Related papers: Fractional derivatives: Fourier, elephants, memory…
We present Fractional Diffusion Bridge Models (FDBM), a novel generative diffusion bridge framework driven by an approximation of the rich and non-Markovian fractional Brownian motion (fBM). Real stochastic processes exhibit a degree of…
The concept of fractional order derivative can be found in extensive range of many different subject areas. For this reason, the concept of fractional order derivative should be examined. After giving different methods mostly used in…
This paper presents a reformulation of the Leibniz product rule as a finite sum that expresses the fractional derivative of the product of two differentiable functions. This paper then proves the cases for when the product consists of an…
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…
This paper presents a self-contained new theory of weak fractional differential calculus in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a natural generalization of integer…
The article provides an historical survey of the early contributions on the applications of fractional calculus in linear viscoelasticty. The period under examination covers four decades, since 1930's up to 1970's and authors are from both…
In this paper we introduce the notion of fractional martingale as the fractional derivative of order $\alpha$ of a continuous local martingale, where $\alpha\in(-{1/2},{1/2})$, and we show that it has a nonzero finite variation of order…
In this paper we discuss a concept of dynamic memory and an application of fractional calculus to describe the dynamic memory. The concept of memory is considered from the standpoint of economic models in the framework of continuous time…
The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and…
Fractional calculus is the calculus of differentiation and integration of non-integer orders. In a recently paper (Annals of Physics 323 (2008) 2756-2778), the Fundamental Theorem of Fractional Calculus is highlighted. Based on this…
In this paper, we introduce two new non-singular kernel fractional derivatives and present a class of other fractional derivatives derived from the new formulations. We present some important results of uniformly convergent sequences of…
The idea of fractional derivatives has a long history that dates back centuries. Apart from their intriguing mathematical properties, fractional derivatives have been studied widely in physics, for example in quantum mechanics and generally…
Fractional order derivatives and integrals (differintegrals) are viewed from a frequency-domain perspective using the formalism of Riesz, providing a computational tool as well as a way to interpret the operations in the frequency domain.…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…
We consider the evolution of correlation functions in a non-Markov version of the contact model in the continuum. The memory effects are introduced by assuming the fractional evolution equation for the statistical dynamics. This leads to a…
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,…
Transport equations with a nonlocal velocity field have been introduced as a continuum model for interacting particle systems arising in physics, chemistry and biology. Fractional time derivatives, given by convolution integrals of the…
We review the recent generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives and study them using indirect methods. In particular, we provide necessary…
Mass transport problems are ubiquitous in diverse fields of physics and engineering. With the development of fractional calculus, many have taken to studying problems of fractional mass transport either through numerical simulations or…
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…