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We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…

Statistical Mechanics · Physics 2016-08-16 I. Santamaría-Holek , D. Reguera , J. M. Rubí

This paper is concerned with the existence of positive solutions for a fractional population model with the homogeneous Dirichlet condition on the exterior of a bounded domain. The approach is based on the sub-super solutions method. Our…

Analysis of PDEs · Mathematics 2021-01-12 S. H. Rasouli

Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the…

Statistical Mechanics · Physics 2021-10-11 Pedro V. Paraguassú , Welles A. M. Morgado

We propose a discrete-time, finite-state stationary process that can possess long-range dependence. Among the interesting features of this process is that each state can have different long-term dependency, i.e., the indicator sequence can…

Probability · Mathematics 2022-09-19 Jeonghwa Lee

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

Fractional supersymmetric quantum mechanics is developed from a generalized Weyl-Heisenberg algebra. The Hamiltonian and the supercharges of fractional supersymmetric dynamical systems are built in terms of the generators of this algebra.…

Quantum Physics · Physics 2009-09-29 Maurice Robert Kibler , Mohammed Daoud

It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…

Probability · Mathematics 2016-08-25 Duc Hoang Luu , Tat Dat Tran , Jürgen Jost

This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…

Statistics Theory · Mathematics 2024-03-20 The Tien Mai

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…

Statistics Theory · Mathematics 2017-09-19 Nan Chen , Andrew J. Majda , Xin T. Tong

We present a semiclassical approach to eigenfunction statistics in chaotic and weakly disordered quantum systems which goes beyond Random Matrix Theory, supersymmetry techniques, and existing semiclassical methods. The approach is based on…

Chaotic Dynamics · Physics 2007-05-23 Juan Diego Urbina , Klaus Richter

In this paper we study a new generalization of the kinetic equation emerging in run-and-tumble models. We show that this generalization leads to a wide class of generalized fractional kinetic (GFK) and telegraph-type equations depending by…

Statistical Mechanics · Physics 2024-10-15 Luca Angelani , Alessandro De Gregorio , Roberto Garra

A variational principle is developed for fractional kinetics based on the auxiliary-field formalism. It is applied to the Fokker-Planck equation with spatio-temporal fractionality, and a variational solution is obtained with the help of the…

Statistical Mechanics · Physics 2015-06-16 Sumiyoshi Abe

We generalize the method of Van Hove so as to deal with the case of non-ordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of…

Condensed Matter · Physics 2009-10-31 P. Grigolini , A. Rocco , B. J. West

Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…

Numerical Analysis · Mathematics 2022-12-08 A. P. Harris , T. A. Biala , A. Q. M. Khaliq

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

Statistical Mechanics · Physics 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

Fractional exclusion statistics (FES) is a generalization of the Bose and Fermi statistics. Typically, systems of interacting particles are described as ideal FES systems and the properties of the FES systems are calculated from the…

Statistical Mechanics · Physics 2013-10-10 Dragos-Victor Anghel

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

We consider a fractional generalization of Hamiltonian and gradient systems. We use differential forms and exterior derivatives of fractional orders. We derive fractional generalization of Helmholtz conditions for phase space. Examples of…

Dynamical Systems · Mathematics 2018-04-02 Vasily E. Tarasov

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

Classical Physics · Physics 2009-11-13 L. R. Arnaut