Related papers: Fractional Bi-Spectrum
We consider fractional differentiation operators in various senses and show that the strictly accretive property is the common property of fractional differentiation operators. Also we prove that the sectorial property holds for…
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…
We investigate a simple forced harmonic oscillator with a natural frequency varying with time. It is shown that the time evolution of such a system can be written in a simplified form with Fresnel integrals, as long as the variation of the…
Fluctuations affect nanoporous transport in complex and intricate ways, making optimization of signal-to-noise in artificial designs challenging. Here we focus on the simplest nanopore system, where non-interacting particles diffuse through…
Noninteracting fermions, placed in a system with a continuous density of states, may have zeros in the $N$-fermion canonical partition function on the positive real $\beta$ axis (or very close to it), even for a small number of particles.…
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…
This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…
It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…
Gravitational-wave memory is characterized by a signal component that persists after a transient signal has decayed. Treating such signals in the frequency domain is non-trivial, since discrete Fourier transforms assume periodic signals on…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
Diffraction of coherent x-ray beams is treated through the Fractionnal Fourier transform. The transformation allow us to deal with coherent diffraction experiments from the Fresnel to the Fraunhofer regime. The analogy with the…
Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…
Recent advances in spectroscopic instrumentation and calibration methods dramatically improve the quality of quasar spectra. Supercomputer calculations show that, at high spectral resolution, procedures used in some previous analyses of…
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…
The paper gives a new representation for the fractional Brownian motion that can be applied to simulate this self-similar random process in continuous time. Such a representation is based on the spectral form of mathematical description and…
In this paper, we focus on the following testing problem: assume that we are given observations of a real-valued signal along the grid $0,1,\ldots,N-1$, corrupted by white Gaussian noise. We want to distinguish between two hypotheses: (a)…
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…
Real world networks have, for a long time, been modelled by scale-free networks, which have many sparsely connected nodes and a few highly connected ones (the hubs). However, both in society and in biology, a new structure must be…
Fourier partial sum approximations yield exponential accuracy for smooth and periodic functions, but produce the infamous Gibbs phenomenon for non-periodic ones. Spectral reprojection resolves the Gibbs phenomenon by projecting the Fourier…