Related papers: Fractional oscillator process with two indices
In this paper we consider fractional higher-order stochastic differential equations of the form \begin{align*} \left( \mu + c_\alpha \frac{d^\alpha}{d(-t)^\alpha} \right)^\beta X(t) = \mathcal{E}(t) , \quad t\geq 0,\; \mu>0,\; \beta>0,\;…
The electrostatics properties of composite materials with fractal geometry are studied in the framework of fractional calculus. An electric field in a composite dielectric with a fractal charge distribution is obtained in the spherical…
In this article, we derive the state probabilities of different type of space- and time-fractional Poisson processes using z-transform. We work on tempered versions of time-fractional Poisson process and space-fractional Poisson processes.…
We consider two fractional versions of a family of nonnegative integer valued processes. We prove that their probability mass functions solve fractional Kolmogorov forward equations, and we show the overdispersion of these processes. As…
Consider the following stochastic partial differential equation, \begin{equation*} \partial_t u_t(x)= \mathcal{L}u_t(x)+ \xi\sigma (u_t(x)) \dot F(t,x), \end{equation*} where $\xi$ is a positive parameter and $\sigma$ is a globally…
We investigate some basic applications of Fractional Calculus (FC) to Newtonian mechanics. After a brief review of FC, we consider a possible generalization of Newton's second law of motion and apply it to the case of a body subject to a…
Fractional dynamics of relativistic particle is discussed. Derivatives of fractional orders with respect to proper time describe long-term memory effects that correspond to intrinsic dissipative processes. Relativistic particle subjected to…
Using the Thomas-Fermi approximation, we show that an interacting two dimensional electron gas may be described in terms of fractional exclusion statistics at zero and finite temperatures when the interaction has a short-range component. We…
A fractional variational principle was derived in order to be used with lagrangians containing fractional derivatives of order 1/2. By forcing the action associated to this type of lagrangian to be stationary, a modified fractional…
We prove existence of solutions for a nonlinear fractional oscillator equation with both left Riemann-Liouville and right Caputo fractional derivatives subject to natural boundary conditions. The proof is based on a transformation of the…
This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…
The objective of this paper is to derive analytical solutions of fractional order Laplace, Poisson and Helmholtz equations in two variables derived from the corresponding standard equations in two dimensions by replacing the integer order…
We introduce a fractional Kramers equation for a particle interacting with a thermal heat bath and external non-linear force field. For the force free case the velocity damping follows the Mittag-Leffler relaxation and the diffusion is…
This paper presents a fractional generalized Cauchy process (FGCP) with an additive and a multiplicative Gaussian white noise for describing subordinated anomalous fluctuations. The FGCP displays intermittent dynamics during random time…
In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…
In this paper we provide a definition of fractional gradient operators, related to directional derivatives. We develop a fractional vector calculus, providing a probabilistic interpretation and mathematical tools to treat multidimensional…
Consider the following nonlinear one-dimensional stochastic fractional heat equation $$\frac{\partial }{\partial t}u(t, x)= -(-\Delta)^{\alpha/2}u(t, x) +\sigma(t,x,u(t,x)) \dot{W}(t, x), $$ where $-(-\Delta)^{\alpha/2}$ is the fractional…
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…
This work proposes a conformable fractional predictor-corrector algorithm for solving conformable fractional differential equations. Fractional calculus is finding applications in various scientific fields, but existing numerical methods…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…