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We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random…

Statistics Theory · Mathematics 2019-01-18 M. El Omari , H. El Maroufy , C. Fuchs

Due to the nonlocal feature of fractional differential operators, the numerical solution to fractional partial differential equations usually requires expensive memory and computation costs. This paper develops a fast scheme for fractional…

Numerical Analysis · Mathematics 2025-03-21 Hao Yuan , Xiaoping Xie

This is the second part of a series of papers where we develop rigorous decay estimates for breather solutions of an averaged version of the non-linear Schr\"odinger equation. In this part we study the diffraction managed discrete…

Mathematical Physics · Physics 2008-04-24 Dirk Hundertmark , Young-Ran Lee

This paper presents a reformulation of the Leibniz product rule as a finite sum that expresses the fractional derivative of the product of two differentiable functions. This paper then proves the cases for when the product consists of an…

General Mathematics · Mathematics 2024-03-18 Ryan Wilis

The principal aim of this article is to establish an iteration method on the space of resurgent functions. We discuss endless continuability of iterated convolution products of resurgent functions and derive their estimates developing the…

Classical Analysis and ODEs · Mathematics 2016-10-20 Shingo Kamimoto

The Mittag-Leffler function $E_{\alpha}$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_{\alpha}(\phi)…

Probability · Mathematics 2010-02-11 Maria Joao Oliveira , Habib Ouerdiane , Jose Luis da Silva , R. Vilela Mendes

We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy…

Analysis of PDEs · Mathematics 2010-04-08 Luis Caffarelli , Juan Luis Vazquez

The nonexponential relaxation and aging inherent to complex dynamics manifested in a wide variety of dissipative systems is analyzed through a model of diffusion in phase space in the presence of a nonconservative force. The action of this…

Statistical Mechanics · Physics 2009-11-11 A. Perez-Madrid

In this work, we study nonlocal differential equations with particular focus on those with reflection in their argument and piecewise constant dependence. The approach entails deriving the explicit expression of the solution to the linear…

Classical Analysis and ODEs · Mathematics 2025-07-31 Alberto Cabada , Paula Cambeses Franco

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

General Mathematics · Mathematics 2023-09-08 Oleg Yaremko , Andrey Yachmenev

When employing non-linear methods to characterise complex systems, it is important to determine to what extent they are capturing genuine non-linear phenomena that could not be assessed by simpler spectral methods. Specifically, we are…

Methodology · Statistics 2021-09-22 Pedro A. M. Mediano , Fernando E. Rosas , Adam B. Barrett , Daniel Bor

The formal term-by-term differentiation with respect to parameters is demonstrated to be legitimate for the Mittag-Leffler type functions. The justification of differentiation formulas is made by using the concept of the uniform…

General Mathematics · Mathematics 2024-11-26 Sergei V. Rogosin , Filippo Giraldi , Francesco Mainardi

We discuss a subtlety involved in the calculation of multifractal spectra when these are expressed as Legendre-Fenchel transforms of functions analogous to free energy functions. We show that the Legendre-Fenchel transform of a free energy…

Statistical Mechanics · Physics 2007-05-23 Hugo Touchette , Christian Beck

With the discovery of new superconductors there was a running to find the justifications for the new properties found in these materials. In order to describe these new effects some theories were adapted and some others have been tried. In…

Superconductivity · Physics 2012-07-24 José Weberszpil

This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…

Numerical Analysis · Mathematics 2022-02-22 Binjie Li , Hao Luo , Xiaoping Xie

A quadratic inequality is formulated in the paper. An estimate on the rate of decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations.

Dynamical Systems · Mathematics 2008-05-19 N. S. Hoang , A. G. Ramm

A nonlinear inequality is formulated in the paper. An estimate of the rate of decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can be…

Classical Analysis and ODEs · Mathematics 2009-03-05 N. S. Hoang , A. G. Ramm

A hydrogeological model for the spread of pollution in an aquifer is considered. The model consists in a convection-diffusion-reaction equation involving the dispersion tensor which depends nonlinearly of the fluid velocity. We introduce an…

Numerical Analysis · Mathematics 2020-06-05 Éloïse Comte

The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…

Numerical Analysis · Mathematics 2013-03-18 Claire Chainais-Hillairet , Ansgar Jüngel , Stefan Schuchnigg

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

Numerical Analysis · Mathematics 2022-01-07 Zhaoyang Wang , Ping Lin
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