Related papers: Fourier-Cattaneo equation: stochastic origin, vari…
In this paper, we develop a variational foundation for stochastic thermodynamics of finite-dimensional, continuous-time systems. Requiring the second law (non-negative average total entropy production) systematically yields a consistent…
In this paper we solve the Cattaneo-Vernotte Equation for a periodic heterostructure made of alternate layers of different materials. The solutions describe thermal waves traveling in a periodic system, and it allows us to introduce the…
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
Fractional order models have proven to be a very useful tool for the modeling of the mechanical behaviour of viscoelastic materials. Traditional numerical solution methods exhibit various undesired properties due to the non-locality of the…
In this paper, we present a high order finite difference solver for anisotropic diffusion problems based on the first-order hyperbolic system method. In particular, we demonstrate that the construction of a uniformly accurate fifth-order…
This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…
In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…
We adapt the formally-defined Fokker action into a variational principle for the electromagnetic two-body problem. We introduce properly defined boundary conditions to construct a Poincare-invariant-action-functional of a finite orbital…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
We provide and analyze the high order algorithms for the model describing the functional distributions of particles performing anomalous motion with power-law jump length and tempered power-law waiting time. The model is derived in [Wu,…
We develop the basic building blocks of a frequency domain framework for drawing statistical inferences on the second-order structure of a stationary sequence of functional data. The key element in such a context is the spectral density…
Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…
In this paper, we propose a fast second-order approximation to the variable-order (VO) Caputo fractional derivative, which is developed based on $L2$-$1_\sigma$ formula and the exponential-sum-approximation technique. The fast evaluation…
Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…
The behavior of solutions to an initial boundary value problem for a hyperbolic system with relaxation is studied when the relaxation parameter is small, by using the method of Fourier Series and the energy method.
A simple and transparent example of a non-autonomous flow system, with hyperbolic strange attractor is suggested. The system is constructed on a basis of two coupled van der Pol oscillators, the characteristic frequencies differ twice, and…
A variational principle is developed for fractional kinetics based on the auxiliary-field formalism. It is applied to the Fokker-Planck equation with spatio-temporal fractionality, and a variational solution is obtained with the help of the…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
The aim of this work is to study, from an intrinsic and geometric point of view, second-order constrained variational problems on Lie algebroids, that is, optimization problems defined by a cost functional which depends on higher-order…