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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…

Statistical Mechanics · Physics 2016-08-31 Fevzi Buyukkilic , Zahide Ok Bayrakdar , Dogan Demirhan

The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and…

Classical Physics · Physics 2015-03-19 Vasily E. Tarasov , George M. Zaslavsky

It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…

Quantum Physics · Physics 2007-05-23 Mark Davidson

In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…

Condensed Matter · Physics 2009-10-22 Eugene Kogan , Moshe Kaveh

We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…

Analysis of PDEs · Mathematics 2020-02-18 Andrea N. Ceretani

The paper deals with the fundamental problem of a modeling of the physical, in particular, thermal hydraulic processes, in various media of fractal structure of the natural, technological and technical systems and devices. The examples of a…

Computational Physics · Physics 2018-02-27 Ivan V. Kazachkov

We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…

Statistical Mechanics · Physics 2007-06-13 R. Lambiotte , M. Ausloos

The statistical mechanical description of two-dimensional inviscid fluid turbulence is reconsidered. Using this description, we make predictions about turbulent flow in a rapidly rotating laboratory annulus. Measurements on the continuously…

Soft Condensed Matter · Physics 2009-11-11 Sunghwan Jung , P. J. Morrison , Harry L. Swinney

It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…

chao-dyn · Physics 2015-06-24 Andrea Rocco , Bruce J. West

This paper explores the capabilities of the Constant Elasticity of Variance model driven by a mixed-fractional Brownian motion (mfCEV) [Axel A. Araneda. The fractional and mixed-fractional CEV model. Journal of Computational and Applied…

Mathematical Finance · Quantitative Finance 2022-11-15 Axel A. Araneda

A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…

Numerical Analysis · Mathematics 2025-10-20 S. B. Yuste , L. Acedo

We introduce a fractional theory of the calculus of variations for multiple integrals. Our approach uses the recent notions of Riemann-Liouville fractional derivatives and integrals in the sense of Jumarie. Main results provide fractional…

Optimization and Control · Mathematics 2010-03-09 Ricardo Almeida , Agnieszka B. Malinowska , Delfim F. M. Torres

This paper is devoted to hydrodynamic limits of linear kinetic equations when the thermodynamical equilibrium is described by a heavy-tail distribution function rather than a Maxwellian distribution. We show that the long time/small mean…

Analysis of PDEs · Mathematics 2009-10-09 Antoine Mellet

Mathematical models that accurately predict the mechanical behavior of blood can contribute to the development of biomedical devices and medications which are relevant in clinical applications. The models existing in the literature are…

Fluid Dynamics · Physics 2018-08-27 Corina S. Drapaca , Zhifeng Zhang , Ruifan Meng

This article is an invitation. It is, first, an invitation to consider as a subject worthy of attention the wide range of situations where small discrete elements, either bubbles, droplets or solid particles, are embedded in turbulent…

Fluid Dynamics · Physics 2023-11-06 Jean-Pierre Minier , Christophe Henry

The fractional diffusion-wave equation (FDWE) is a recent generalization of diffusion and wave equations via time and space fractional derivatives. The equation underlies Levy random walk and fractional Brownian motion and is foremost…

Mathematical Physics · Physics 2007-05-23 W. Chen , S. Holm

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Fractional differential calculus is a mathematical tool that has found applications in the study of social and physical behaviors considered ``anomalous''. It is often used when traditional integer derivatives models fail to represent cases…

General Relativity and Quantum Cosmology · Physics 2024-05-07 Kevin Marroquín , Genly Leon , Alfredo D. Millano , Claudio Michea , Andronikos Paliathanasis

Soft materials often exhibit a distinctive power-law viscoelastic response arising from broad distribution of time-scales present in their complex internal structure. A promising tool to accurately describe the rheological behaviour of soft…

Soft Condensed Matter · Physics 2020-07-17 Alessandra Bonfanti , Jonathan Louis Kaplan , Guillaume Charras , Alexandre J Kabla

We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…

Probability · Mathematics 2011-02-23 Fabrice Baudoin , Cheng Ouyang