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The computation of the Mittag-Leffler (ML) function with matrix arguments, and some applications in fractional calculus, are discussed. In general the evaluation of a scalar function in matrix arguments may require the computation of…

Numerical Analysis · Mathematics 2019-12-03 Roberto Garrappa , Marina Popolizio

This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…

Numerical Analysis · Mathematics 2022-02-22 Binjie Li , Hao Luo , Xiaoping Xie

The subject of this paper is to derive the solution of generalized fractional kinetic equations. The results are obtained in a compact form containing the Mittag-Leffler function, which naturally occurs whenever one is dealing with…

Classical Analysis and ODEs · Mathematics 2009-11-07 R. K. Saxena , A. M. Mathai , H. J. Haubold

In this paper, we study a time-fractional initial-boundary value problem of Kirchhoff type involving memory term for non-homogeneous materials. The energy argument is applied to derive the a priori bounds on the solution of the considered…

Numerical Analysis · Mathematics 2022-12-20 Lalit Kumar , Sivaji Ganesh Sista , Konijeti Sreenadh

We present a new method to approximate the Mori-Zwanzig (MZ) memory integral in generalized Langevin equations (GLEs) describing the evolution of smooth observables in high-dimensional nonlinear systems with local interactions. Building…

Numerical Analysis · Mathematics 2020-03-18 Yuanran Zhu , Daniele Venturi

In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized Fox--Wright function and the generalized M-series and…

Classical Analysis and ODEs · Mathematics 2017-03-22 Christian Lavault

We consider the Markov renewal equation $F(t) = f(t) + \boldsymbol{\mu}*F(t)$ for vector-valued functions $f,F: \mathbb{R} \to \mathbb{R}^{p}$ and a $p \times p$ matrix $\boldsymbol{\mu}$ of locally finite measures $\mu^{i,j}$ on…

Probability · Mathematics 2025-03-10 Konrad Kolesko , Matthias Meiners , Ivana Tomic

Time-fractional partial differential equations are nonlocal in time and show an innate memory effect. In this work, we propose an augmented energy functional which includes the history of the solution. Further, we prove the equivalence of a…

Analysis of PDEs · Mathematics 2022-10-10 Marvin Fritz , Ustim Khristenko , Barbara Wohlmuth

By observing that the fractional Caputo derivative can be expressed in terms of a multiplicative convolution operator, we introduce and study a class of such operators which also have the same self-similarity property as the Caputo…

Probability · Mathematics 2022-05-24 P. Patie , A. Srapionyan

We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex function. This representation provides conditions under which…

Optimization and Control · Mathematics 2019-05-13 James V. Burke , Yuan Gao , Tim Hoheisel

Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov…

Economics · Quantitative Finance 2017-08-08 Vasily E. Tarasov , Valentina V. Tarasova

In this work we perform some mathematical analysis on non-negative matrix factorizations (NMF) and apply NMF to some imaging and inverse problems. We will propose a sparse low-rank approximation of big positive data and images in terms of…

Optimization and Control · Mathematics 2015-04-24 Yat Tin Chow , Kazufumi Ito , Jun Zou

We show the existence of a stationary measure for a class of multidimensional stochastic Volterra systems of affine type. These processes are in general not Markovian, a shortcoming which hinders their large-time analysis. We circumvent…

Probability · Mathematics 2025-09-18 Antoine Jacquier , Alexandre Pannier , Konstantinos Spiliopoulos

We present a unified representation of the most popular neural network activation functions. Adopting Mittag-Leffler functions of fractional calculus, we propose a flexible and compact functional form that is able to interpolate between…

Machine Learning · Computer Science 2024-10-10 Mohammad Mostafanejad

Value functions derived from Markov decision processes arise as a central component of algorithms as well as performance metrics in many statistics and engineering applications of machine learning techniques. Computation of the solution to…

Machine Learning · Computer Science 2020-03-02 Adithya M. Devraj , Ioannis Kontoyiannis , Sean P. Meyn

In this article, we introduce a non Gaussian long memory process constructed by the aggregation of independent copies of a fractional L\'evy Ornstein-Uhlenbeck process with random coefficients. Several properties and a limit theorem are…

Probability · Mathematics 2021-07-22 Héctor Araya , Johanna Garzón , Rolando Rubilar

The Generalized Langevin Equation (GLE) is a Stochastic Integro-Differential Equation that is commonly used to describe the velocity of microparticles that move randomly in viscoelastic fluids. Such particles commonly exhibit what is known…

Probability · Mathematics 2017-11-03 Scott A McKinley , Hung D Nguyen

In a recent paper, Saxena et al. [1] developed the solutions of three generalized fractional kinetic equations in terms of Mittag-Leffler functions. The object of the present paper is to further derive the solution of further generalized…

Mathematical Physics · Physics 2009-11-10 R. K. Saxena , A. M. Mathai , H. J. Haubold

In this paper, we propose a delayed perturbation of Mittag-Leffler type matrix function, which is an extension of the classical Mittag-Leffler type matrix function and delayed Mittag-Leffler type matrix function. With the help of the…

Dynamical Systems · Mathematics 2020-01-08 N. I. Mahmudov

We study the convergence of general abstract descent methods applied to a lower semicontinuous nonconvex function f that satisfies the Kurdyka-Lojasiewicz inequality in a Hilbert space. We prove that any precompact sequence converges to a…

Optimization and Control · Mathematics 2017-07-14 Pierre Frankel , Guillaume Garrigos , Juan Peypouquet