Related papers: A study on the fractional Gruschin type process
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 presents a short introduction to local fractional complex analysis. The generalized local fractional complex integral formulas, Yang-Taylor series and local fractional Laurent's series of complex functions in complex fractal…
In this paper, we first deal with the general fractional derivatives of arbitrary order defined in the Riemann-Liouville sense. In particular, we deduce an explicit form of their null space and prove the second fundamental theorem of…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form $X_t = \theta G(t) + B_t$, where $B$ is a Gaussian process, $G(t)$ is a known function,…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
In this paper, we extend the definition of fractional gradients found in Mazowiecka-Schikorra to tempered distributions on $\R^n$, introduce associated regularisation procedures and establish some first regularity results for distributional…
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…
In this paper, we introduce the nabla fractional derivative and fractional integral on time scales in the Riemann-Liouville sense. We also introduce the nabla fractional derivative in Gr\"unwald-Letnikov sense. Some of the basic properties…
There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…
The generalization of fractional Brownian motion in infinite-dimensional white and grey noise spaces has been recently carried over, following the Mandelbrot-Van Ness representation, through Riemann-Liouville type fractional operators. Our…
Data-driven discovery of "hidden physics" -- i.e., machine learning of differential equation models underlying observed data -- has recently been approached by embedding the discovery problem into a Gaussian Process regression of spatial…
We consider local weak solutions to the fractional $p$-Poisson equation of order $s$, i.e. $\left( - \Delta_p\right)^s u = f$. In the range $p>1$ and $s\in \big(\frac{p-1}{p},1\big)$ we prove Calder\'on & Zygmund type estimates at the…
A natural consequence of the fractional calculus is its extension to a matrix order of differentiation and integration. A matrix-order derivative definition and a matrix-order integration arise from the generalization of the gamma function…
Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…
We use nowdays classical theory of generalized moment problems by Krein-Nudelman [1977] to define a special class of stochastic Gaussian processes. The class contains, of course, stationary Gaussian processes. We obtain a spectral…
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…
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…
The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…
In this article, we deal with the efficient computation of the Wright function in the cases of interest for the expression of solutions of some fractional differential equations. The proposed algorithm is based on the inversion of the…