Related papers: Nonlinear Young integrals via fractional calculus
For H\"older continuous functions $W(t,x)$ and $\phi_t$, we define nonlinear integral $\int_a^b W(dt, \phi_t)$ in various senses, including It\^o-Skorohod and pathwise. We study their properties and relations. The stochastic flow in a time…
Using fractional calculus we define integrals of the form $% \int_{a}^{b}f(x_{t})dy_{t}$, where $x$ and $y$ are vector-valued H\"{o}lder continuous functions of order $\displaystyle \beta \in (\frac13, \frac12)$ and $f$ is a continuously…
Nonlinear Young integrals have been first introduced in [Catellier,Gubinelli, SPA 2016] and provide a natural generalisation of classical Young ones, but also a versatile tool in the pathwise study of regularisation by noise phenomena. We…
The nonlinear integral equation P(x)=\int_alpha^beta dy w(y) P(y) P(x+y) is investigated. It is shown that for a given function w(x) the equation admits an infinite set of polynomial solutions P(x). For polynomial solutions, this nonlinear…
Given set of functions $y_i(t)$ and $x(t)$ such that $y_i(t) = a_i x\left[h_i(t)\right]$ with $a_i$ being an unknown amplitude with low changes in time (or $\frac{\Delta a_i}{a^2_i} << 1$) and $h_i(t)$ an unknown warping function, the paper…
Let ${\mathscr L}^H(x,t)=2H\int_0^t\delta(B^H_s-x)s^{2H-1}ds$ be the weighted local time of fractional Brownian motion $B^H$ with Hurst index $1/2<H<1$. In this paper, we use Young integration to study the integral of determinate functions…
New problem is studied that is to find nonlinear differential equations with special solutions expressed via the Weierstrass function. Method is discussed to construct nonlinear ordinary differential equations with exact solutions. Main…
Integrable fractional equations such as the fractional Korteweg-deVries and nonlinear Schr\"odinger equations are key to the intersection of nonlinear dynamics and fractional calculus. In this manuscript, the first discrete/differential…
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…
The hierarchy of integrable equations are considered. The dynamical approach to the theory of nonlinear waves is proposed. The special solutions(nonlinear waves) of considered equations are derived. We use powerful methods of computer…
We consider two non-linear generalizations of fractal interpolating functions generated from iterated function systems. The first corresponds to fitting data using a Kth-order polynomial, while the second relates to the freedom of adding…
In this paper, we consider a class of nonlinear fractional differential equations involving Hilfer derivative with boundary conditions. First, we obtain an equivalent integral for the given boundary value problem in weighted space of…
Nonlinear integrable equations serve as a foundation for nonlinear dynamics, and fractional equations are well known in anomalous diffusion. We connect these two fields by presenting the discovery of a new class of integrable fractional…
We study the kinetics of nonlinear irreversible fragmentation. Here fragmentation is induced by interactions/collisions between pairs of particles, and modelled by general classes of interaction kernels, and for several types of breakage…
In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a non-linear one dimensional wave equation driven by an arbitrary signal whose rectangular increments satisfy some H\"{o}lder regularity…
In this paper we consider a system of three fractional differential equations describing a nonlinear reaction. Our analysis includes both analytical technique and numerical simulation. This allows us to control the efficiency of the…
New problem is considered that is to find nonlinear differential equations with special solutions. Method is presented to construct nonlinear ordinary differential equations with exact solution. Crucial step to the method is the assumption…
Functional integrals are central to modern theories ranging from quantum mechanics and statistical thermodynamics to biology, chemistry, and finance. In this work we present a new method for calculating functional integrals based on a…
By topological arguments, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions of a class of perturbed nonlinear integral equations. These type of integral equations arise, for example,…
We present a multidimensional Young integral that enables to integrate H\"older continuous functions with respect to a H\"older charge. It encompasses the integration of H\"older differential forms introduced by R. Z\"ust: if $f$, $g_1,…