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Related papers: Fractional integration and cointegration

200 papers

Fractal functions that produce smooth and non-smooth approximants constitute an advancement to classical nonrecursive methods of approximation. In both classical and fractal approximation methods emphasis is given for investigation of…

Dynamical Systems · Mathematics 2015-03-26 M. F. Barnsley , P. Viswanathan

The fractional Fourier transform (FrFT), a fundamental operation in physics that corresponds to a rotation of phase space by any angle, is also an indispensable tool employed in digital signal processing for noise reduction. Processing of…

In this short note, we merge the areas of hypercomplex algebras with that of fractal interpolation and approximation. The outcome is a new holistic methodology that allows the modelling of phenomena exhibiting a complex self-referential…

Functional Analysis · Mathematics 2021-12-09 Peter R. Massopust

The objective of this paper is to present an approximation formula for the Katugampola fractional integral, that allows us to solve fractional problems with dependence on this type of fractional operator. The formula only depends on…

General Mathematics · Mathematics 2015-12-14 Ricardo Almeida , Nuno R. O. Bastos

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

With the development of low order scaling methods for performing Kohn-Sham Density Functional Theory, it is now possible to perform fully quantum mechanical calculations of systems containing tens of thousands of atoms. However, with an…

Chemical Physics · Physics 2020-04-03 William Dawson , Stephan Mohr , Laura E. Ratcliff , Takahito Nakajima , Luigi Genovese

In this article we study the basic theoretical properties of Mellin-type fractional integrals, known as generalizations of the Hadamard-type fractional integrals. We give a new approach and version, specifying their semigroup property,…

Functional Analysis · Mathematics 2016-11-25 Paul Leo Butzer , Carlo Bardaro , Ilaria Mantellini

Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject…

Optimization and Control · Mathematics 2017-01-03 Raymond Hemmecke , Matthias Köppe , Jon Lee , Robert Weismantel

In this paper, we consider the nonstationary matrix-valued time series with common stochastic trends. Unlike the traditional factor analysis which flattens matrix observations into vectors, we adopt a matrix factor model in order to fully…

Econometrics · Economics 2025-08-25 Degui Li , Yayi Yan , Qiwei Yao

This paper considers a new fuzzy fractional differential variational inequality with integral boundary conditions comprising a fuzzy fractional differential inclusion with integral boundary conditions and a variational inequality in…

Optimization and Control · Mathematics 2026-03-31 Zengbao Wu , Quanguo Zhang , Tao Chen , Yibin Xiao , Tianyin Wang , Chunyan Yang

This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter…

Optimization and Control · Mathematics 2018-06-19 Ricardo Almeida , Dina Tavares , Delfim F. M. Torres

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

Analysis of PDEs · Mathematics 2022-01-24 Masahiro Yamamoto

Recently, the authors Khalil, R., Al Horani, M., Yousef. A. and Sababheh, M., in " A new Denition Of Fractional Derivative, J. Comput. Appl. Math. 264. pp. 6570, 2014. " introduced a new simple well-behaved definition of the fractional…

Dynamical Systems · Mathematics 2016-11-25 Thabet Abdeljawad

Even the uninitiated will know that Quantum Field Theory cannot be introduced systematically in just four lectures. I try to give a reasonably connected outline of part of it, from second quantization to the path-integral technique in…

High Energy Physics - Theory · Physics 2007-05-23 R. J. Crewther

In this presentation, we review the general features of integrand-reduction techniques, with a particular focus on their generalization beyond one loop. We start with a brief discussion of the one-loop scenario, a case in which…

High Energy Physics - Phenomenology · Physics 2016-08-01 Giovanni Ossola

This is a gentle introduction to Colombeau nonlinear generalized functions, a generalization of the concept of distributions such that distributions can freely be multiplied. It is intended to physicists and applied mathematicians who…

Mathematical Physics · Physics 2008-10-06 Andre Gsponer

We give a review of some recent developments in embeddings of time series and dynamic networks. We start out with traditional principal components and then look at extensions to dynamic factor models for time series. Unlike principal…

Methodology · Statistics 2022-12-19 Dag Tjøstheim , Martin Jullum , Anders Løland

We introduce a notion of complexity of diagrams (and in particular of objects and morphisms) in an arbitrary category, as well as a notion of complexity of functors between categories equipped with complexity functions. We discuss several…

Category Theory · Mathematics 2020-07-01 Saugata Basu , M. Umut Isik

In this paper, we introduce a new classical fractional particle model incorporating fractional first derivatives. This model represents a natural extension of the standard classical particle with kinetic energy being quadratic in fractional…

General Physics · Physics 2024-07-23 A. V. Crisan , C. M. Porto , C. F. L. Godinho , I. V. Vancea

This is a preliminary version of the Chapter 1 of a book "Computable Integrability"

Mathematical Physics · Physics 2007-05-23 A. Shabat , E. Kartashova