Related papers: Fractional derivatives: Fourier, elephants, memory…

The aim of this work is to introduce the main concepts of Fractional Calculus, followed by one of its application to classical electrodynamics, illustrating how non-locality can be interpreted naturally in a fractional scenario. In…

We study the process of dispersion of low-regularity solutions to the Schr\"odinger equation using fractional weights (observables). We give another proof of the uncertainty principle for fractional weights and use it to get a lower bound…

In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…

Financial markets have long since been modeled using stochastic methods such as Brownian motion, and more recently, rough volatility models have been built using fractional Brownian motion. This fractional aspect brings memory into the…

A new formalism is presented for finding equilibrium distribution functions for axisymmetric systems. The formalism, obtainded by using the concept of fractional derivatives, generalizes the methods of Fricke (1952), Kalnajs (1972) and…

Based on the Riemann- and Caputo definition of the fractional derivative we use the fractional extensions of the standard rotation group SO(3) to construct a higher dimensional representation of a fractional rotation group with mixed…

This paper gives a short survey of some basic results related to estimates of fractional integrals and Fourier transforms. It is closely adjoint to our previous survey papers \cite{K1998} and \cite{K2007}. The main methods used in the paper…

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

We prove necessary optimality conditions, in the class of continuous functions, for variational problems defined with Jumarie's modified Riemann-Liouville derivative. The fractional basic problem of the calculus of variations with free…

A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…

We show a relation between fractional calculus and fractals, based only on physical and geometrical considerations. The link has been found in the physical origins of the power-laws, ruling the evolution of many natural phenomena, whose…

We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-dependent memory exponent $\alpha(t)$ in a changing environment.…

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

A fractional derivative is a temporally nonlocal operation which is computationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the…

The study of systems with memory requires methods which are different from the methods used in regular dynamics. Systems with power-law memory in many cases can be described by fractional differential equations, which are…

The following material was created with the idea of being used for an introductory fractional calculus course. A recapitulation of the history of fractional calculus is presented, as well as the different attempts at fractional derivatives…

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…

Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…

We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional…