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This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral…

Statistical Mechanics · Physics 2011-08-09 Giulio Cottone

We consider the parameter estimation problem for the non-ergodic fractional Ornstein-Uhlenbeck process defined as $dX_t=\theta X_tdt+dB_t,\ t\geq0$, with a parameter $\theta>0$, where $B$ is a fractional Brownian motion of Hurst index…

Probability · Mathematics 2011-03-01 Rachid Belfadli , Khalifa Es-Sebaiy , Youssef Ouknine

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

Numerical Analysis · Mathematics 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

In the present work, we investigate the potential of fractional derivatives to model atmospheric dispersion of pollutants. We propose simple fractional differential equation models for the steady state spatial distribution of concentration…

Atmospheric and Oceanic Physics · Physics 2017-02-22 A. G. O. Goulart , M. J. Lazo , J. M. S. Suarez , D. M. Moreira

This paper addresses the mathematical models for the heat-conduction equations and the Navier-Stokes equations via fractional derivatives without singular kernel.

Analysis of PDEs · Mathematics 2017-07-18 Xiao-Jun Yang , Zhi-Zhen Zhang , H. M. Srivastava

A general method for the direct evaluation of the temperature dependence of the quantum-mechanical reaction rate constant in many-dimensional systems is described. The method is based on the quantum instanton approximation for the rate…

Chemical Physics · Physics 2013-01-15 Marcin Buchowiecki , Jiri Vanicek

In a recent paper (Abe S 2013 Phys. Rev. E 88 022142), a variational principle has been formulated for spatiotemporally-fractional Fokker-Planck equations and applied to derivations of their approximate analytic solutions based on the…

Statistical Mechanics · Physics 2015-04-21 Sumiyoshi Abe , Akifumi Oohata

Physically-inspired latent force models offer an interpretable alternative to purely data driven tools for inference in dynamical systems. They carry the structure of differential equations and the flexibility of Gaussian processes,…

Machine Learning · Computer Science 2022-01-25 Jacob D. Moss , Felix L. Opolka , Bianca Dumitrascu , Pietro Lió

We introduce a new fractional oscillator process which can be obtained as solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short range dependence of the process are…

Mathematical Physics · Physics 2010-07-28 S. C. Lim , L. P. Teo

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

Curve fitting is a fundamental technique in engineering and scientific research, serving as a critical tool for extracting insights from data. This study explores the application of various statistical equations to estimate outcomes in…

Differential Geometry · Mathematics 2025-02-14 Hamidreza Moradi , Hamideh Hossei , Erfan Kefayat

The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and…

Classical Physics · Physics 2015-03-19 Vasily E. Tarasov , George M. Zaslavsky

Anomalous relaxation and diffusion processes have been widely characterized by fractional derivative models, where the definition of the fractional-order derivative remains a historical debate due to the singular memory kernel that…

Statistical Mechanics · Physics 2016-06-17 HongGuang Sun , Xiaoxiao Hao , Yong Zhang , Dumitru Baleanu

Different initial and boundary value problems for the equation of vibrations of rods (also called Fresnel equation) are solved by exploiting the connection with Brownian motion and the heat equation. The analysis of the fractional version…

Probability · Mathematics 2012-06-14 Enzo Orsingher , Mirko D'Ovidio

An analysis of a fractional cubic differential equation is presented, which is a generalization of different versions of fractional logistic equations, in order to obtain simpler numerical methods that globalize and extend the results…

Dynamical Systems · Mathematics 2021-04-12 Melani Barrios , Gabriela Reyero , Mabel Tidball

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…

Statistical Mechanics · Physics 2007-05-23 I. M. Sokolov , A. V. Chechkin , J. Klafter

Because of the finiteness of the life span and boundedness of the physical space, the more reasonable or physical choice is the tempered power-law instead of pure power-law for the CTRW model in characterizing the waiting time and jump…

Numerical Analysis · Mathematics 2018-05-01 Weihua Deng , Zhijiang Zhang

A nonlinear partial differential equation is a nonlinear relationship between an unknown function and how it changes due to two or more input variables. A numerical method reduces such an equation to arithmetic for quick visualization, but…

History and Overview · Mathematics 2019-09-27 R. Corban Harwood

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

Analysis of PDEs · Mathematics 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

Laboratory experiments were conducted to study heat transport characteristics in a nonhomogeneously heated fluid annulus subjected to rotation along the vertical axis (z). The nonhomogeneous heating was obtained by imposing radial and…

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