Related papers: Inhomogeneous affine Volterra processes
The paper is concerned with a posteriori estimates for approximations of boundary value problems generated by the spectral fractional Laplace operator. The derivation is based upon the Stinga--Torrea extension, which generalizes the…
The two-dimensional transient problem that is studied concerns a semi-infinite crack in an isotropic solid comprising an infinite strip and a half-plane joined together and having the same elastic constants. The crack propagates along the…
A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…
Let $A$ be a densely defined closed, linear $\omega$-sectorial operator of angle $\theta\in [0,\frac{\pi}{2})$ on a Banach space $X$ for some $\omega\in\mathbb R$. We give an explicit representation (in terms of some special functions) and…
In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…
In this paper, we study an affine connection approach to realizing nonholonomic mechanical systems mediated by viscous friction forces with large coefficients, viewed as a singular perturbation of the nonholonomic system. We show that the…
Bernstein processes are Brownian diffusions that appear in Euclidean Quantum Mechanics. Knowledge of the symmetries of the Hamilton-Jacobi-Bellman equation associated with these processes allows one to obtain relations between stochastic…
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given,…
This work builds on the Volterra series formalism presented in [D. W. Dreisigmeyer and P. M. Young, J. Phys. A \textbf{36}, 8297, (2003)] to model nonconservative systems. Here we treat Lagrangians and actions as `time dependent' Volterra…
We study Fourier and Laplace transforms for Fourier hyperfunctions with values in a complex locally convex Hausdorff space. Since any hyperfunction with values in a wide class of locally convex Hausdorff spaces can be extended to a Fourier…
The motion of a vortex filament in superfluid 4He is considered by using the Hall-Vinen-Bekarevich-Khalatnikov (HVBK) phenomenological model for the scattering process between the vortex and thermal excitations in liquid 4He. The HVBK…
We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish…
We investigate estimating scalar oscillatory integrals by integrating by parts in directions based on $(x_1 \partial_{x_1} f(x) ,..., x_n \partial_{x_n}f(x))$, where $f(x)$ is the phase function. We prove a theorem which provides estimates…
We present new results building on the conservative deterministic spectral method for the space inhomogeneous Boltzmann equation developed by Gamba and Tharkabhushaman. This approach is a two-step process that acts on the weak form of the…
We present first elements of kinetic theory appropriate to the inhomogeneous phase of the HMF model. In particular, we investigate the case of strongly inhomogeneous distributions for $T\to 0$ and exhibit curious behaviour of the force…
We study the Taylor expansion for the solution of a differential equation driven by a multidimensional Holder path with exponent \beta> 1/2. We derive a convergence criterion that enables us to write the solution as an infinite sum of…
We derive a priori error estimates for the standard Galerkin and streamline diffusion finite element methods for the Fermi pencil-beam equation obtained from a fully three dimensional Fokker-Planck equation in space ${\mathbf x}=(x,y,z)$…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
Sufficient conditions for existence and uniqueness of the solution of the Volterra integral equations of the first kind with piecewise continuous kernels are derived in framework of Sobolev-Schwartz distribution theory. The asymptotic…
We develop a functional analytic approach to the study of the Kramers and kinetic Fokker-Planck equations which parallels the classical $H^1$ theory of uniformly elliptic equations. In particular, we identify a function space analogous to…