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We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat…

Analysis of PDEs · Mathematics 2018-01-22 Davide Barilari , Francesco Boarotto

We prove optimal ${L}^2$ bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a weight and sharpness in this context refers to the optimal…

Probability · Mathematics 2016-11-22 Komla Domelevo , Stefanie Petermichl

Under consideration are mathematical models of heat and mass transfer. We study inverse problems of recovering lower-order coefficients in a second order parabolic equation. The coefficients are representable in the form of a finite…

Analysis of PDEs · Mathematics 2024-12-23 S. G. Pyatkov , O. A. Soldatov

In this note we study the application of generalized fractional operators to a particular class of nonstandard Lagrangians. These are typical of dissipative systems and the corresponding Euler-Lagrange and Hamilton equations are analyzed.…

Mathematical Physics · Physics 2015-05-19 Giorgio S. Taverna , Delfim F. M. Torres

Departures of observables from their thermal equilibrium expectation values are studied under heat flow in steady-state non-equilibrium environments. The relation between the spatial and temperature dependence of these non-equilibrium…

Chaotic Dynamics · Physics 2007-05-23 Kenichiro Aoki Dimitri Kusnezov

In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose L\'evy measures are absolutely…

Probability · Mathematics 2020-02-19 Soobin Cho , Panki Kim

We consider a general class of integro-differential evolution equations which includes the governing equation of the generalized grey Brownian motion and the time- and space-fractional heat equation. We present a general relation between…

Probability · Mathematics 2022-04-21 Christian Bender , Yana A. Butko

It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…

Biological Physics · Physics 2010-06-15 S. B. Yuste , E. Abad , K. Lindenberg

In the present paper we study inverse problems related to determining the time-dependent coefficient and unknown source function of fractional heat equations. Our approach shows that having just one set of data at an observation point…

Analysis of PDEs · Mathematics 2024-05-24 Azizbek Mamanazarov , Durvudkhan Suragan

In this paper, we study estimates on tail probabilities $\mathbb{P}(S_r \ge t)$ of several classes of subordinators under mild assumptions on the tail of its L\'evy measure. As an application of that result, we obtain two-sided estimates…

Probability · Mathematics 2019-05-02 Soobin Cho , Panki Kim

Prethermalization has been extensively studied in systems close to integrability. We propose a more general, yet conceptually simpler, setup for this phenomenon. We consider a---possibly nonintegrable---reference dynamics, weakly perturbed…

Statistical Mechanics · Physics 2019-05-13 Krishnanand Mallayya , Marcos Rigol , Wojciech De Roeck

This survey is devoted to the asymptotic behavior of solutions of evolution equations generated by maximal monotone operators in Hilbert spaces. The emphasis is in the comparison of the continuous time trajectories to sequences generated by…

Optimization and Control · Mathematics 2009-05-11 Juan Peypouquet , Sylvain Sorin

Let $L = -{\rm div}( A(x) \cdot \nabla ) + V(x)$ be a second-order uniformly elliptic operator on $\mathbb{ R }^{n}$ $(n\geq 3)$, where $A(x)$ is a real symmetric matrix satisfying standard ellipticity conditions, and $V$ is a nonnegative…

Functional Analysis · Mathematics 2025-05-09 Honglei Shi , Pengtao Li , Kai Zhao

This article develops flexible methodology to study the association between scalar outcomes and functional predictors observed over time, at many instances, in longitudinal studies. We propose a parsimonious modeling framework to study…

Applications · Statistics 2018-01-25 Md Nazmul Islam , Ana-Maria Staicu , Eric van Heugten

This article is devoted to developing an abstract theory of time-fractional gradient flow equations for time-dependent convex functionals in real Hilbert spaces. The main results concern the existence of strong solutions to time-fractional…

Analysis of PDEs · Mathematics 2026-02-06 Yoshihito Nakajima

This paper studies the dynamics of families of monotone nonautonomous neutral functional differential equations with nonautonomous operator, of great importance for their applications to the study of the long-term behavior of the…

Dynamical Systems · Mathematics 2020-04-06 Sylvia Novo , Rafael Obaya , Victor M. Villarragut

It has become common to perform kinetic analysis using approximate Koopman operators that transforms high-dimensional time series of observables into ranked dynamical modes. Key to a practical success of the approach is the identification…

Data Analysis, Statistics and Probability · Physics 2023-10-09 Van A. Ngo , Yen Ting Lin , Danny Perez

Results about the laws of the perpetuity and remainder variables associated to a subordinator are presented, with particular emphasis on their Mellin transforms, and multiplicative infinite divisibility property. Previous results by…

Statistics Theory · Mathematics 2013-10-01 Francis Hirsch , Marc Yor

Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…

Probability · Mathematics 2017-09-20 Enzo Orsingher , Costantino Ricciuti , Bruno Toaldo

In recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50}, 041103 (1994), we show how these equations are related to…

Statistical Mechanics · Physics 2007-05-23 R. Friedrich , S. Eule , F. Jenko
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