Jaafar AlMutawa

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The numerical solution for a class of fractional sub-diffusion equations is studied. For the time discretization, we use a generalized Crank–Nicolson method combined with the second central finite difference (FD) for the spatial discretization which will then define a fully discrete implicit FD scheme. An error of order O(h 2 max (1, log k  − 1) + k 2 + α )(More)
We propose a diagnostic for the state space model fitting time series formed by deleting observations from the data and measuring the change in the estimates of the parameters. A method is proposed for distinguishing an observational outlier from an innovational one. Thus we present a robust subspace system identification algorithm that is less sensitive to(More)
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