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This paper considers the numerical analysis of a semilinear fractional diffusion equation with nonsmooth initial data. A new Gr\"onwall's inequality and its discrete version are proposed. By the two inequalities, error estimates in three…

Numerical Analysis · Mathematics 2019-09-04 Binjie Li , Tao Wang , Xiaoping Xie

In fractional calculus there are two approaches to obtain fractional derivatives. The first approach is by iterating the integral and then defining a fractional order by using Cauchy formula to obtain Riemann fractional integrals and…

Dynamical Systems · Mathematics 2012-10-02 Thabet Abdeljawad , Dumitru Baleanu , Fahd Jarad , Ravi Agarwal

Quantile Regression (QR) provides a way to approximate a single conditional quantile. To have a more informative description of the conditional distribution, QR can be merged with deep learning techniques to simultaneously estimate multiple…

Machine Learning · Computer Science 2022-02-01 Axel Brando , Joan Gimeno , Jose A. Rodríguez-Serrano , Jordi Vitrià

By using the canonical and symplectic approaches an (nonstandard) alternative action describing linearized gravity is studied. We identify the complete set of Dirac's constraints, the counting of physical degrees of freedom is performed and…

General Relativity and Quantum Cosmology · Physics 2017-11-30 Alberto Escalante , Melissa Rodríguez-Zárate

A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…

Probability · Mathematics 2008-12-18 Carenne Ludeña

Quotient regularization models (QRMs) are a class of powerful regularization techniques that have gained considerable attention in recent years, due to their ability to handle complex and highly nonlinear data sets. However, the nonconvex…

Numerical Analysis · Mathematics 2023-08-09 Chao Wang , Jean-Francois Aujol , Guy Gilboa , Yifei Lou

Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory seen in space physics and elsewhere. Natural time series frequently combine both effects, and Linear Fractional Stable…

Mathematical Physics · Physics 2008-03-20 Nicholas W. Watkins , Daniel Credgington , Raul Sanchez , Sandra C. Chapman

A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fractional Brownian motion is obtained. It is shown that the limiting measure-valued process is the non-commutative fractional Brownian motion…

Probability · Mathematics 2015-06-23 Juan Carlos Pardo , Victor Pérez-Abreu , José Luis Pérez-Garmendia

It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…

General Relativity and Quantum Cosmology · Physics 2021-12-28 Folkert Kuipers

Fractional operators (derivatives/integrals) are defined via the integration of the functions. When the function is produced by a spanning set of fractional power functions, traditional quadrature rules often need to be revised, failing to…

Numerical Analysis · Mathematics 2025-11-20 Ritu Kumari , Mani Mehra , Abhishek Kumar Singh

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

Dynamical Systems · Mathematics 2018-05-18 Fikret A. Aliev , N. A. Aliev , N. A. Safarova , K. G. Kasimova , N. I Velieva

Singular functions and, in general, H\"older functions represent conceptual models of nonlinear physical phenomena. The purpose of this survey is to demonstrate the applicability of fractional velocity as a tool to characterize Holder and…

Classical Analysis and ODEs · Mathematics 2018-10-18 Dimiter Prodanov

A generalization of canonical quantization which maps a dynamical operator to a dynamical superoperator is suggested. Weyl quantization of dynamical operator, which cannot be represented as Poisson bracket with some function, is considered.…

Quantum Physics · Physics 2009-11-10 Vasily E. Tarasov

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

Probability · Mathematics 2012-10-09 Jocelyne Bion-Nadal

We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…

Optimization and Control · Mathematics 2013-10-03 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

In this paper we give an explicit solution of Dzherbashyan-Caputo-fractional Cauchy problems related to equations with derivatives of order $\nu k$, for $k$ non-negative integer and $\nu>0$. The solution is obtained by connecting the…

Probability · Mathematics 2023-09-12 Fabrizio Cinque , Enzo Orsingher

We derive a semiclassical equation of motion for a `composite' quark in strongly-coupled large-N_c N=4 super-Yang-Mills, making use of the AdS/CFT correspondence. The resulting non-linear equation incorporates radiation damping, and reduces…

High Energy Physics - Theory · Physics 2009-07-22 Mariano Chernicoff , J. Antonio Garcia , Alberto Guijosa

We give the regularization for fractional integral by delta sequence and apply it to obtain existence-uniqueness theorems in Colombeau algebras for nonlinear equations with singularities: nonlinear system of integral equations with polar…

Analysis of PDEs · Mathematics 2007-05-23 Mirjana Stojanovic

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…

Probability · Mathematics 2019-05-21 Mario Abundo , Enrica Pirozzi