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Fractional calculus is an effective tool in incorporating the effects of non-locality and memory into physical models. In this regard, successful applications exist rang- ing from signal processing to anomalous diffusion and quantum…

General Physics · Physics 2014-08-26 S. S. Bayin , J. P. Krisch

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…

Statistical Finance · Quantitative Finance 2024-07-01 Patrick Geraghty

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…

Machine Learning · Computer Science 2023-12-05 Sarit Maitra , Vivek Mishra , Srashti Dwivedi , Sukanya Kundu , Goutam Kumar Kundu

In this paper the author compares behaviors of systems which can be described by fractional differential and fractional difference equations using the fractional and fractional difference Caputo Standard $\alpha$-Families of Maps as…

Chaotic Dynamics · Physics 2018-07-06 Mark Edelman

This work presents an analytical and computational study of fractional-order delay differential equations formulated using both the conformable and Caputo derivatives. For the conformable case, we develop the associated integral,…

In this paper, an attempt is made to understand the dynamics of a fractional order three species Leslie-Gower predator prey food chain model with simplified Holling type IV functional response by considering fractional derivative in Caputo…

Dynamical Systems · Mathematics 2024-01-30 Shuvojit Mondal , Nandadulal Bairagi

Economic growth depends on capital investments and on investments in education and innovation. The model introduced here will specifiy aggregate output as determined by aggregate supply of capital and education investment. After formulating…

Dynamical Systems · Mathematics 2025-12-10 Ferdinand Verhulst

We investigate the macroeconomic consequences of narrow banking in the context of stock-flow consistent models. We begin with an extension of the Goodwin-Keen model incorporating time deposits, government bills, cash, and central bank…

General Economics · Economics 2018-10-16 Matheus R Grasselli , Alexander Lipton

In this paper we study the effect of the subordination by a general random time-change to the solution of a model on spatial ecology in terms of its evolution density. In particular on traveling waves for a non-local spatial logistic…

Probability · Mathematics 2020-06-25 Anatoly N. Kochubei , Yuri Kondratiev , José Luís da Silva

We establish trace and extension theorems for evolutionary equations with the Caputo fractional derivatives in (weighted) $L_p$ spaces. To achieve this, we identify weighted Sobolev and Besov spaces with mixed norms that accommodate…

Analysis of PDEs · Mathematics 2023-08-28 Doyoon Kim , Kwan Woo

Distributed optimization is fundamental to modern machine learning applications like federated learning, but existing methods often struggle with ill-conditioned problems and face stability-versus-speed tradeoffs. We introduce fractional…

Machine Learning · Computer Science 2024-12-04 Andrei Lixandru , Marcel van Gerven , Sergio Pequito

Humans and animals show remarkable flexibility in adjusting their behaviour when their goals, or rewards in the environment change. While such flexibility is a hallmark of intelligent behaviour, these multi-task scenarios remain an…

Artificial Intelligence · Computer Science 2020-01-13 Tamas J. Madarasz

The main purpose of this paper is to study the special fractional-order Chen-Lee system, using the Caputo fractional derivatives. For this fractional model we investigate the existence and uniqueness of solution of initial value problem,…

Dynamical Systems · Mathematics 2024-08-16 Mihai Ivan

We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…

Probability · Mathematics 2025-10-28 Miloš Japundžić , Danijela Rajter-Ćirić

Fractional differential equations model processes with memory effects, providing a realistic perspective on complex systems. We examine time-delayed differential equations, discussing first-order and fractional Caputo time-delayed…

General Relativity and Quantum Cosmology · Physics 2025-05-08 Bayron Micolta-Riascos , Byron Droguett , Gisel Mattar Marriaga , Genly Leon , Andronikos Paliathanasis , Luis del Campo , Yoelsy Leyva

Designing effective neural networks requires tuning architectural elements. This study integrates fractional calculus into neural networks by introducing fractional order derivatives (FDO) as tunable parameters in activation functions,…

Machine Learning · Computer Science 2025-01-13 Zahra Alijani , Vojtech Molek

Adaptive second-order Crank-Nicolson time-stepping methods using the recent scalar auxiliary variable (SAV) approach are developed for the time-fractional Molecular Beam Epitaxial models with Caputo's derivative. Based on the piecewise…

Numerical Analysis · Mathematics 2022-01-05 Bingquan Ji , Hong-lin Liao , Yuezheng Gong , Luming Zhang

We develop a theory of the Cauchy problem for linear evolution systems of partial differential equations with the Caputo-Dzrbashyan fractional derivative in the time variable $t$. The class of systems considered in the paper is a fractional…

Analysis of PDEs · Mathematics 2012-06-26 Anatoly N. Kochubei

The key idea of this model is that firms are the result of an evolutionary process. Based on demand and supply considerations the evolutionary model presented here derives explicitly Gibrat's law of proportionate effects as the result of…

General Finance · Quantitative Finance 2015-06-11 Joachim Kaldasch
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