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Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
We investigate a first boundary value problem for a second-order partial differential equation involving the Prabhakar fractional derivative in time. Using structural properties of the Prabhakar kernel and generalized Mittag-Leffler…
This is the second part of the series of papers on symmetry properties of a class of variable coefficient (1+1)-dimensional nonlinear diffusion-convection equations of general form $f(x)u_t=(g(x)A(u)u_x)_x+h(x)B(u)u_x$. At first, we review…
We discuss the function wt(x) defined via the implicit equation wt(x)*tan[wt(x)]=x which appears in certain quantum mechanical and field theoretic applications. We investigate its analytic structure, develop series expansions for both small…
Most of the special functions of mathematical physics are connected with the representation of Lie groups. The action of elements $D$ of the associated Lie algebras as linear differential operators gives relations among the functions in a…
A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markovian memory. This class is obtained as a simple stochastic…
We study the quantum slit diffraction problem in three dimensions. In the treatment of diffraction of particles by a slit, it is usually assumed that the motion perpendicular to the slit is classical. Here we take into account the effect of…
We study a $T^2$ deformation of large $N$ conformal field theories, a higher dimensional generalization of the $T\bar T$ deformation. The deformed partition function satisfies a flow equation of the diffusion type. We solve this equation by…
We discuss some of the mathematical properties of the fractional derivative defined by means of Fourier transforms. We first consider its action on the set of test functions $\Sc(\mathbb R)$, and then we extend it to its dual set,…
We apply the recently defined Lambert W function to some problems of classical statistical mechanics, i.e. the Tonks gas and a fluid of classical particles interacting via repulsive pair potentials. The latter case is considered both from…
Mass transport problems are ubiquitous in diverse fields of physics and engineering. With the development of fractional calculus, many have taken to studying problems of fractional mass transport either through numerical simulations or…
We consider different types of processes obtained by composing Brownian motion $B(t)$, fractional Brownian motion $B_{H}(t)$ and Cauchy processes $% C(t)$ in different manners. We study also multidimensional iterated processes in…
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…
The Green's function method which has been originally proposed for linear systems has several extensions to the case of nonlinear equations. A recent extension has been proposed to deal with certain applications in quantum field theory. The…
The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…
In this work, the theory of second gradient electrodynamics, which is an important example of generalized electrodynamics, is proposed and investigated. Second gradient electrodynamics is a gradient field theory with up to second-order…
In this paper the Feynman Green function for Maxwell's theory in curved space-time is studied by using the Fock-Schwinger-DeWitt asymptotic expansion; the point-splitting method is then applied, since it is a valuable tool for regularizing…
This paper presents two new classes of M\"untz functions which are called Jacobi-M\"untz functions of the first and second types. These newly generated functions satisfy in two self-adjoint fractional Sturm-Liouville problems and thus they…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
The notions of quasiconvexity, Wright convexity and convexity for functions defined on a metric Abelian group are introduced. Various characterizations of such functions, the structural properties of the functions classes so obtained are…