Left-Inverses of Fractional Laplacian and Sparse Stochastic Processes

The fractional Laplacian $(-\triangle)^{\gamma/2}$ commutes with the primary coordination transformations in the Euclidean space \RR^d: dilation, translation and rotation, and has tight link to splines, fractals and stable Levy processes. For $0<\gamma<d$, its inverse is the classical Riesz potential $I_\gamma$ which is dilation-invariant and translation-invariant. In this work, we investigate the functional properties (continuity, decay and invertibility) of an extended class of differential operators that share those invariance properties. In particular, we extend the definition of the classical Riesz potential $I_\gamma$ to any non-integer number $\gamma$ larger than $d$ and show that it is the unique left-inverse of the fractional Laplacian $(-\triangle)^{\gamma/2}$ which is dilation-invariant and translation-invariant. We observe that, for any $1\le p\le \infty$ and $\gamma\ge d(1-1/p)$, there exists a Schwartz function $f$ such that $I_\gamma f$ is not $p$-integrable. We then introduce the new unique left-inverse $I_{\gamma, p}$ of the fractional Laplacian $(-\triangle)^{\gamma/2}$ with the property that $I_{\gamma, p}$ is dilation-invariant (but not translation-invariant) and that $I_{\gamma, p}f$ is $p$-integrable for any Schwartz function $f$. We finally apply that linear operator $I_{\gamma, p}$ with $p=1$ to solve the stochastic partial differential equation $(-\triangle)^{\gamma/2} \Phi=w$ with white Poisson noise as its driving term $w$.Comment: Advances in Computational Mathematics, accepte

New Series Expansions of the Gauss Hypergeometric Function

The Gauss hypergeometric function ${}_2F_1(a,b,c;z)$ can be computed by using the power series in powers of $z, z/(z-1), 1-z, 1/z, 1/(1-z),(z-1)/z$. With these expansions ${}_2F_1(a,b,c;z)$ is not completely computable for all complex values of $z$. As pointed out in Gil, {\it et al.} [2007, \S2.3], the points $z=e^{\pm i\pi/3}$ are always excluded from the domains of convergence of these expansions. B\"uhring [1987] has given a power series expansion that allows computation at and near these points. But, when $b-a$ is an integer, the coefficients of that expansion become indeterminate and its computation requires a nontrivial limiting process. Moreover, the convergence becomes slower and slower in that case. In this paper we obtain new expansions of the Gauss hypergeometric function in terms of rational functions of $z$ for which the points $z=e^{\pm i\pi/3}$ are well inside their domains of convergence . In addition, these expansion are well defined when $b-a$ is an integer and no limits are needed in that case. Numerical computations show that these expansions converge faster than B\"uhring's expansion for $z$ in the neighborhood of the points $e^{\pm i\pi/3}$, especially when $b-a$ is close to an integer number.Comment: 18 pages, 6 figures, 4 tables. In Advances in Computational Mathematics, 2012 Second version with corrected typos in equations (18) and (19