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Time-fractional partial differential equations are nonlocal in time and show an innate memory effect. In this work, we propose an augmented energy functional which includes the history of the solution. Further, we prove the equivalence of a…

Analysis of PDEs · Mathematics 2022-10-10 Marvin Fritz , Ustim Khristenko , Barbara Wohlmuth

Our work explore the time evolution of entanglement, local quantum uncertainty, and correlated coherence, within a system modeled by two double quantum dots. The dynamics is represented using a time-fractional Schr\"odinger equation, which…

High Energy Physics - Theory · Physics 2026-05-07 Abdessamie Chhieb , Mostafa Mansour , Mohamed Ouchrif

Growth is a multi-layered phenomenon in human societies, composed of socioeconomic and demographic change at many different scales. Yet, standard macroeconomic indicators average over most of these processes, blurring the spatial and…

Physics and Society · Physics 2025-11-11 Jordan T Kemp , Laura Fürsich , Luís M A Bettencourt

In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…

Statistical Finance · Quantitative Finance 2018-06-06 Kartik Anand , Jonathan Khedair , Reimer Kuehn

In their seminal 1928 work, Charles Cobb and Paul Douglas empirically validated the Cobb-Douglas production function through statistical analysis of U.S. economic data from 1899 to 1923. While this established the function's theoretical…

Applications · Statistics 2025-06-03 Roman G. Smirnov

In this paper we extend the work by Ryuzo Sato devoted to the development of economic growth models within the framework of the Lie group theory. We propose a new growth model based on the assumption of logistic growth in factors. It is…

Group Theory · Mathematics 2018-10-24 Roman G. Smirnov , Kunpeng Wang

SOFR derivatives market remains illiquid and incomplete so it is not amenable to classical risk-neutral term structure models which are based on the assumption of perfect liquidity and completeness. This paper develops a statistical SOFR…

Statistical Finance · Quantitative Finance 2026-02-18 Teemu Pennanen , Waleed Taoum

The Fourth Industrial Revolution commonly refers to the accelerating technological transformation that has been taking place in the 21st century. Economic growth theories which treat the accumulation of knowledge and its effect on…

Theoretical Economics · Economics 2025-12-23 Georgios A. Tritsaris

We formulate fractional difference equations of Riemann-Liouville and Caputo type in a functional analytical framework. Main results are existence of solutions on Hilbert space-valued weighted sequence spaces and a condition for stability…

The study of systems with memory requires methods which are different from the methods used in regular dynamics. Systems with power-law memory in many cases can be described by fractional differential equations, which are…

Chaotic Dynamics · Physics 2014-05-20 Mark Edelman

A simple model of macroevolution is proposed exhibiting both the property of punctuated equilibrium and the dynamics of potentialities for different species to evolve towards increasingly higher complexity. It is based on the phenomenon of…

Biological Physics · Physics 2007-05-23 Siegfried Fussy , Gerhard Groessing , Herbert Schwabl

As we are aware, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the…

Numerical Analysis · Mathematics 2023-09-11 Hassan Khosravian-Arab , Mehdi Dehghan

As datasets grow it becomes infeasible to process them completely with a desired model. For giant datasets, we frame the order in which computation is performed as a decision problem. The order is designed so that partial computations are…

Computation · Statistics 2014-03-18 Daniel John Lawson , Niall M Adams

We introduce and study a stochastic model for the dynamics of colonial species, which reproduce through fission or fragmentation. The fission rate depends on the relative sizes of colonies in the population, and the growth rate of colonies…

Probability · Mathematics 2025-01-30 Sylvain Billiard , Charles Medous , Charline Smadi

Field equations with time and coordinates derivatives of noninteger order are derived from stationary action principle for the cases of power-law memory function and long-range interaction in systems. The method is applied to obtain a…

Mathematical Physics · Physics 2015-03-11 Vasily E. Tarasov , George M. Zaslavsky

The report considers the dynamics of the global population as the unique case of the Socio-Economic Soft Matter system. This category was introduced for complex systems dominated by mesoscale assemblies, emerging due to the inherent…

Physics and Society · Physics 2022-09-07 Agata Angelika Rzoska , Aleksandra Drozd-Rzoska

This study establishes the causal effects of market sentiment on firm profitability, moving beyond traditional correlational analyses. It leverages a causal forest machine learning methodology to control for numerous confounding variables,…

Computational Finance · Quantitative Finance 2026-02-23 Krishna Neupane , Prem Sapkota , Ujjwal Prajapati

This paper evaluates the solution of cobweb models when there is a Hilfer fractional derivative in the demand and supply function. Particular cases when Hilfer derivative reducing to Caputo and Riemann-Liouville derivative are discussed.…

Optimization and Control · Mathematics 2020-12-29 Divya Raghavan , N Sukavanam

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

Functions or 'functionings' enable to give a structure to any activity and their combinations constitute the capabilities which characterize economic assets such as work utility. The basic law of supply and demand naturally emerges from…

General Economics · Economics 2020-07-29 Emmanuel Chauvet
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