Related papers: Generalized time-fractional kinetic-type equations…
A non-Markovian counting process, the `generalized fractional Poisson process' (GFPP) introduced by Cahoy and Polito in 2013 is analyzed. The GFPP contains two index parameters $0<\beta\leq 1$, $\alpha >0$ and a time scale parameter.…
We introduce a generalization of Obukhov's model [A.M. Obukhov, Adv. Geophys. 6, 113 (1959)] for the description of the joint position-velocity statistics of a single fluid particle in fully developed turbulence. In the presented model the…
We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
In view of the role of reaction equations in physical problems, the authors derive the explicit solution of a fractional reaction equation of general character, that unifies and extends earlier results. Further, an alternative shorter…
By combining methods of kinetic and density functional theory, we present a description of molecular fluids which accounts for their microscopic structure and thermodynamic properties as well as for the hydrodynamic behavior. We focus on…
In this paper, we study a multivariate version of the generalized counting process (GCP) and discuss its various time-changed variants. The time is changed using random processes such as the stable subordinator, inverse stable subordinator,…
An exact description of the statistical motion of active particles in three dimension is presented in the framework of a generalized diffusion equation. Such a generalization contemplates a non-local, in time and space, connecting (memory)…
In the present paper, a generalized local Taylor formula with the local fractional derivatives (LFDs) is proposed based on the local fractional calculus (LFC). From the fractal geometry point of view, the theory of local fractional…
The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…
A generally covariant extension of general relativity (GR) in which a dynamical unit timelike vector field is coupled to the metric is studied in the asymptotic weak field limit of spherically symmetric static solutions. The two…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
In this PhD thesis we introduce a generalized fractional calculus of variations. We consider variational problems containing generalized fractional integrals and derivatives, and study them using standard (indirect) and direct methods. In…
A general fractional relaxation equation is considered with a convolutional derivative in time introduced by A. Kochubei (Integr. Equ. Oper. Theory 71 (2011), 583-600). This equation generalizes the single-term, multi-term and…
We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…
Motivated by the need for analysing large spatio-temporal panel data, we introduce a novel dimensionality reduction methodology for $n$-dimensional random fields observed across a number $S$ spatial locations and $T$ time periods. We call…
In recent years, kinetic equations have been used to model many social phenomena. A key feature of these models is that transition rate kernels involve Dirac delta functions, which capture sudden, discontinuous state changes. Here, we study…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…