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This paper is devoted to the fractional generalization of the Fokker-Planck equation associated with a stochastic differential equation in a bounded domain. The driving process of the stochastic differential equation is a L\'evy process…

Mathematical Physics · Physics 2016-10-27 Sabir Umarov

The transfer operator due to Bogomolny provides a convenient method for obtaining a semiclassical approximation to the energy eigenvalues of a quantum system, no matter what the nature of the analogous classical system. In this paper, the…

chao-dyn · Physics 2009-10-31 D. A. Goodings , N. D. Whelan

INTRODUCTION This papers deals with partial differential equations of second order, linear, with constant and not constant coefficients, in two variables, which admit real characteristics. I face the study of PDEs with the mentality of the…

General Mathematics · Mathematics 2017-11-06 Andrea Pezzi

Consider a classical elliptic pseudodifferential operator $P$ on ${\Bbb R}^n$ of order $2a$ ($0<a<1)$ with even symbol. For example, $P=A(x,D)^a$ where $A(x,D)$ is a second-order strongly elliptic differential operator; the fractional…

Analysis of PDEs · Mathematics 2016-04-25 Gerd Grubb

The Allen-Cahn equation is solved numerically by operator splitting Fourier spectral methods. The basic idea of the operator splitting method is to decompose the original problem into sub-equations and compose the approximate solution of…

Numerical Analysis · Mathematics 2015-02-10 Jaemin Shin , Hyun Geun Lee , June-Yub Lee

We propose a fast and stable method for constructing matrix approximations to fractional integral operators applied to series in the Chebyshev fractional polynomials. This method utilizes a recurrence relation satisfied by the fractional…

Numerical Analysis · Mathematics 2025-10-31 Xiaolin Liu , Kuan Xu

We consider fractional directional derivatives and establish some connection with stable densities. Solutions to advection equations involving fractional directional derivatives are presented and some properties investigated. In particular…

Probability · Mathematics 2012-04-17 Mirko D'Ovidio

The nature of so-called differential-algebraic operators and their approximations is constitutive for the direct treatment of higher-index differential-algebraic equations. We treat first-order differential-algebraic operators in detail and…

Numerical Analysis · Mathematics 2019-03-22 Michael Hanke , Roswitha März

We introduce a class of linear bounded invertible operators on Banach spaces, called shift operators, which comprises weighted backward shifts and models finite products of weighted backward shifts and dissipative composition operators. We…

Dynamical Systems · Mathematics 2024-07-31 Maria Carvalho , Udayan B. Darji , Paulo Varandas

For a system of linear partial differential equations (LPDEs) we introduce an operator equation for auxiliary operators. These operators are used to construct a kernel of an integral transformation leading the LPDE to the separation of…

solv-int · Physics 2008-02-03 Ya. V. Lisitsyn , A. V. Shapovalov

In this paper we obtain a representation as martingale transform operators for the rearrangement and shift operators introduced by T. Figiel. The martingale transforms and the underlying sigma algebras are obtained explicitly by…

Functional Analysis · Mathematics 2018-10-03 Richard Lechner

The vector transform operators are investigated; these operators are used at the solution of boundary value problems in piecewise homogeneous spherically symmetric areas. In particular, examples of transformation operators for vector…

Analysis of PDEs · Mathematics 2018-05-16 Oleg Yaremko , Lidia Simutina

There are several approaches to the fractional differential operator. Generalized q-fractional difference operator was defined in the aid of q-iterated Cauchy integral and q-calculus techniques. We introduce Caputo type derivative related…

General Mathematics · Mathematics 2020-01-30 M. Momenzadeh , S. Norouzpoor

In this paper, by using a Taylor development type formula, we show how it is possible to associate differential operators with stochastic differential equations driven by a fractional Brownian motion. As an application, we deduce that…

Probability · Mathematics 2007-05-23 Fabrice Baudoin , Laure Coutin

Complex systems are composed of a large number of simple components connected to each other in the form of a network. It is shown that, for some network configurations, the equivalent dynamic behavior of the system is governed by an…

Mathematical Physics · Physics 2016-04-05 Mihir Sen , John P. Hollkamp , Fabio Semperlotti , Bill Goodwine

Primary fields of the $q$-deformed Virasoro algebra are constructed. Commutation relations among the primary fields are studied. Adjoint actions of the deformed Virasoro current on the primary fields are represented by the shift operator…

q-alg · Mathematics 2008-02-03 H. Awata , H. Kubo , Y. Morita , S. Odake , J. Shiraishi

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…

Classical Analysis and ODEs · Mathematics 2019-02-19 Thabet Abdeljawad , Raziye Mert , Delfim F. M. Torres

In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and…

Optimization and Control · Mathematics 2015-08-21 Xiaoyu Fu , Xu Liu

We study the properties of shifted vertex operator algebras, which are vertex algebras derived from a given theory by shifting the conformal vector. In this way, we are able to exhibit large numbers of vertex operator algebras which are…

Quantum Algebra · Mathematics 2007-05-23 Chongying Dong , Geoffrey Mason

Direct and inverse scattering problems for a third-order self-adjoint differential operator on the whole axis are studied. This operator is the sum of three summands: operator of third derivative, operator of multiplication by a function,…

Classical Analysis and ODEs · Mathematics 2025-11-04 V. A. Zolotarev
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