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Modeling power electronic converters at frequencies close to or above half the switching frequency has been difficult due to the time-variant and discontinuous switching actions. This paper uses the properties of moving Fourier coefficients…
An exact description of the statistical motion of active particles in three dimension is presented in the framework of a generalized diffusion equation. Such a generalization contemplates a non-local, in time and space, connecting (memory)…
Let $\Phi$ be a $C^\omega (\mathbb{C})$ self-conformal IFS on the plane, satisfying some mild non-linearity and irreducibility conditions. We prove a uniform spectral gap estimate for the transfer operator corresponding to the derivative…
We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions…
Autoregressive tempered fractionally integrated moving average with stable innovations modifies the power-law kernel of the fractionally integrated time series model by adding an exponential tempering factor. The tempered time series is a…
A class of one-dimensional Fokker-Plank equations having a common stationary solution, which is a power function of the state of the process, was found. We prove that these equations also have generalized self-similar solutions which…
Computing stationary states is an important topic for phase field crystal (PFC) models. Great efforts have been made for energy dissipation of the numerical schemes when using gradient flows. However, it is always time-consuming due to the…
Planar Fourier capture arrays (PFCAs) are optical sensors built entirely in standard microchip manufacturing flows. PFCAs are composed of ensembles of angle sensitive pixels (ASPs) that each report a single coefficient of the Fourier…
The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial…
The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…
We propose a novel and simple spectral method based on the semi-discrete Fourier transforms to discretize the fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$. Numerical analysis and experiments are provided to study its performance. Our…
We study exact solutions of the steady state behaviour of several non-linear open quantum systems which can be applied to the field of circuit quantum electrodynamics. Using Fokker-Planck equations in the generalised P-representation we…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
In this paper, a delay Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with delay is investigated analytically. Under certain restrictions on the parameters well-posedness and ergodicity of the…
We report new results about the anomalous diffusion of a particle in an aging medium. For each given age, the quasi-stationary particle velocity is governed by a generalized Langevin equation with a frequency-dependent friction coefficient…
Time-frequency (TF) representation of non-stationary signals typically requires the effective concentration of energy distribution along the instantaneous frequency (IF) ridge, which exhibits intrinsic sparsity. Inspired by the sparse…
We first study the drift parameter estimation of the fractional Ornstein-Uhlenbeck process (fOU) with periodic mean for every $\frac{1}{2}<H<1$. More precisely, we extend the consistency proved in \cite{DFW} for $\frac{1}{2}<H<\frac{3}{4}$…
- In this paper we present a method to compute the coefficients of the fractional Fourier transform (FrFT) on a quantum computer using quantum gates of polynomial complexity of the order O(n^3). The FrFt, a generalization of the DFT, has…
Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…
This paper establishes a rigorous spectral framework for the Weighted Weyl Fractional Calculus, designed to model non-local systems exhibiting aging and subjective time scales. By constructing a conjugation map involving a time-dependent…