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This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…
We develop general criteria that ensure that any non-zero solution of a given second-order difference equation is differentially transcendental, which apply uniformly in particular cases of interest, such as shift difference equations,…
Integer-order differential operators were originally used to describe local and isotropic effects, in both space and time. However, in fields like biology, the modelling of complex phenomena with spatial heterogeneity necessitates more…
Previous work in the literature has studied gravitational radiation in black-hole collisions at the speed of light. In particular, it had been proved that the perturbative field equations may all be reduced to equations in only two…
In this paper we show how the superquadratic functions can be used as a tool for researching other types of convex functions like $\phi $-convexity, strong-convexity and uniform convexity. We show how to use inequalities satisfied by…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
In the paper, 2 explicit formulas for the Euler numbers of the second kind are obtained. Based on those formulas a exponential generating function is deduced. Using the generating function some well-known and new identities for the Euler…
We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…
In this paper we explore the theory of fractional powers of non-negative (and not necessarily self-adjoint) operators and its amazing relationship with the Chebyshev polynomials of the second kind to obtain results of existence, regularity…
Transcendental functions, such as exponentials and logarithms, appear in a broad array of computational domains: from simulations in curvilinear coordinates, to interpolation, to machine learning. Unfortunately they are typically expensive…
We explicitly calculate the Green functions describing quantum changes of topology in Friedman-Lemaitre-Robertson-Walker Universes whose spacelike sections are compact but endowed with distinct topologies. The calculations are performed…
It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…
We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…
The thermal Euclidean Green functions for Photons propagating in the Rindler wedge are computed employing an Euclidean approach within any covariant Feynman-like gauge. This is done by generalizing a formula which holds in the Minkowskian…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical…
We show that Green function methods can be straightforwardly applied to nonlinear equations appearing as the leading order of a short time expansion. Higher order corrections can be then computed giving a satisfactory agreement with…
This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…