The operational matrix of fractional integration for shifted Chebyshev polynomials

A new shifted Chebyshev operational matrix (SCOM) of fractional integration of arbitrary order is introduced and applied together with spectral tau method for solving linear fractional differential equations (FDEs). The fractional integration is described in the Riemann–Liouville sense. The numerical approach is based on the shifted Chebyshev tau method. The main characteristic behind the approach using this technique is that only a small number of shifted Chebyshev polynomials is needed to obtain a satisfactory result. Illustrative examples reveal that the present method is very effective and convenient for linear multi-term FDEs.     

A Rodrigues-type formula for Gegenbauer matrix polynomials

This paper centers on the derivation of a Rodrigues-type formula for the Gegenbauer matrix polynomial. A connection between Gegenbauer and Jacobi matrix polynomials is given.     

On the Behavior of Gegenbauer Polynomials in the Complex Plane

It is well-known that the squared modulus of every function f from the Laguerre–Polya class ${\mathcal{L}-\mathcal{P}}$ of entire functions obeys a MacLaurin series representation $$|f(x+i y)|^2=\sum_{k=0}^{\infty} L_k(f;x)\,y^{2k}, \quad x,y\in\mathbb{R}$$ , which reduces to a finite sum when f is a polynomial having only real zeros. The coefficients {L _k } are representable as non-linear differential operators acting on f, and by a classical result of Jensen L _k (f;x)?≥ 0 for ${f\in \mathcal{L}-\mathcal{P}}$ and ${x\in \mathbb{R}}$ . Here, we prove a conjecture formulated by the first-named author in 2005, which states that for ${f=P_n^{(\lambda)} }$ , the n-th Gegenbauer polynomial, the functions ${\{L_k(f;x)\}_{k=1}^{n}}$ are monotone decreasing on the negative semi-axis and monotone increasing on the positive semi-axis. This result pertains to certain polynomial inequalities in the spirit of the celebrated refinement of Markov’s inequality, found by R. J. Duffin and A. C. Schaeffer in 1941.     

On the optimization of approximate integration by Monte Carlo methods

We solve the problem of optimization of monte Carlo methods for approximate integration over an arbitrary absolutely continuous measure. We propose a convenient model of Monte Carlo methods which uses the notion of transition probability.     

On the numerical solution of stochastic quadratic integral equations via operational matrix method

In this paper, stochastic operational matrix of integration based on delta functions is applied to obtain the numerical solution of linear and nonlinear stochastic quadratic integral equations (SQIEs) that appear in modelling of many real problems. An important advantage of this method is that it dose not need any integration to compute the constant coefficients. Also, this method can be utilized to solve both linear and nonlinear problems. By using stochastic operational matrix of integration together collocation points, solving linear and nonlinear SQIEs converts to solve a nonlinear system of algebraic equations, which can be solved by using Newton's numerical method. Moreover, the error analysis is established by using some theorems. Also, it is proved that the rate of convergence of the suggested method is O(h²). Finally, this method is applied to solve some illustrative examples including linear and nonlinear SQIEs. Numerical experiments confirm the good accuracy and efficiency of the proposed method.     

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.     

Bernoulli wavelet operational matrix of fractional order integration and its applications in solving the fractional order differential equations

In this paper, a new numerical method for solving fractional differential equations is presented. The fractional derivative is described in the Caputo sense. The method is based upon Bernoulli wavelet approximations. The Bernoulli wavelet is first presented. An operational matrix of fractional order integration is derived and is utilized to reduce the initial and boundary value problems to system of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.     

On linear multiparametric optimization with parameter-dependent constraint matrix

This paper contains investigations of qualitative properties of a class of linear parametric programming problems with several parameters in the constraint matrix, where the dependence on the parameters is characterized by a matrix of rank 1, For such problems the set of feasible parameters and local stability sets are represented explicitly, their geometrical and topological properties and properties of the optimal set and of the supremum function on these sets are investigated.     

Solving boundary value problems,integral, and integro-differential equations using Gegenbauer integration matrices

We introduce a hybrid Gegenbauer (ultraspherical) integration method (HGIM) for solving boundary value problems (BVPs), integral and integro-differential equations. The proposed approach recasts the original problems into their integral formulations, which are then discretized into linear systems of algebraic equations using Gegenbauer integration matrices (GIMs). The resulting linear systems are well-conditioned and can be easily solved using standard linear system solvers. A study on the error bounds of the proposed method is presented, and the spectral convergence is proven for two-point BVPs (TPBVPs). Comparisons with other competitive methods in the recent literature are included. The proposed method results in an efficient algorithm, and spectral accuracy is verified using eight test examples addressing the aforementioned classes of problems. The proposed method can be applied on a broad range of mathematical problems while producing highly accurate results. The developed numerical scheme provides a viable alternative to other solution methods when high-order approximations are required using only a relatively small number of solution nodes.     

On the Relation Between Gegenbauer Polynomials and the Ferrers Function of the First Kind

Analysis Mathematica - Using the direct relation between the Gegenbauer polynomials $$C_n^\lambda(x)$$ and the Ferrers function of the first kind $${\rm{P}}_\nu^\mu(x)$$ , we compute interrelations...     

On the minimization of operational risks

We give a risk-minimizing formula for government investments taking into account the zero intelligence law for financial markets.     

Wavelet operational matrix method for solving the Riccati differential equation

A Haar wavelet operational matrix method (HWOMM) was derived to solve the Riccati differential equations. As a result, the computation of the nonlinear term was simplified by using the Block pulse function to expand the Haar wavelet one. The proposed method can be used to solve not only the classical Riccati differential equations but also the fractional ones. The capability and the simplicity of the proposed method was demonstrated by some examples and comparison with other methods.     

Bi-axial Gegenbauer Functions of the Second Kind

Bi-axially symmetric monogenic generating functions on ^{p + q} have been used recently to define generalisations of Gegenbauer polynomials. These polynomials are orthogonal on the unit ball in ^p. Generalised Cauchy transforms of these polynomials are used to define corresponding bi-axial Gegenbauer functions of the second kind. It is demonstrated that these functions of the second kind satisfy second order differential equations related to those satisfied by the corresponding bi-axial Gegenbauer polynomials.     

A new operational matrix of fractional order integration for the Chebyshev wavelets and its application for nonlinear fractional Van der Pol oscillator equation

In this paper, an efficient and accurate computational method based on the Chebyshev wavelets (CWs) together with spectral Galerkin method is proposed for solving a class of nonlinear multi-order fractional differential equations (NMFDEs). To do this, a new operational matrix of fractional order integration in the Riemann–Liouville sense for the CWs is derived. Hat functions (HFs) and the collocation method are employed to derive a general procedure for forming this matrix. By using the CWs and their operational matrix of fractional order integration and Galerkin method, the problems under consideration are transformed into corresponding nonlinear systems of algebraic equations, which can be simply solved. Moreover, a new technique for computing nonlinear terms in such problems is presented. Convergence of the CWs expansion in one dimension is investigated. Furthermore, the efficiency and accuracy of the proposed method are shown on some concrete examples. The obtained results reveal that the proposed method is very accurate and efficient. As a useful application, the proposed method is applied to obtain an approximate solution for the fractional order Van der Pol oscillator (VPO) equation.     

Derivatives of Generalized Gegenbauer Polynomials

We prove some new formulas for the derivatives of the generalized Gegenbauer polynomials associated with the Lie algebra A ₂.     

On Coefficients Problems for Typically Real Functions Related to Gegenbauer Polynomials

We solve problems concerning the coefficients of functions in the class \(\mathcal {T}(\lambda )\) of typically real functions associated with Gegenbauer polynomials. The main aim is to determine the estimates of two expressions: \(|a_4-a_2 a_3|\) and \(|a_2 a_4 -a_3{}^2|\). The second one is known as the second Hankel determinant. In order to obtain these bounds, we consider the regions of variability of selected pairs of coefficients for functions in \(\mathcal {T}(\lambda )\). Furthermore, we find the upper and the lower bounds of functionals of Fekete–Szegö type. Finally, we present some conclusions for the classes \(\mathcal {T}\) and \(\mathcal {T}(1/2)\).     

Bernstein operational matrix of fractional derivatives and its applications

In this paper, Bernstein operational matrix of fractional derivative of order α in the Caputo sense is derived. We also apply this matrix to the collocation method for solving multi-order fractional differential equations. The numerical results obtained by the present method compares favorably with those obtained by various collocation methods earlier in the literature.