapping theorem to higher dimensions in that sense

a petrov galerkin finite element method for variable coefficient fractional diffusion equations abstract fractional diffusion equations have found increasingly more applications in recent years but introduce new mathematical and numerical difficulties galerkin formulation which was proved to be coercive and well posed for fractional diffusion equations with a constant diffusivity coefficient may lose its coercivity for variable coefficient problems the corresponding finite element method fails to converge we utilize the discontinuous petrov galerkin dpg framework to develop a petrov galerkin finite element method for variable coefficient fractional diffusion equations we prove the well posedness and optimal order convergence of the petrov galerkin finite element method numerical examples are presented to verify the theoretical results

a morse theoretical approach for the boundary mean curvature problem on b4 abstract in this paper we investigate existence as well as multiplicity of scalar flat metric of prescribed boundary mean curvature on the standard 4 dimensional ball due to the existence of critical point at infinity the standard variational methods cannot be applied to overcome this difficulty we prove that in a neighborhood of critical points at infinity a morse lemmas at infinity reduction holds then develop a whole morse theory of this noncompact variational problem in particular we establish under generic boundary condition morse inequalities at infinity which give a lower bound on the number of solutions to the above problem in terms of the total contribution of the critical point at infinity to the difference of topology between the level sets of the associated euler lagrange functional as further application of this morse theoretical approach we prove more existence results and extend a topological invariant introduced by a bahri

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

subordinated advection dispersion equation for contaminant transport a mathematical method called subordination broadens the applicability of the classical advection dispersion equation for contaminant transport in this method the time variable is randomized to represent the operational time experienced by different particles in a highly heterogeneous aquifer the operational time captures the fractal properties of the medium this leads to a simple parsimonious model of contaminant transport that exhibits many of the features heavy tails skewness and non fickian growth rate typically seen in real aquifers we employ a stable subordinator that derives from physical models of anomalous diffusion involving fractional derivatives applied to a one dimensional approximation of the made 2 data set the model shows excellent agreement

the nirenberg problem and its generalizations a unified approach making use of integral representations we develop a unified approach to establish blow up profiles compactness and existence of positive solutions of the conformally invariant equations p sigma v kv frac n 2 sigma n 2 sigma on the standard unit sphere mathbb s n for all sigma in 0 n 2 where p sigma is the intertwining operator of order 2 sigma finding positive solutions of these equations is equivalent to seeking metrics in the conformal class of the standard metric on spheres with prescribed certain curvatures when sigma 1 it is the prescribing scalar curvature problem or the nirenberg problem and when sigma 2 it is the prescribing q curvature problem

learning on dynamic statistical manifolds hyperbolic balance laws with uncertain random parameters and inputs are ubiquitous in science and engineering quantification of uncertainty in predictions derived from such laws and reduction of predictive uncertainty via data assimilation remain an open challenge that is due to nonlinearity of governing equations whose solutions are highly non gaussian and often discontinuous to ameliorate these issues in a computationally efficient way we use the method of distributions which here takes the form of a deterministic equation for spatio temporal evolution of the cumulative distribution function cdf of the random system state as a means of forward uncertainty propagation uncertainty reduction is achieved by recasting the standard loss function i e discrepancy between observations and model predictions in distributional terms this step exploits the equivalence between minimization of the square error discrepancy and the kullback leibler divergence the loss function is regularized by adding a lagrangian constraint enforcing fulfilment of the cdf equation minimization is performed sequentially progressively updating the parameters of the cdf equation as more measurements are assimilated

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 perturbation result for prescribing mean curvature in this article we consider a boundary value problem associated with the conformal deformation of metrics we are interested in the case in which a noncompact group of conformal transformation acts on the equation so that the kazdanwarner condition gives rise to obstruction as in the nirenberg problem the simplest situation is the following let bn 1 be the unit ball in rn 1 with euclidean metric g0 its boundary will be denoted by s n bn 1 let h be a smooth function on s n we study the problem of finding a conformal metric gu u4 n 1 g0 whose scalar curvature vanishes in bn 1 and on the boundary bn 1 the mean curvature is given by h this problem is equivalent to solving the following boundary value problem

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

inferring solutions of differential equations using noisy multi fidelity data for more than two centuries solutions of differential equations have been obtained either analytically or numerically based on typically well behaved forcing and boundary conditions for well posed problems we are changing this paradigm in a fundamental way by establishing an interface between probabilistic machine learning and differential equations we develop data driven algorithms for general linear equations using gaussian process priors tailored to the corresponding integro differential operators the only observables are scarce noisy multi fidelity data for the forcing and solution that are not required to reside on the domain boundary the resulting predictive posterior distributions quantify uncertainty and naturally lead to adaptive solution refinement via active learning this general framework circumvents the tyranny of numerical discretization as well as the consistency and stability issues of time integration and is scalable to high dimensions

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

information based objective functions for active data selection learning can be made more efficient if we can actively select particularly salient data points within a bayesian learning framework objective functions are discussed that measure the expected informativeness of candidate measurements three alternative specifications of what we want to gain information about lead to three different criteria for data selection all these criteria depend on the assumption that the hypothesis space is correct which may prove to be their main weakness

the prescribed boundary mean curvature problem on b4 abstract in this paper we perform a fine blow up analysis for a boundary value elliptic equation involving the critical trace sobolev exponent related to the conformal deformation of the metrics on the standard ball namely the problem of prescribing the boundary mean curvature from this analysis some a priori estimates in low dimension are obtained with these estimates we prove the existence of at least one solution when an index counting formula associated to the prescribed mean curvature is different from zero

fractional calculus a different approach to the analysis of viscoelastically damped structures fractional calculus is used to construct stress strain relationships for viscoelastic materials these relationships are used in the finite element analysis of viscoelastically damped structures and closed form solutions to the equations of motion are found the attractive feature of this approach is that very few empirical parameters are required to model the viscoelastic material and calculate the response of the structure for general loading conditions

discovering variable fractional orders of advection dispersion equations from field data using multi fidelity bayesian optimization abstract the fractional advection dispersion equation fade can describe accurately the solute transport in groundwater but its fractional order has to be determined a priori here we employ multi fidelity bayesian optimization to obtain the fractional order under various conditions and we obtain more accurate results compared to previously published data moreover the present method is very efficient as we use different levels of resolution to construct a stochastic surrogate model and quantify its uncertainty we consider two different problem set ups in the first set up we obtain variable fractional orders of one dimensional fade considering both synthetic and field data in the second set up we identify constant fractional orders of two dimensional fade using synthetic data we employ multi resolution simulations using two level and three level gaussian process regression models to construct the surrogates

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

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

probabilistic non linear principal component analysis with gaussian process latent variable models summarising a high dimensional data set with a low dimensional embedding is a standard approach for exploring its structure in this paper we provide an overview of some existing techniques for discovering such embeddings we then introduce a novel probabilistic interpretation of principal component analysis pca that we term dual probabilistic pca dppca the dppca model has the additional advantage that the linear mappings from the embedded space can easily be non linearised through gaussian processes we refer to this model as a gaussian process latent variable model gp lvm through analysis of the gp lvm objective function we relate the model to popular spectral techniques such as kernel pca and multidimensional scaling we then review a practical algorithm for gp lvms in the context of large data sets and develop it to also handle discrete valued data and missing attributes we demonstrate the model on a range of real world and artificially generated data sets

a numerically efficient hamiltonian method for fractional wave equations abstract in this work we consider a partial differential equation that extends the well known wave equation the model under consideration is a multidimensional equation which includes the presence of both a damping term and a fractional laplacian of the riesz type homogeneous dirichlet boundary conditions on a closed and bounded spatial interval are considered in this work the mathematical model has a fractional hamiltonian which is conserved when the damping coefficient is equal to zero and dissipated otherwise motivated by these facts we propose a finite difference method to approximate the solutions of the continuous model the method is an implicit scheme which is based on the use of fractional centered differences to approximate the spatial fractional derivatives of the model a discretized form of the hamiltoninan is also proposed in this work and we prove analytically that the method is capable of preserving dissipating the discrete energy when the continuous model preserves dissipates the energy we establish rigorously the properties of consistency stability and convergence of the method and provide some a priori bounds for the numerical solutions moreover we prove the existence and the uniqueness of the numerical solutions as well as the unconditional stability of the method in the linear regime some computer simulations that assess the capability of the method to preserve dissipate the energy are carried out for illustration purposes

a new operational matrix for solving fractional order differential equations abstract fractional calculus has been used to model physical and engineering processes that are found to be best described by fractional differential equations for that reason we need a reliable and efficient technique for the solution of fractional differential equations this paper deals with the numerical solution of a class of fractional differential equations the fractional derivatives are described in the caputo sense our main aim is to generalize the legendre operational matrix to the fractional calculus in this approach a truncated legendre series together with the legendre operational matrix of fractional derivatives are used for numerical integration of fractional differential equations the main characteristic behind the approach using this technique is that it reduces such problems to those of solving a system of algebraic equations thus greatly simplifying the problem the method is applied to solve two types of fractional differential equations linear and nonlinear illustrative examples are included to demonstrate the validity and applicability of the presented technique

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 numerical method for a partial integro differential equation a method is considered for the integration in time of a partial integro differential equation the discretization technique employed is patterned after an idea of ch lubich error bounds are derived for both smooth and nonsmooth initial data

fractional adams bashforth moulton methods we first formulate a fractional class of explicit adams bashforth a b and implicit adams moulton a m methods of first and second order accuracy for the time integration of d t 0 c u x t g t u 0 1 where d t 0 c denotes the fractional derivative in the caputo sense in this fractional setting and in contrast to the standard adams methods an extra history load term emerges and the associated weight coefficients are dependent however when 1 the developed schemes reduce to the well known a b and a m methods with standard coefficients hence in terms of scientific computing our approach constitutes a minimal modification of the existing adams libraries next we develop an implicit explicit imex splitting scheme for linear and nonlinear fractional pdes of a general advection reaction diffusion type and we apply our scheme to the time space fractional keller segel chemotaxis system in this context we evaluate the nonlinear advection term explicitly employing the fractional a b method in the prediction step and we treat the corresponding diffusion term implicitly in the correction step using the fractional a m scheme moreover we perform the corresponding spatial discretization by employing an efficient and spectrally accurate fractional spectral collocation method our numerical experiments exhibit the efficiency of the proposed imex scheme in solving nonlinear fractional pdes

the prescribed boundary mean curvature problem on the standard n dimensional ball abstract in this paper we consider a boundary value problem associated with the conformal deformation of metrics on the unit ball b n n 3 using dynamical and topological methods involving the study of critical points at infinity of the associated variational problem we prove the existence of a metric conformally equivalent to the euclidean metric with zero scalar curvature and prescribed mean curvature on the boundary

petrov galerkin and spectral collocation methods for distributed order differential equations distributed order fractional operators offer a rigorous tool for mathematical modelling of multiphysics phenomena where the differential orders are distributed over a range of values rather than being just a fixed integer fraction as in standard fractional odes pdes we develop two spectrally accurate schemes namely a petrov galerkin spectral method and a spectral collocation method for distributed order fractional differential equations these schemes are developed based on the fractional sturm liouville eigen problems fslps m zayernouri and g e karniadakis j comput phys 47 2013 pp 2108 2131 in the petrov galerkin method we employ fractional nonpolynomial basis functions called jacobi polyfractonomials which are the eigenfunctions of the fslp of first kind while we employ another space of test functions as the span of polyfractonomial eigenfunctions of the fslp of second kind we define the underlying distributed sobolev space and the associated norms where we carry out the

on the limited memory bfgs method for large scale optimization we study the numerical performance of a limited memory quasi newton method for large scale optimization which we call the l bfgs method we compare its performance with that of the method developed by buckley and lenir 1985 which combines cycles of bfgs steps and conjugate direction steps our numerical tests indicate that the l bfgs method is faster than the method of buckley and lenir and is better able to use additional storage to accelerate convergence we show that the l bfgs method can be greatly accelerated by means of a simple scaling we then compare the l bfgs method with the partitioned quasi newton method of griewank and toint 1982a the results show that for some problems the partitioned quasi newton method is clearly superior to the l bfgs method however we find that for other problems the l bfgs method is very competitive due to its low iteration cost we also study the convergence properties of the l bfgs method and prove global convergence on uniformly convex problems

conformal metrics on the unit ball with prescribed mean curvature this paper focuses on the study of the prescribed mean curvature problem on the unit ball if the difference between the mean curvature candidate f and mean curvature of the standard metric in the supremum norm is sufficiently small then the existence of positive solutions of conformal mean curvature equation has been known the purpose of the paper is to investigate quantitatively how large that difference can be by using a flow method

an improved tau method for the multi dimensional fractional rayleigh stokes problem for a heated generalized second grade fluid abstract we develop efficient algorithms based on the legendre tau approximation for one and two dimensional fractional rayleigh stokes problems for a generalized second grade fluid the time fractional derivative is described in the riemann liouville sense discussions on the l 2 convergence of the proposed method are presented numerical results for one and two dimensional examples with smooth and nonsmooth solutions are provided to verify the validity of the theoretical analysis and to illustrate the efficiency of the proposed algorithms

wavelet approximation scheme for distributed order fractional differential equations abstract this paper is concerned with the study of wavelet approximation scheme based on legendre and chebyshev wavelets for finding the approximate solutions of distributed order linear differential equations the operational matrix for distributed order fractional differential operator is derived for legendre and chebyshev wavelets basis furthermore the obtained operational matrix along with gauss legendre quadrature formula and standard tau method are utilized to reduce the distributed order linear differential equations into the system of linear algebraic equations for the better understanding of the method numerical algorithms are also provided for the considered problems in order to verify the desired accuracy of the proposed method five test examples are included and numerical experiments confirm the theoretical results and illustrate applicability and efficiency of the proposed method also the convergence analysis error bounds error estimate and numerical stability of presented method via legendre and chebyshev wavelets are investigated moreover comparison of the numerical results obtained by the proposed approach is provided with the results of existing method

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

operational matrix approach for the solution of partial integro differential equation in this paper an effective numerical method is introduced for the treatment of volterra singular partial integro differential equations they are based on the operational and almost operational matrix of integration and differentiation of 2d shifted legendre polynomials the methods convert the singular partial integro differential equation in to a system of algebraic equations convergence analysis and error estimates are derived for the proposed method illustrative examples are included to demonstrate the validity and applicability of the technique

error analysis of a finite element method for the space fractional parabolic equation we consider an initial boundary value problem for a one dimensional fractional order parabolic equation with a space fractional derivative of riemann liouville type and order alpha in 1 2 we study a spatial semidiscrete scheme using the standard galerkin finite element method with piecewise linear finite elements as well as fully discrete schemes based on the backward euler method and the crank nicolson method error estimates in the l 2 d and h alpha 2 d norm are derived for the semidiscrete scheme and in the l 2 d norm for the fully discrete schemes these estimates cover both smooth and nonsmooth initial data and are expressed directly in terms of the smoothness of the initial data extensive numerical results are presented to illustrate the theoretical results

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

machine learning of linear differential equations using gaussian processes this work leverages recent advances in probabilistic machine learning to discover governing equations expressed by parametric linear operators such equations involve but are not limited to ordinary and partial differential integro differential and fractional order operators here gaussian process priors are modified according to the particular form of such operators and are employed to infer parameters of the linear equations from scarce and possibly noisy observations such observations may come from experiments or black box computer simulations as demonstrated in several synthetic examples and a realistic application in functional genomics employ probabilistic machine learning to discover governing equations expressed by parametric linear operators proper placement of gaussian process priors allows one to efficiently infer model parameters via maximum likelihood estimation a general treatment of inverse problems governed by linear operators leading to model discovery from just a handful of noisy measurements

distributed order calculus and equations of ultraslow diffusion abstract we consider equations of the form d u t x u t x f t x t 0 x r n where d is a distributed order derivative that is d t 0 1 d t d d is the caputo dzhrbashyan fractional derivative of order is a positive weight function the above equation is used in physical literature for modeling diffusion with a logarithmic growth of the mean square displacement in this work we develop a mathematical theory of such equations study the derivatives and integrals of distributed order

the algebraic equalities and their topological consequences in weighted spaces abstract we study algebraic equalities and their topological consequences in weighted banach frechet or lb spaces of holomorphic like functions on a locally compact and compact hausdorff space x our main results are the following 1 the algebraic equality v a x v 0 a x for lb spaces with o and o growth conditions given by a weight sequence v v n n always implies that these spaces are dfs the converse statement is valid under the additional condition cd which is a weakened version of the typical biduality condition for the steps a v n x and a v n 0 x generating v a x and v 0 a x respectively 2 under the same condition cd the algebraic equality a v x a v 0 x between the projective hulls of v a x and v 0 a x is equivalent to a v x semi montel thus we completely remove or significantly weaken some stringent conditions used before in many papers studying the similar problems see e g bierstedt and bonet 2006 5 and references therein

numerical algorithms for time fractional subdiffusion equation with second order accuracy this article aims to fill in the gap of the second order accurate schemes for the time fractional subdiffusion equation with unconditional stability two fully discrete schemes are first proposed f

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 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

haar wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations haar wavelet operational matrix has been widely applied in system analysis system identification optimal control and numerical solution of integral and differential equations in the present paper we derive the haar wavelet operational matrix of the fractional order integration and use it to solve the fractional order differential equations including the bagley torvik ricatti and composite fractional oscillation equations the results obtained are in good agreement with the existing ones in open literatures and it is shown that the technique introduced here is robust and easy to apply

conformal transformation of metrics on the n ball abstract in this paper we consider the problem of prescribing the mean curvature on the boundary of the unit ball of r n n 3 under the assumption that the prescribed function is flat near its critical point we give precise estimates on the losses of the compactness and we provide new existence and multiplicity results of bahri coron type

predicting the output from a complex computer code when fast approximations are available s we consider prediction and uncertainty analysis for complex computer codes which can be run at different levels of sophistication in particular we wish to improve efficiency by combining expensive runs of the most complex versions of the code with relatively cheap runs from one or more simpler approximations a bayesian approach is described in which prior beliefs about the codes are represented in terms of gaussian processes an example is presented using two versions of an oil reservoir simulator 1 c complex mathematical models implemented in large computer codes have been used to study real systems in many areas of scientific research sacks et al 1989 usually because physical experimentation is too costly and sometimes impossible as in the case of large environmental systems a computer experiment involves running the code with various input values for the purpose of learning something about the real system often a simulator can be run at different levels of complexity with versions ranging from the most sophisticated high level code to the most basic for example in 4 we consider two codes which simulate oil pressure at a well of a hydrocarbon reservoir both codes use finite element analysis in which the rocks comprising the reservoir are represented by small interacting grid blocks the flow of oil within the reservoir can be simulated by considering the interaction between the blocks the two codes differ in the resolution of the grid so that we have a very accurate slow version using many small blocks and a crude approximation using large blocks which runs much faster alternatively a mathematical model could be expanded to include more of the scientific laws underlying the physical processes simple fast versions of the code may well include the most important features and are useful for preliminary investigations in real time applications the number of runs from a high level simulator may be limited by expense then there is a need to trade off the complexity of the expensive code with the availability of the simpler approximations the purpose of the current paper is to explore ways in which runs from several levels of a code can be used to make inference about the output from the most complex code we may also have uncertainty about values for the input parameters which apply in any given application uncertainty analysis of computer codes describes how this uncertainty on the inputs affects our uncertainty about the output

a direct o nlog2n finite difference method for fractional diffusion equations fractional diffusion equations model phenomena exhibiting anomalous diffusion that can not be modeled accurately by the second order diffusion equations because of the nonlocal property of fractional differential operators the numerical methods have full coefficient matrices which require storage of o n 2 and computational cost of o n 3 where n is the number of grid points in this paper we develop a fast finite difference method for fractional diffusion equations which only requires storage of o n and computational cost of o nlog 2n while retaining the same accuracy and approximation property as the regular finite difference method numerical experiments are presented to show the utility of the method

problemes de neumann non lineaires sur les varietes riemanniennes nonlinear neumann problems on riemannian manifolds let m g be a c compact riemannian manifold of dimension n 2 whose boundary b is an n 1 dimensional submanifold and let m m b be the interior of m study of neumann problems of the form x 0 in m d dn g y 0 on b where for every t x y r m b t x and g t y are bounded by c 1 t a or c exp t a application to the determination of a conformal metric for which the scalar curvature of m and the mean curvature of b take prescribed values

wellposedness of variable coefficient conservative fractional elliptic differential equations fractional diffusion equations describe phenomena exhibiting anomalous diffusion that cannot be modeled accurately by second order diffusion equations fractional differential equations raise mathematical difficulties that have not been encountered in the analysis of second order differential equations there are two properties of fractional differential operators that make the analysis of fractional differential equations more complicated than that for second order differential equations these are i fractional differential operators are nonlocal operators and ii the adjoint of a fractional differential operator is not the negative of itself the wellposedness of a galerkin weak formulation to fractional elliptic differential equations with a constant diffusivity coefficient and the error analysis for corresponding finite element methods were proved previously many subsequent works were carried out to extend the analysis to other numerical methods a constant diffusivity coefficient has been assume

weighted lb spaces of holomorphic functions vh g v0h g and completeness of v0h g abstract in this article we show that algebraic equalities between weighted inductive limits of spaces of holomorphic functions and or between their projective hulls sometimes have strong consequences for the locally convex properties of the spaces involved in these equalities for these results we impose the typical conditions which imply biduality between the spaces with the o and o growth conditions and use interpolating sequences for the step spaces h v n g n n in section 1 we show that v h g v 0 h g holds algebraically if and only if this space is dfs and that h v g h v 0 g is true if and only if the space is semi montel in section 2 we provide a new characterization of the semi montel property of h v g which is much simpler than the one given before in k d bierstedt j bonet j taskinen associated weights and spaces of holomorphic functions studia math 127 1998 137 168 section 3 proves that the completeness of v 0 h g sometimes implies that the inductive limit ind n h v n 0 g must be boundedly retractive

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

inhomogeneous dirichlet boundary value problems of space fractional diffusion equations and their finite element approximations we prove the wellposedness of the galerkin weak formulation and petrov galerkin weak formulation for inhomogeneous dirichlet boundary value problems of constant or variable coefficient conservative caputo space fractional diffusion equations we also show that the weak solutions to their riemann liouville analogues do not exist in general in addition we develop an indirect finite element method for the dirichlet boundary value problems of caputo fractional differential equations which reduces the computational work for the numerical solution of variable coefficient fractional diffusion equations from o n 3 to o n and the memory requirement from o n 2 to o n on any quasiuniform space partition we further prove a nearly sharp error estimate for the method which is expressed in terms of the smoothness of the prescribed data of the problem only we carry out numerical experiments to investigate the performance of the method in comparison with the galerkin finite element method

neural net induced gaussian process regression for function approximation and pde solution abstract neural net induced gaussian process nngp regression inherits both the high expressivity of deep neural networks deep nns as well as the uncertainty quantification property of gaussian processes gps we generalize the current nngp to first include a larger number of hyperparameters and subsequently train the model by maximum likelihood estimation unlike previous works on nngp that targeted classification here we apply the generalized nngp to function approximation and to solving partial differential equations pdes specifically we develop an analytical iteration formula to compute the covariance function of gp induced by deep nn with an error function nonlinearity we compare the performance of the generalized nngp for function approximations and pde solutions with those of gps and fully connected nns we observe that for smooth functions the generalized nngp can yield the same order of accuracy with gp while both nngp and gp outperform deep nn for non smooth functions the generalized nngp is superior to gp and comparable or superior to deep nn

numerical solution of distributed order fractional differential equations by hybrid functions in this paper a new numerical method for solving the distributed fractional differential equations is presented the method is based upon hybrid functions approximation the properties of hybrid functions consisting of block pulse functions and bernoulli polynomials are presented the riemann liouville fractional integral operator for hybrid functions is introduced this operator is then utilized to reduce the solution of the distributed fractional differential equations to a system of algebraic equations illustrative examples are included to demonstrate the validity and applicability of the technique

conformal metrics on the ball with zero scalar curvature and prescribed mean curvature on the boundary abstract this paper considers the prescribed zero scalar curvature and mean curvature problem on the n dimensional euclidean ball for n 3 we consider the limits of solutions of the regularization obtained by decreasing the critical exponent we characterize those subcritical solutions which blow up at the least possible energy level determining the points at which they can concentrate and their morse indices we show that when n 3 this is the only blow up which can occur for solutions we use this in combination with the morse inequalities for the subcritical problem to obtain a general existence theorem for the prescribed zero scalar curvature and mean curvature on the three dimensional euclidean ball in the higher dimensional case n 4 we give conditions on the function h to guarantee there is only one simple blow up point

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

solving partial differential equations by collocation using radial basis functions after a series of application papers have proven the approach to be numerically effective this paper gives the first theoretical foundation for methods solving partial differential equations by collocation with possibly radial basis functions

the p and h p versions of the finite element method basic principles and properties in the classical form of the finite element method called the hversion piecewise polynomials of fixed degree p are used and the mesh size h is decreased for accuracy in this paper we discuss the fundamental theoretical ideas behind the relatively recent p version and h p version in the p version a fixed mesh is used and p is allowed to increase the h p version combines both approaches the authors describe and explain the basic properties and characteristics of these newer versions especially in areas where their behavior is significantly different from that of the h version simplified proofs of key concepts are included and computational illustrations of several results are provided a benchmark comparison between the various versions in included

numerical analysis for distributed order differential equations in this paper we present and analyse a numerical method for the solution of a distributed order differential equation of the general form 0 ma r d ru t dr f t where m is a positive real number and where the derivative d r is taken to be a fractional derivative of caputo type of order r we give a convergence theory for our method and conclude with some numerical examples

a high accuracy preserving spectral galerkin method for the dirichlet boundary value problem of variable coefficient conservative fractional diffusion equations fractional diffusion equations were shown to provide an adequate and accurate description of transport processes exhibiting anomalous diffusion behavior recently spectral galerkin methods were developed for space fractional diffusion equations aiming at achieving exponential convergence an optimal order error estimate in the fractional energy norm was proved under the assumption that the true solution to the fractional diffusion equation has the desired regularity an optimal order error estimate in the l 2 norm was proved via the well known nitsche lifting technique under the assumption that the true solution to the corresponding boundary value problem of the fractional diffusion equation has the required regularity for each right hand side in this paper we show that the true solution to the dirichlet boundary value problem of a conservative fractional diffusion equation of order 2 with 0 1 as well as a constant diffusivity coefficient and a constant source term is not in the fractional sobolev space h 3 2 in general but is still in the besov space b 3 2 l 2 hence the provable convergence rate of a spectral galerkin method in the l 2 norm is at most of the order o n 3 2 where n is the degree of the polynomial space in the numerical method numerical experiments show that the spectral galerkin method exhibits a subquadratic convergence in the l 2 norm for any 0 1 we develop a high accuracy preserving spectral galerkin method for the dirichlet boundary value problem of one sided variable coefficient conservative fractional diffusion equations the method has a proved high order convergence rate of arbitrary order i without requiring the smoothness of the true solution u to the given boundary value problem but only assuming that the diffusivity coefficient and the right hand source term have the desired regularity ii for a variable diffusivity coefficient and iii for an inhomogeneous dirichlet boundary condition numerical experiments substantiate the theoretical analysis and show that the method exhibits exponential convergence provided the diffusivity coefficient and the right hand source term have the desired regularity

multi dimensional spectral tau methods for distributed order fractional diffusion equations abstract the distributed order fractional diffusion equation is a generalization of the standard fractional diffusion equation that can model processes lacking power law scaling over the whole time domain an important application of distributed order diffusions is to model ultraslow diffusion where a plume of particles spreads at a logarithmic rate to broaden the range of applicability of distributed order fractional diffusion models efficient numerical methods are needed to solve the model equation in this work we develop spectral tau schemes to discretize the fractional diffusion equation with distributed order fractional derivative in time and dirichlet boundary conditions the model solution is expanded in multi dimensions in terms of legendre polynomials and the discrete equations are obtained with the tau method numerical examples are provided to highlight the convergence rate and the flexibility of this approach the proposed spectral tau methods yield an exponential rate of convergence when the solution is smooth our results confirm that nonlocal numerical methods are best suited to discretize distributed order fractional differential equations as they naturally take the global behavior of the solution into account

a unified spectral method for fpdes with two sided derivatives part ii stability and error analysis abstract we present the stability and error analysis of the unified petrov galerkin spectral method developed in 1 for linear fractional partial differential equations with two sided derivatives and constant coefficients in any 1 d dimensional space time hypercube d 1 2 3 subject to homogeneous dirichlet initial boundary conditions specifically we prove the existence and uniqueness of the weak form and perform the corresponding stability and error analysis of the proposed method finally we perform several numerical simulations to compare the theoretical and computational rates of convergence

from structured data to evolution linear partial differential equations abstract this paper is devoted to the derivation of computational methods for constructing partial differential equations from data following some recent works 7 14 15 20 we propose a methodology based on symbolic calculus 8 9 13 pseudospectral methods 2 3 and stochastic processes 6 in order to determine non constant coefficients of linear evolution partial differential equations pdes from a set of structured data constituted by solutions at given times and positions of an unknown linear pde

a novel legendre operational matrix for distributed order fractional differential equations abstract in this paper for the first time the shifted legendre operational matrix of distributed order fractional derivative has been derived also this new operational matrix is used together with tau method for approximation of solutions of linear distributed order fractional differential equations and diffusion equations with distributed order in time moreover eight numerical examples are implemented in order to show the validity and reliability of the suggested methods

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

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

on a nonlinear distributed order fractional differential equation abstract we study the existence and the uniqueness of mild and classical solutions for a class of equations of the form y 2 t 0 2 y t d f y t such equations arise in distributed derivatives models of viscoelasticity and system identification theory we also formulate a variational principle for a more general equation based on a method of doubling of variables for such equations

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