Sequential fusion of decisions from adaptive and random samples for controlled verification of errors

Fusion techniques have received considerable attention for achieving performance improvement with biometrics. While a multi-sample fusion architecture reduces false rejects, it also increases false accepts. This impact on performance also depends on the nature of subsequent attempts, i.e., random or adaptive. Expressions for error rates are presented and experimentally evaluated in this work by considering the multi-sample fusion architecture for text-dependent speaker verification using HMM based digit dependent speaker models. Analysis incorporating correlation modeling demonstrates that the use of adaptive samples improves overall fusion performance compared to randomly repeated samples. For a text dependent speaker verification system using digit strings, sequential decision fusion of seven instances with three random samples is shown to reduce the overall error of the verification system by 26% which can be further reduced by 6% for adaptive samples. This analysis novel in its treatment of random and adaptive multiple presentations within a sequential fused decision architecture, is also applicable to other biometric modalities such as finger prints and handwriting samples.

Modeling random effect and excess zeros in road traffic accident prediction

Poisson distribution has often been used for count like accident data. Negative Binomial (NB) distribution has been adopted in the count data to take care of the over-dispersion problem. However, Poisson and NB distributions are incapable of taking into account some unobserved heterogeneities due to spatial and temporal effects of accident data. To overcome this problem, Random Effect models have been developed. Again another challenge with existing traffic accident prediction models is the distribution of excess zero accident observations in some accident data. Although Zero-Inflated Poisson (ZIP) model is capable of handling the dual-state system in accident data with excess zero observations, it does not accommodate the within-location correlation and between-location correlation heterogeneities which are the basic motivations for the need of the Random Effect models. This paper proposes an effective way of fitting ZIP model with location specific random effects and for model calibration and assessment the Bayesian analysis is recommended.

Alternating direction implicit numerical method for the space and time fractional Bloch-Torrey equation in 3-D

Recently, some authors have considered a new diffusion model–space and time fractional Bloch-Torrey equation (ST-FBTE). Magin et al. (2008) have derived analytical solutions with fractional order dynamics in space (i.e., _ = 1, β an arbitrary real number, 1 < β ≤ 2) and time (i.e., 0 < α < 1, and β = 2), respectively. Yu et al. (2011) have derived an analytical solution and an effective implicit numerical method for solving ST-FBTEs, and also discussed the stability and convergence of the implicit numerical method. However, due to the computational overheads necessary to perform the simulations for nuclear magnetic resonance (NMR) in three dimensions, they present a study based on a two-dimensional example to confirm their theoretical analysis. Alternating direction implicit (ADI) schemes have been proposed for the numerical simulations of classic differential equations. The ADI schemes will reduce a multidimensional problem to a series of independent one-dimensional problems and are thus computationally efficient. In this paper, we consider the numerical solution of a ST-FBTE on a finite domain. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. A fractional alternating direction implicit scheme (FADIS) for the ST-FBTE in 3-D is proposed. Stability and convergence properties of the FADIS are discussed. Finally, some numerical results for ST-FBTE are given.

A new implicit numerical method for the space and time fractional Bloch-Torrey equation

In recent years, it has been found that many phenomena in engineering, physics, chemistry and other sciences can be described very successfully by models using mathematical tools from fractional calculus. Recently, noted a new space and time fractional Bloch-Torrey equation (ST-FBTE) has been proposed (see Magin et al. (2008)), and successfully applied to analyse diffusion images of human brain tissues to provide new insights for further investigations of tissue structures. In this paper, we consider the ST-FBTE on a finite domain. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Firstly, we propose a new effective implicit numerical method (INM) for the STFBTE whereby we discretize the Riesz fractional derivative using a fractional centered difference. Secondly, we prove that the implicit numerical method for the ST-FBTE is unconditionally stable and convergent, and the order of convergence of the implicit numerical method is ( T2 - α + h2 x + h2 y + h2 z ). Finally, some numerical results are presented to support our theoretical analysis.

The Galerkin finite element approximation of the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. Cable equations with a fractional order temporal derivative have been introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, the fractional cable equation involving two integro-differential operators is considered. The Galerkin finite element approximations of the fractional cable equation are proposed. The main contribution of this work is outlined as follow: • A semi-discrete finite difference approximation in time is proposed. We prove that the scheme is unconditionally stable, and the numerical solution converges to the exact solution with order O(Δt). • A semi-discrete difference scheme for improving the order of convergence for solving the fractional cable equation is proposed, and the numerical solution converges to the exact solution with order O((Δt)2). • Based on the above semi-discrete difference approximations, Galerkin finite element approximations in space for a full discretization are also investigated. • Finally, some numerical results are given to demonstrate the theoretical analysis.

Numerical methods for solving the multi-term time-fractional wave-diffusion equations

In this paper, the multi-term time-fractional wave diffusion equations are considered. The multiterm time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

The field of fractional differential equations provides a means for modelling transport processes within complex media which are governed by anomalous transport. Indeed, the application to anomalous transport has been a significant driving force behind the rapid growth and expansion of the literature in the field of fractional calculus. In this paper, we present a finite volume method to solve the time-space two-sided fractional advection dispersion equation on a one-dimensional domain. Such an equation allows modelling different flow regime impacts from either side. The finite volume formulation provides a natural way to handle fractional advection-dispersion equations written in conservative form. The novel spatial discretisation employs fractionally-shifted Gr¨unwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes, while the L1-algorithm is used to discretise the Caputo time fractional derivative. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

An implicit RBF meshless method for a fractal mobile/immobile transport model

Fractional differential equation is used to describe a fractal model of mobile/immobile transport with a power law memory function. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. In this paper, we firstly propose a finite difference method to discretize the time variable and obtain a semi-discrete scheme. Then we discuss its stability and convergence. Secondly we consider a meshless method based on radial basis functions (RBF) to discretize the space variable. By contrast to conventional FDM and FEM, the meshless method is demonstrated to have distinct advantages: calculations can be performed independent of a mesh, it is more accurate and it can be used to solve complex problems. Finally the convergence order is verified from a numerical example is presented to describe the fractal model of mobile/immobile transport process with different problem domains. The numerical results indicate that the present meshless approach is very effective for modeling and simulating of fractional differential equations, and it has good potential in development of a robust simulation tool for problems in engineering and science that are governed by various types of fractional differential equations.

A second-order accurate numerical approximation for the Riesz space fractional advection-dispersion equation

In this paper, we consider a space Riesz fractional advection-dispersion equation. The equation is obtained from the standard advection-diffusion equation by replacing the ¯rst-order and second-order space derivatives by the Riesz fractional derivatives of order β 1 Є (0; 1) and β2 Є(1; 2], respectively. Riesz fractional advection and dispersion terms are approximated by using two fractional centered difference schemes, respectively. A new weighted Riesz fractional ¯nite difference approximation scheme is proposed. When the weighting factor Ѳ = 1/2, a second- order accurate numerical approximation scheme for the Riesz fractional advection-dispersion equation is obtained. Stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Numerical simulation of a fractional mathematical model for epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider numerical simulation of fractional model based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in advection and diffusion terms belong to the intervals (0; 1) or (1; 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of the Riemann-Liouville and Gr¨unwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

Numerical analysis of the time variable fractional order mobile-immobile advection-dispersion model

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 time variable fractional order mobile-immobile advection-dispersion model. Numerical methods and analyses of stability and convergence for the fractional partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the fractional order mobile immobile advection-dispersion model. In the paper, we use the Coimbra variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation for the equation is proposed and then the stability of the approximation are investigated. As for the convergence of the numerical scheme we only consider a special case, i.e. the time fractional derivative is independent of time variable t. The case where the time fractional derivative depends both the time variable t and the space variable x will be considered in the future work. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Analytical solutions for the two- and three-dimensional time-fractional telegraph equations by the method of separating variables

In this paper, a method of separating variables is effectively implemented for solving a time-fractional telegraph equation (TFTE) in two and three dimensions. We discuss and derive the analytical solution of the TFTE in two and three dimensions with nonhomogeneous Dirichlet boundary condition. This method can be extended to other kinds of the boundary conditions.

Analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations on a finite domain

Generalized fractional partial differential equations have now found wide application for describing important physical phenomena, such as subdiffusive and superdiffusive processes. However, studies of generalized multi-term time and space fractional partial differential equations are still under development. In this paper, the multi-term time-space Caputo-Riesz fractional advection diffusion equations (MT-TSCR-FADE) with Dirichlet nonhomogeneous boundary conditions are considered. The multi-term time-fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0, 1], [1, 2] and [0, 2], respectively. These are called respectively the multi-term time-fractional diffusion terms, the multi-term time-fractional wave terms and the multi-term time-fractional mixed diffusion-wave terms. The space fractional derivatives are defined as Riesz fractional derivatives. Analytical solutions of three types of the MT-TSCR-FADE are derived with Dirichlet boundary conditions. By using Luchko's Theorem (Acta Math. Vietnam., 1999), we proposed some new techniques, such as a spectral representation of the fractional Laplacian operator and the equivalent relationship between fractional Laplacian operator and Riesz fractional derivative, that enabled the derivation of the analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations. © 2012.

Numerical techniques for the variable order time fractional diffusion equation

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. Crown Copyright © 2012 Published by Elsevier Inc. All rights reserved.

Numerical methods and analysis for a class of fractional advection-dispersion models

In this paper, a class of fractional advection–dispersion models (FADMs) is considered. These models include five fractional advection–dispersion models, i.e., the time FADM, the mobile/immobile time FADM with a time Caputo fractional derivative 0 < γ < 1, the space FADM with two sides Riemann–Liouville derivatives, the time–space FADM and the time fractional advection–diffusion-wave model with damping with index 1 < γ < 2. These equations can be used to simulate the regional-scale anomalous dispersion with heavy tails. We propose computationally effective implicit numerical methods for these FADMs. The stability and convergence of the implicit numerical methods are analysed and compared systematically. Finally, some results are given to demonstrate the effectiveness of theoretical analysis.