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Related papers: Fractional integration and cointegration

200 papers

In this brief review, we present the results of the fractional differential approach in cosmology in the context of the exact models of cosmological accelerated expansion obtained by several authors to date. Most of these studies are…

General Relativity and Quantum Cosmology · Physics 2021-05-18 V. K. Shchigolev

In this paper, we show that geometric functionals (e.g., excursion area, boundary length) evaluated on excursion sets of sphere-cross-time long memory random fields can exhibit fractional cointegration, meaning that some of their linear…

Probability · Mathematics 2025-07-15 Alessia Caponera , Domenico Marinucci , Anna Vidotto

Review of selected fundamental topics on the interaction between phase transformations, fracture, and other structural changes in inelastic materials is presented. It mostly focuses on the concepts developed in the author's group over last…

Materials Science · Physics 2021-08-24 Valery I. Levitas

We propose a framework for descriptively analyzing sets of partial orders based on the concept of depth functions. Despite intensive studies in linear and metric spaces, there is very little discussion on depth functions for non-standard…

Machine Learning · Computer Science 2024-02-22 Hannah Blocher , Georg Schollmeyer , Malte Nalenz , Christoph Jansen

Fractional calculus represents a natural tool for describing relativistic phenomena in pseudo-Euclidean space-time. In this study, Fractional modified special relativity is presented. We obtain fractional generalized relation for the time…

General Physics · Physics 2011-09-06 Hosein Nasrolahpour

This book is based on notes compiled over the many years I have been teaching the course "Applied Functional Analysis" in the first year of the Master programme at Delft University of Technology, for students with previous exposure to the…

Functional Analysis · Mathematics 2025-07-18 Jan van Neerven

We consider general convolutional derivatives and related fractional statistical dynamics of continuous interacting particle systems. We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum…

Mathematical Physics · Physics 2016-10-11 Anatoly N. Kochubei , Yuri Kondratiev

We seek to narrow the gap between parametric and nonparametric modelling of stationary time series processes. The approach is inspired by recent advances in focused inference and model selection techniques. The paper generalises and extends…

Methodology · Statistics 2026-02-20 Gudmund Hermansen , Nils Lid Hjort , Martin Jullum

The chapter contains a detailed presentation of the surface integral theory for modelling light diffraction by surface-relief diffraction gratings having a one-dimensional periodicity. Several different approaches are presented, leading…

Optics · Physics 2014-06-03 Daniel Maystre , Evgeny Popov

These brief lecture notes are intended mainly for undergraduate students in engineering or physics or mathematics who have met or will soon be meeting the Dirac delta function and some other objects related to it. These students might have…

Classical Analysis and ODEs · Mathematics 2018-10-19 Michael Cwikel

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

We introduce a fractional calculus on time scales using the theory of delta (or nabla) dynamic equations. The basic notions of fractional order integral and fractional order derivative on an arbitrary time scale are proposed, using the…

Classical Analysis and ODEs · Mathematics 2010-12-08 Nuno R. O. Bastos , Dorota Mozyrska , Delfim F. M. Torres

We introduce a fully convolutional fractional scaling component, FCFS. Fully convolutional networks can be applied to any size input and previously did not support non-integer scaling. Our architecture is simple with an efficient single…

Neural and Evolutionary Computing · Computer Science 2022-03-22 Michael Soloveitchik , Michael Werman

Functional principal component analysis (FPCA) has played an important role in the development of functional time series analysis. This note investigates how FPCA can be used to analyze cointegrated functional time series and proposes a…

Methodology · Statistics 2023-04-18 Won-Ki Seo

Despite the large research effort devoted to learning dependencies between time series, the state of the art still faces a major limitation: existing methods learn partial correlations but fail to discriminate across distinct frequency…

Machine Learning · Computer Science 2024-07-08 Gabriele D'Acunto , Paolo Di Lorenzo , Francesco Bonchi , Stefania Sardellitti , Sergio Barbarossa

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…

Probability · Mathematics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

Functional data clustering is to identify heterogeneous morphological patterns in the continuous functions underlying the discrete measurements/observations. Application of functional data clustering has appeared in many publications across…

Methodology · Statistics 2022-10-04 Mimi Zhang , Andrew Parnell

This article is meant to give a lucid and widely accessible, self-contained account of a novel way of performing arithmetic operations on fuzzy intervals. Based on two formulae of generalized inversion (the first in close analogy to the…

General Mathematics · Mathematics 2016-10-28 Jan Schneider

Non-covalent interactions are essential in the description of soft matter, including materials of technological importance and biological molecules. In density-functional theory, common approaches fail to describe dispersion forces, an…

Chemical Physics · Physics 2014-12-30 Gino A. DiLabio , Alberto Otero-de-la-Roza

Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua