Related papers: Non-asymptotic fractional order differentiators vi…
We study asymptotic properties of the p-adic version of a fractional integration operator introduced in the paper by A. N. Kochubei, Radial solutions of non-Archimedean pseudo-differential equations, Pacif. J. Math. 269 (2014), 355-369.
In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, these applications deal with complex data. This paper focuses…
The fractional calculus of variations is now a subject under strong research. Different definitions for fractional derivatives and integrals are used, depending on the purpose under study. In this paper the fractional operators are defined…
We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…
We consider boundary value problems with Riemann-Liouville fractional derivatives of order $s\in (1, 2)$ with non-constant diffusion and reaction coefficients. A variational formulation is derived and analyzed leading to the well-posedness…
A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…
Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random elements in $\scrH$ from a general distribution. We study the…
We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…
We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…
The theory of derivative of noninteger order goes back to Leibniz, Liouville and Riemann. Derivatives of fractional order have found many applications in recent studies in mechanics, physics, economics. In this paper we define the…
This contribution deals with identification of fractional-order dynamical systems. We consider systems whose mathematical description is a three-member differential equation in which the orders of derivatives can be real numbers. We give a…
Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new…
Recently, the numerical schemes of the Fokker-Planck equations describing anomalous diffusion with two internal states have been proposed in [Nie, Sun and Deng, arXiv: 1811.04723], which use convolution quadrature to approximate the…
Fractional calculus of variation plays an important role to formulate the non-conservative physical problems. In this paper we use semi-inverse method and fractional variational principle to formulate the fractional order generalized…
In order to develop certain fractional probabilistic analogues of Taylor's theorem and mean value theorem, we introduce the nth-order fractional equilibrium distribution in terms of the Weyl fractional integral and investigate its main…
This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…
A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…
In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…
In this paper we use the orthogonal system of the Jacobi polynomials as a tool to study the Riemann-Liouville fractional integral and derivative operators on a compact of the real axis.This approach has some advantages and allows us to…
We present a nonparametric family of estimators for the tail index of a Pareto-type distribution when covariate information is available. Our estimators are based on a weighted sum of the log-spacings between some selected observations.…