Related papers: Fractional Path Integral Monte Carlo
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…
In this paper, we consider the following nonlinear system involving the fractional Laplacian \begin{equation} \left\{\begin{array}{ll} (-\Delta)^{s} u (x)= f(u,\,v), \\ (-\Delta)^{s} v (x)= g(u,\,v), \end{array} \right. (1) \end{equation}…
Recently, a class of efficient spectral Monte-Carlo methods was developed in \cite{Feng2025ExponentiallyAS} for solving fractional Poisson equations. These methods fully consider the low regularity of the solution near boundaries and…
The fractional Fokker-Planck system with multiple internal states is derived in [Xu and Deng, Math. Model. Nat. Phenom., $\mathbf{13}$, 10 (2018)], where the space derivative is Laplace operator. If the jump length distribution of the…
The pathway model for the real scalar variable case is re-explored and its connections to fractional integrals, solutions of fractional differential equations, Tsallis statistics and superstatistics in statistical mechanics, reaction-rate…
A covariant non-local extention if the stationary Schr\"odinger equation is presented and it's solution in terms of Heisenbergs's matrix quantum mechanics is proposed. For the special case of the Riesz fractional derivative, the calculation…
We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…
Through duality it is possible to transform left fractional operators into right fractional operators and vice versa. In contrast to existing literature, we establish integration by parts formulas that exclusively involve either left or…
In quantum mechanics, the space-fractional Schr\"{o}dinger equation provides a natural extension of the standard Schr\"{o}dinger equation when the Brownian trajectories in Feynman path integrals are replaced by Levy flights. Here an optical…
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…
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…
It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…
Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…
Fractional integral operators connected with real-valued scalar functions of matrix argument are applied in problems of mathematics, statistics and natural sciences. In this article we start considering the case of a Gauss hypergeometric…
We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…
Fractional order derivatives and integrals (differintegrals) are viewed from a frequency-domain perspective using the formalism of Riesz, providing a computational tool as well as a way to interpret the operations in the frequency domain.…
Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…
We introduce an efficient variational hybrid quantum-classical algorithm designed for solving Caputo time-fractional partial differential equations. Our method employs an iterable cost function incorporating a linear combination of overlap…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…