Computationally efficient numerical methods for time- and space-fractional Fokker–Planck equations

Fractional Fokker–Planck equations have been used to model several physical situations that present anomalous diffusion. In this paper, a class of time- and space-fractional Fokker–Planck equations (TSFFPE), which involve the Riemann–Liouville time-fractional derivative of order 1-α (α(0, 1)) and the Riesz space-fractional derivative (RSFD) of order μ(1, 2), are considered. The solution of TSFFPE is important for describing the competition between subdiffusion and Lévy flights. However, effective numerical methods for solving TSFFPE are still in their infancy. We present three computationally efficient numerical methods to deal with the RSFD, and approximate the Riemann–Liouville time-fractional derivative using the Grünwald method. The TSFFPE is then transformed into a system of ordinary differential equations (ODE), which is solved by the fractional implicit trapezoidal method (FITM). Finally, numerical results are given to demonstrate the effectiveness of these methods. These techniques can also be applied to solve other types of fractional partial differential equations.

Computationally efficient methods for solving time-variable-order time-space fractional reaction-diffusion equation

Fractional differential equations are becoming more widely accepted as a powerful tool in modelling anomalous diffusion, which is exhibited by various materials and processes. Recently, researchers have suggested that rather than using constant order fractional operators, some processes are more accurately modelled using fractional orders that vary with time and/or space. In this paper we develop computationally efficient techniques for solving time-variable-order time-space fractional reaction-diffusion equations (tsfrde) using the finite difference scheme. We adopt the Coimbra variable order time fractional operator and variable order fractional Laplacian operator in space where both orders are functions of time. Because the fractional operator is nonlocal, it is challenging to efficiently deal with its long range dependence when using classical numerical techniques to solve such equations. The novelty of our method is that the numerical solution of the time-variable-order tsfrde is written in terms of a matrix function vector product at each time step. This product is approximated efficiently by the Lanczos method, which is a powerful iterative technique for approximating the action of a matrix function by projecting onto a Krylov subspace. Furthermore an adaptive preconditioner is constructed that dramatically reduces the size of the required Krylov subspaces and hence the overall computational cost. Numerical examples, including the variable-order fractional Fisher equation, are presented to demonstrate the accuracy and efficiency of the approach.

Model Predictive Static Programming: A Computationally Efficient Technique For Suboptimal Control Design

Combining the philosophies of nonlinear model predictive control and approximate dynamic programming, a new suboptimal control design technique is presented in this paper, named as model predictive static programming (MPSP), which is applicable for finite-horizon nonlinear problems with terminal constraints. This technique is computationally efficient, and hence, can possibly be implemented online. The effectiveness of the proposed method is demonstrated by designing an ascent phase guidance scheme for a ballistic missile propelled by solid motors. A comparison study with a conventional gradient method shows that the MPSP solution is quite close to the optimal solution.

A computationally efficient technique for data-clustering

A computationally efficient agglomerative clustering algorithm based on multilevel theory is presented. Here, the data set is divided randomly into a number of partitions. The samples of each such partition are clustered separately using hierarchical agglomerative clustering algorithm to form sub-clusters. These are merged at higher levels to get the final classification. This algorithm leads to the same classification as that of hierarchical agglomerative clustering algorithm when the clusters are well separated. The advantages of this algorithm are short run time and small storage requirement. It is observed that the savings, in storage space and computation time, increase nonlinearly with the sample size.

Computationally Efficient Methods for MDL-Optimal Density Estimation and Data Clustering

The Minimum Description Length (MDL) principle is a general, well-founded theoretical formalization of statistical modeling. The most important notion of MDL is the stochastic complexity, which can be interpreted as the shortest description length of a given sample of data relative to a model class. The exact definition of the stochastic complexity has gone through several evolutionary steps. The latest instantation is based on the so-called Normalized Maximum Likelihood (NML) distribution which has been shown to possess several important theoretical properties. However, the applications of this modern version of the MDL have been quite rare because of computational complexity problems, i.e., for discrete data, the definition of NML involves an exponential sum, and in the case of continuous data, a multi-dimensional integral usually infeasible to evaluate or even approximate accurately. In this doctoral dissertation, we present mathematical techniques for computing NML efficiently for some model families involving discrete data. We also show how these techniques can be used to apply MDL in two practical applications: histogram density estimation and clustering of multi-dimensional data.

Singular value decomposition based computationally efficient algorithm for rapid dynamic near-infrared diffuse optical tomography

Purpose: A computationally efficient algorithm (linear iterative type) based on singular value decomposition (SVD) of the Jacobian has been developed that can be used in rapid dynamic near-infrared (NIR) diffuse optical tomography. Methods: Numerical and experimental studies have been conducted to prove the computational efficacy of this SVD-based algorithm over conventional optical image reconstruction algorithms. Results: These studies indicate that the performance of linear iterative algorithms in terms of contrast recovery (quantitation of optical images) is better compared to nonlinear iterative (conventional) algorithms, provided the initial guess is close to the actual solution. The nonlinear algorithms can provide better quality images compared to the linear iterative type algorithms. Moreover, the analytical and numerical equivalence of the SVD-based algorithm to linear iterative algorithms was also established as a part of this work. It is also demonstrated that the SVD-based image reconstruction typically requires O(NN2) operations per iteration, as contrasted with linear and nonlinear iterative methods that, respectively, requir O(NN3) and O(NN6) operations, with ``NN'' being the number of unknown parameters in the optical image reconstruction procedure. Conclusions: This SVD-based computationally efficient algorithm can make the integration of image reconstruction procedure with the data acquisition feasible, in turn making the rapid dynamic NIR tomography viable in the clinic to continuously monitor hemodynamic changes in the tissue pathophysiology.

Computationally efficient optimum weighting function for vector quantization of LSF parameters

We propose a new weighting function which is computationally simple and an approximation to the theoretically derived optimum weighting function shown in the literature. The proposed weighting function is perceptually motivated and provides improved vector quantization performance compared to several weighting functions proposed so far, for line spectrum frequency (LSF) parameter quantization of both clean and noisy speech data.

A Computationally Efficient Generalized Poisson Solution for Independent Double-Gate Transistors

Previous techniques used for solving the 1-D Poisson equation ( PE) rigorously for long-channel asymmetric and independent double-gate (IDG) transistors result in potential models that involve multiple intercoupled implicit equations. As these equations need to be solved self-consistently, such potential models are clearly inefficient for compact modeling. This paper reports a different rigorous technique for solving the same PE by which one can obtain the potential profile of a generalized IDG transistor that involves a single implicit equation. The proposed Poisson solution is shown to be computationally more efficient for circuit simulation than the previous solutions.

Computationally efficient optical tomographic reconstructions through waveletizing the normalized quadratic perturbation equation - art. no.61640R

In this paper, we present a wavelet - based approach to solve the non-linear perturbation equation encountered in optical tomography. A particularly suitable data gathering geometry is used to gather a data set consisting of differential changes in intensity owing to the presence of the inhomogeneous regions. With this scheme, the unknown image, the data, as well as the weight matrix are all represented by wavelet expansions, thus yielding the representation of the original non - linear perturbation equation in the wavelet domain. The advantage in use of the non-linear perturbation equation is that there is no need to recompute the derivatives during the entire reconstruction process. Once the derivatives are computed, they are transformed into the wavelet domain. The purpose of going to the wavelet domain, is that, it has an inherent localization and de-noising property. The use of approximation coefficients, without the detail coefficients, is ideally suited for diffuse optical tomographic reconstructions, as the diffusion equation removes most of the high frequency information and the reconstruction appears low-pass filtered. We demonstrate through numerical simulations, that through solving merely the approximation coefficients one can reconstruct an image which has the same information content as the reconstruction from a non-waveletized procedure. In addition we demonstrate a better noise tolerance and much reduced computation time for reconstructions from this approach.

A Computationally Efficient PWM Algorithm for Multilevel Inverters

Centred space vector PWM (CSVPWM) technique is popularly used for three level voltage source inverters. The reference voltage vector is synthesized by time-averaging of the three nearest voltage vectors produced by the inverter. Identifying the three voltage vectors, and calculation of the dwelling time for each vector are both computationally intensive. This paper analyses the process of PWM generation in CSVPWM. This analysis breaks up a three-level inverter into six different conceptual two level inverters in different regions of the fundamental cycle. Control of 3-level inverter is viewed as the control of the appropriate 2-level inverter. The analysis leads to a systematic simplification of the computations involved, finally resulting in a computationally efficient PWM algorithm. This algorithm exploits the equivalence between triangle comparison and space vector approaches to PWM generation. This algorithm does not involve any 3-phase/2-phase or 2-phase/3-phase transformation. This also does not involve any transformation from rectangular to polar coordinates, and vice versa. Further no evaluation of trigonometric functions is necessary. This algorithm also provides for the mitigation of DC neutral point unbalance, and is well suited to digital implementation. Simulation and experimental results are presented.

Computationally Efficient Sub-optimal Mid Course Guidance Using Model Predictive Static Programming (MPSP)

For a homing interceptor, suitable initial condition must be achieved by mid course guidance scheme for its maximum effectiveness. To achieve desired end goal of any mid course guidance scheme, two point boundary value problem must be solved online with all realistic constrain. A Newly developed computationally efficient technique named as MPSP (Model Predictive Static Programming) is utilized in this paper for obtaining suboptimal solution of optimal mid course guidance. Time to go uncertainty is avoided in this formulation by making use of desired position where midcourse guidance terminate and terminal guidance takes over. A suitable approach angle towards desired point also can be specified in this guidance law formulation. This feature makes this law particularly attractive because warhead effectiveness issue can be indirectly solved in mid course phase.

Computationally efficient yet accurate analysis of composite plate

This article does not have an abstract.

A LSQR-type method provides a computationally efficient automated optimal choice of regularization parameter in diffuse optical tomography

Purpose: Developing a computationally efficient automated method for the optimal choice of regularization parameter in diffuse optical tomography. Methods: The least-squares QR (LSQR)-type method that uses Lanczos bidiagonalization is known to be computationally efficient in performing the reconstruction procedure in diffuse optical tomography. The same is effectively deployed via an optimization procedure that uses the simplex method to find the optimal regularization parameter. The proposed LSQR-type method is compared with the traditional methods such as L-curve, generalized cross-validation (GCV), and recently proposed minimal residual method (MRM)-based choice of regularization parameter using numerical and experimental phantom data. Results: The results indicate that the proposed LSQR-type and MRM-based methods performance in terms of reconstructed image quality is similar and superior compared to L-curve and GCV-based methods. The proposed method computational complexity is at least five times lower compared to MRM-based method, making it an optimal technique. Conclusions: The LSQR-type method was able to overcome the inherent limitation of computationally expensive nature of MRM-based automated way finding the optimal regularization parameter in diffuse optical tomographic imaging, making this method more suitable to be deployed in real-time. (C) 2013 American Association of Physicists in Medicine. http://dx.doi.org/10.1118/1.4792459]