Related papers: Nonlinear Young integrals via fractional calculus

A method of deriving quadrature rules has been developed which gives nodes and weights for a Gaussian-type rule which integrates functions of the form: f(x,y,t) = a(x,y,t)/((x-t)^2+y^2) + b(x,y,t)/([(x-t)^2+y^2]^{1/2}) +…

Fractional calculus is the calculus of differentiation and integration of non-integer orders. In a recently paper (Annals of Physics 323 (2008) 2756-2778), the Fundamental Theorem of Fractional Calculus is highlighted. Based on this…

We use a novel parameterization of the flowing Hamiltonian to show that the flow equations based on continuous unitary transformations, as proposed by Wegner, can be implemented through a nonlinear partial differential equation involving…

This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…

We show that for a family of problems described by non-linear diffusion equations an exact calculation of the two time correlation function gives C(t,t')=f(t-t')g(t'), t>t', exhibiting normal and anomalous diffusions, as well as aging…

In this paper, a Feynman-Kac formula is established for stochastic partial differential equation driven by Gaussian noise which is, with respect to time, a fractional Brownian motion with Hurst parameter $H<1/2$. To establish such a…

We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the…

We prove that the fractional derivatives of solutions to a class of nonlocal fully nonlinear elliptic equations are epsilon-integrable. We follow Fanghua Lin's original approach to the analogous problem for second order equations, by first…

By introducing an auxiliary parameter, we find a new representation for Feynman integrals, which defines a Feynman integral by analytical continuation of a series containing only vacuum integrals. The new representation therefore…

This paper deals with nonlinear singular partial differential equations of the form $t \partial u/\partial t=F(t,x,u,\partial u/\partial x)$ with independent variables $(t,x) \in \mathbb{R} \times \mathbb{C}$, where $F(t,x,u,v)$ is a…

We consider the identification of nonlinear diffusion coefficients of the form $a(t,u)$ or $a(u)$ in quasi-linear parabolic and elliptic equations. Uniqueness for this inverse problem is established under very general assumptions using…

This paper deals with stochastic integrals of form $\int_0^T f(X_u)d Y_u$ in a case where the function $f$ has discontinuities, and hence the process $f(X)$ is usually of unbounded $p$-variation for every $p\geq 1$. Consequently,…

Earlier work introduced a method for obtaining indefinite $q$-integrals of $q$-special functions from the second-order linear $q$-difference equations that define them. In this paper, we reformulate the method in terms of $q$-Riccati…

In this study, the Van't Hoff differential equation is taken under consideration by making use of fractional derivative tools. In this context, the nonlinear Arrhenius behaviour can be obtained and some experimental values of reaction rate…

The following document presents a possible solution and a brief stability analysis for a nonlinear system, which is obtained by studying the possibility of building a hybrid solar receiver; It is necessary to mention that the solution of…

We present a formal analysis of nonlinear response functions in terms of correlation functions in real- and imaginary-time domains. In particular, we show that causal nonlinear response functions, expressed in terms of nested commutators in…

Consider the linear stochastic fractional heat equation with vanishing initial condition: $$ \frac{\partial u (t,x)}{\partial t}=-(-\Delta)^{\frac{\alpha}2}u (t,x) + \dot{W}(t,x),\quad t> 0,\, x\in \mathbb R, $$ where…

Unravelings provide a probabilistic representation of solutions of master equations and a method of computation of the density operator dynamics. The trajectories generated by unravelings may also be treated as real -- as in the stochastic…

We introduce local iterated function systems and present some of their basic properties. A new class of local attractors of local iterated function systems, namely local fractal functions, is constructed. We derive formulas so that these…

We study a fractional reaction-diffusion system with two types of variables: activator and inhibitor. The interactions between components are modeled by cubical nonlinearity. Linearization of the system around the homogeneous state provides…