Related papers: Fractional Klein-Gordon equations and related stoc…
The Fokker-Planck equation can be reformulated as a continuity equation, which naturally suggests using the associated velocity field in particle flow methods. While the resulting probability flow ODE offers appealing properties - such as…
We carry out a stability analysis for the real space split operator method for the propagation of the time-dependent Klein-Gordon equation that has been proposed Ruf et al. [M. Ruf, H. Bauke, C.H. Keitel, A real space split operator method…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
In many low-dimensional dynamical systems transport coefficients are very irregular, perhaps even fractal functions of control parameters. To analyse this phenomenon we study a dynamical system defined by a piece-wise linear map and…
A free massive scalar field in inhomogeneous random media is investigated. The coefficients of the Klein-Gordon equation are taken to be random functions of the spatial coordinates. The case of an annealed-like disordered medium, modeled by…
The paper demonstrates the basic properties of the local fractional variation operators (termed fractal variation operators). The action of the operators is demonstrated for local characterization of Holderian functions. In particular, it…
We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…
We consider the Hamiltonian system consisting of a Klein-Gordon vector field and a particle in $\R^3$. The initial date of the system is a random function with a finite mean density of energy which also satisfies a Rosenblatt- or…
We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
We extend the three-dimensional noncommutative relations of the positions and momenta operators to those in the four dimension. Using the Bopp shift technique, we give the Heisenberg representation of these noncommutative algebras and endow…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
One dimensional Klein-Gordon (KG) equation is investigated in the domain of conformable fractional calculus for one dimensional scalar potential namely generalized Hulthen potential. The conformable fractional calculus is based on…
In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…
We prove exponential instability properties for the fractional Calder\'on problem and the conductivity formulation of the fractional Calder\'on problem in the regime of fractional powers $s\in (0,1)$. We particularly focus on two settings:…