Related papers: Derivative and divergence formulae for diffusion s…

This work is devoted to the study of dissipative fluid systems, through the lens of a geometric variational formulation. Building upon previous works extending Hamilton's principle to non-equilibrium thermodynamics, the present method…

We compute temperate fundamental solutions of homogeneous differential operators with real-principal type symbols. Via analytic continuation of meromorphic distributions, fundamental solutions for these non-elliptic operators can be…

We use a semiclassical approximation to derive the partition function for an arbitrary potential in one-dimensional Quantum Statistical Mechanics, which we view as an example of finite temperature scalar Field Theory at a point. We rely on…

In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps…

We have constructed new formulae for generation of solutions for the nonlinear heat equation and for the Burgers equation that are based on linearizing nonlocal transformations and on nonlocal symmetries of linear equations. Found nonlocal…

In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms…

In this paper we study generalized time-fractional diffusion equations on the Poincar\`e half plane $\mathbb{H}_2^+$. The time-fractional operators here considered are fractional derivatives of a function with respect to another function,…

We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…

We consider the stochastic differential equation on $\mathbb{R}^d$ given by $$ \, \mathrm{d}X_t = b(t,X_t) \, \mathrm{d}t + \, \mathrm{d} B_t, $$ where $B$ is a Brownian motion and $b$ is considered to be a distribution of regularity $ >…

In this paper, we propose a new concept of derivative with respect to an arbitrary kernel-function. Several properties related to this new operator, like inversion rules, integration by parts, etc. are studied. In particular, we introduce…

Let $d\geq 1$ and $\alpha \in (0, 2)$. Consider the following non-local and non-symmetric L\'evy-type operator on $\mR^d$: $$ \sL^\kappa_{\alpha}f(x):=\mbox{p.v.}\int_{\mR^d}(f(x+z)-f(x))\frac{\kappa(x,z)}{|z|^{d+\alpha}} \dif z, $$ where…

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

We derive inversion formulas involving orthogonal polynomials which can be used to find coefficients of differential equations satisfied by certain generalizations of the classical orthogonal polynomials. As an example we consider special…

Fractional analysis is applied to describe classical dynamical systems. Fractional derivative can be defined as a fractional power of derivative. The infinitesimal generators {H, .} and L=G(q,p) \partial_q+F(q,p) \partial_p, which are used…

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of $H$-functions. It differs from the known…

In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic…

In this paper we introduce a stochastic integral with respect to the solution X of the fractional heat equation on [0,1], interpreted as a divergence operator. This allows to use the techniques of the Malliavin calculus in order to…

In this paper, we propose a new construction for the Mexican hat wavelets on shapes with applications to partial shape matching. Our approach takes its main inspiration from the well-established methodology of diffusion wavelets. This novel…

In this article, first we give two formulae for the delta invariant of a complex curve singularity that can be embedded as a ${\mathbb Q}$-Cartier divisor in a normal surface singularity with rational homology sphere link. Next, we consider…