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We introduce more general concepts of Riemann-Liouville fractional integral and derivative on time scales, of a function with respect to another function. Sufficient conditions for existence and uniqueness of solution to an initial value…
A time dependent variational approach is used to derive the equations of motion for the \lambda \phi^4 model. The simultaneous evolution of the quantum fluctuations and of the classical part of the field is considered in a lattice of 1+1…
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In…
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…
We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…
Cosmological fluctuations retain a memory of the physics that generated them in their spatial correlations. The strength of correlations varies smoothly as a function of external kinematics, which is encoded in differential equations…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
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…
In this paper we introduce Lipschitz spaces with respect to the Gaussian measure, and study the boundedness of the fractional integral and fractional derivative operators on them.The methods are general enough to provide alternative proofs…
The recent theory of fractional $h$-difference equations introduced in [N. R. O. Bastos, R. A. C. Ferreira, D. F. M. Torres: Discrete-time fractional variational problems, Signal Process. 91 (2011), no. 3, 513--524], is enriched with useful…
This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…
A well-posedness result for a time-shift invariant class of evolutionary operator equations involving material laws with fractional time-integrals of order $\alpha\in]0,1[$ is considered and exemplified by an application to a Kelvin-Voigt…
We define fractional derivatives $\pppa$ in Sobolev spaces based on $L^p(0,T)$ by an operator theory, and characterize the domain of $\pppa$ in subspaces of the Sobolev-Slobodecki spaces $W^{\alpha,p}(0,T)$. Moreover we define $\pppa u$ for…
In this paper we discuss fractional generalizations of the filtering problem. The "fractional" nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the…
We construct the time-evolution for the second quantized Dirac equation subject to a smooth, compactly supported, time dependent electromagnetic potential and identify the degrees of freedom involved. Earlier works on this (e.g.…
We consider boundary value problems with Riemann-Liouville fractional derivatives of order $s\in (1, 2)$ with non-constant diffusion and reaction coefficients. A variational formulation is derived and analyzed leading to the well-posedness…
The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…
This paper studies the linear stochastic partial differential equation of fractional orders both in time and space variables $\left(\partial^\beta + \frac{\nu}{2} (-\Delta)^{\alpha/2} \right) u(t,x)= \lambda u(t,x) \dot{W}(t,x)$, where…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
Gaussian random fields with Mat\'ern covariance functions are popular models in spatial statistics and machine learning. In this work, we develop a spatio-temporal extension of the Gaussian Mat\'ern fields formulated as solutions to a…