Related papers: Fractional oscillator process with two indices
Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…
The fractional calculus is useful to model non-local phenomena. We construct a method to evaluate the fractional Caputo derivative by means of a simple explicit quadratic segmentary interpolation. This method yields to numerical resolution…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
The resonances associated with a fractional damped oscillator which is driven by an oscillatory external force are studied. It is shown that such resonances can be manipulated by tuning up either the coefficient of the fractional damping or…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
We develop a new semiclassical approach, which starts with the density matrix given by the Euclidean time path integral with fixed coinciding endpoints, and proceed by identifying classical (minimal Euclidean action) path, to be referred to…
Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…
In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…
In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…
We consider the problem of estimating the fractional order of a L\'{e}vy process from low frequency historical and options data. An estimation methodology is developed which allows us to treat both estimation and calibration problems in a…
The Casimir friction problem for a pair of dielectric particles in relative motion is analyzed, utilizing a microscopic model in which we start from statistical mechanics for harmonically oscillating particles at finite temperature moving…
The Hamiltonian for a fractional supersymmetric oscillator is derived from three approaches. The first one is based on a decomposition in which a Q-uon gives rise to an ordinary boson and a k-fermion (a k-fermion being an object…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power wise interaction defined by a term proportional to 1/|n-m|^{\alpha+1}. Continuous medium equation for this system can be obtained in the…
Fractional derivatives are nonlocal differential operators of real order that often appear in models of anomalous diffusion and a variety of nonlocal phenomena. Recently, a version of the Schr\"odinger Equation containing a fractional…
A small dipole oscillator moving along a circular trajectory in zero-point electromagnetic field ( ZPF ) and with a polarization normal to the rotation plane, is considered. Temporal periodicity conditions are imposed on ZPF, associated…
The fractional Fourier transform (FrFT), a fundamental operation in physics that corresponds to a rotation of phase space by any angle, is also an indispensable tool employed in digital signal processing for noise reduction. Processing of…
This paper presents finite-velocity random motions driven by fractional Klein-Gordon equations of order $\alpha \in (0,1]$. A key tool in the analysis is played by the McBride's theory which converts fractional hyper-Bessel operators into…
We give an overview over the application of functional equations, namely the classical Poincar\'e and renewal equations, to the study of the spectrum of Laplace operators on self-similar fractals. We compare the techniques used to those…
We calculate the partition function of a harmonic oscillator with quasi-periodic boundary conditions using the zeta-function method. This work generalizes a previous one by Gibbons and contains the usual bosonic and fermionic oscillators as…
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…