Related papers: Fractional Klein-Gordon equations and related stoc…
The planar symmetric Markov random flight $\bold X(t), \; t>0,$ is represented by the stochastic motion of a particle moving with constant finite speed $c>0$ in the Euclidean plane $\Bbb R^2$ and taking on its initial and each new…
This study presents a fractional-order continuum mechanics approach that allows combining selected characteristics of nonlocal elasticity, typical of classical integral and gradient formulations, under a single frame-invariant framework.…
In this article, we derive the scalar parametrized Klein-Gordon equation from the formal information theory framework. The least biased probability distribution is obtained, and the scalar equation is recast in terms of a Fokker-Planck…
We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…
We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external,…
Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractional Brownian motion. For such process we specify mean and…
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter $H \in (0,1)$. We first focus on continuous observations and develop a kernel-based estimator achieving faster…
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
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…
This paper establishes a complete homogenization theory for the one-dimensional parabolic equation with long-range correlated random potential: \[ \partial_t u_\varepsilon(t,x) = \frac{1}{2} \partial_{xx} u_\varepsilon(t,x) +…
This work concerns the asymptotic analysis of high-frequency wave propagation in randomly layered media with fast variations and long-range correlations. The analysis takes place in the 3D physical space and weak-coupling regime. The role…
Consider $n$ independent Goldstein-Kac telegraph processes $X_1(t), \dots ,X_n(t), \; n\ge 2, \; t\ge 0,$ on the real line $\Bbb R$. Each the process $X_k(t), \; k=1,\dots,n,$ describes a stochastic motion at constant finite speed $c_k>0$…
We construct the causal (forward/backward) propagators for the massive Klein-Gordon equation perturbed by a first order operator which decays in space but not necessarily in time. In particular, we obtain global estimates for…
A growing body of applied mathematics literature in recent years has focussed on the application of fractional calculus to problems of anomalous transport. In these analyses, the anomalous transport (of charge, tracers, fluid, etc.) is…
We investigate the application of fractional calculus to model stellar dynamics, focusing on Resonant Relaxation (RR) near a supermassive black hole (SMBH). Standard theories use the local Fokker-Planck (FP) equation, restricted to Gaussian…
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…
This analysis proposes an analytical-numerical approach for providing solutions of a class of nonlinear fractional Klein-Gordon equation subjected to appropriate initial conditions in Caputo sense by using the Fractional Reduced…