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Probability, Analysis, and Data Science (PADS) Seminar: Tempered and Truncated Fractional Operators – Exploring Reduction of Computational Costs


Abstract: Fractional calculus operators have been around nearly as long as the familiar integer-order derivatives. The introduction of an exponential tempering to the fractional operator has recently found applications in geophysics and finance. However, the infinite radius of interaction of the operator makes it computationally hefty. In this talk, we explore the use of a truncated fractional operator — restricted to a bounded domain of integration — in order to capture the same action of the tempered operator but with an easier computational load.

Speaker: Hayley Olson (University of Nebraska-Lincoln)

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