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A new definition of a fractional derivative has recently been developed, making use of a fractional Dirac delta function as its integral kernel. This derivative allows for the definition of a distributional fractional derivative, and as…

Classical Analysis and ODEs · Mathematics 2018-05-16 Evan Camrud

We consider a semi-discrete finite volume scheme for a degenerate fractional conservation laws driven by a cylindrical Wiener process. Making use of the bounded variation (BV) estimates, Young measure theory, and a clever adaptation of…

Analysis of PDEs · Mathematics 2022-02-23 Ujjwal Koley , Guy Vallet

The primary purpose of this paper is to study the Wiener-type regularity criteria for non-linear equations driven by integro-differential operators, whose model is the fractional $p-$Laplace equation. In doing so, with the help of tools…

Analysis of PDEs · Mathematics 2023-09-06 Shaoguang Shi , Guanglan Wang , Zhichun Zhai

The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean-Vlasov (mean-field) stochastic differential equation. If the Donsker delta measure is absolutely…

Probability · Mathematics 2023-02-27 Nacira Agram , Bernt Øksendal

Recently, the nonlocal van der Waals (vdW) density functionals [M. Dion, H. Rydberg, E. Schroeder, D. C. Langreth, and B. I. Lundqvist, Phys. Rev. Lett. 92, 246401 (2004)] have attracted considerable attention due to their good performance…

Chemical Physics · Physics 2013-08-07 Fabien Tran , Jürg Hutter

We discuss Donsker's delta function within the framework of White Noise Analysis, in particular its extension to complex arguments. With a view towards applications to quantum physics we also study sums and products of Donsker's delta…

Mathematical Physics · Physics 2007-05-23 Angelika Lascheck , Peter Leukert , Ludwig Streit , Werner Westerkamp

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…

Probability · Mathematics 2017-07-13 Alberto Ohashi , Dorival Leão , Alexandre B. Simas

This paper is in concern with Cauchy problems involving the fractional derivatives with respect to another function. Results of existence, uniqueness, and Taylor series among others are established in appropriate functional spaces. We prove…

Numerical Analysis · Mathematics 2021-04-06 Mondher Benjemaa , Fatma Jerbi

In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…

Probability · Mathematics 2026-04-28 Xi Lin

Localized Wannier functions provide an efficient and intuitive means by which to compute dielectric properties from first principles. They are most commonly constructed in a post-processing step, following total-energy minimization.…

Materials Science · Physics 2012-05-16 David D. O'Regan , Mike C. Payne , Arash A. Mostofi

An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…

Numerical Analysis · Mathematics 2018-04-11 Yoshihito Kazashi

A simplification of the VV10 van der Waals density functional [J. Chem. Phys. 133, 244103 (2010)] is made by an approximation of the integrand of the six-dimentional integral in terms of a few products of three-dimensional density-like…

Chemical Physics · Physics 2026-01-21 Dimitri N. Laikov

A new implementation is proposed for including van der Waals interactions in Density Functional Theory using the Maximally-Localized Wannier functions. With respect to the previous DFT/vdW-WF method, the present DFT/vdW-WF2 approach, which…

Strongly Correlated Electrons · Physics 2015-06-03 A. Ambrosetti , P. L. Silvestrelli

A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…

Statistical Mechanics · Physics 2011-03-01 A. M. Mathai , H. J. Haubold

In this paper, we establish a universal variational characterization of the non-martingale components associated with weakly differentiable Wiener functionals in the sense of Le\~ao, Ohashi and Simas. It is shown that any Dirichlet process…

Probability · Mathematics 2018-07-02 Dorival Leão , Alberto Ohashi , Alexandre B. Simas

For $0<s<1$, we consider the Dirichlet problem for the fractional nonlocal Ornstein--Uhlenbeck equation $$\begin{cases} (-\Delta+x\cdot\nabla)^su=f&\hbox{in}~\Omega\\ u=0&\hbox{on}~\partial\Omega, \end{cases}$$ where $\Omega$ is a possibly…

Analysis of PDEs · Mathematics 2018-02-20 F. Feo , P. R. Stinga , B. Volzone

In this paper we show that the rate of convergence of Wong-Zakai approximations for stochastic partial differential equations driven by Wiener processes is essentially the same as the rate of convergence of the driving processes W_n…

Probability · Mathematics 2012-09-14 I. Gyöngy , P. R. Stinga

Wannier functions provide a localized representation of spectral subspaces of periodic Hamiltonians, and play an important role for interpreting and accelerating Hartree-Fock and Kohn-Sham density functional theory calculations in quantum…

Computational Physics · Physics 2018-01-29 Anil Damle , Antoine Levitt , Lin Lin

We prove maximum and comparison principles for fractional discrete derivatives in the integers. Regularity results when the space is a mesh of length $h$, and approximation theorems to the continuous fractional derivatives are shown. When…

Analysis of PDEs · Mathematics 2016-05-24 Luciano Abadías , Marta de León-Contreras , José L. Torrea

While the definition of a fractional integral may be codified by Riemann and Liouville, an agreed-upon fractional derivative has eluded discovery for many years. This is likely a result of integral definitions including numerous constants…

Classical Analysis and ODEs · Mathematics 2018-10-10 Evan Camrud
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