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This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

Numerical Analysis · Mathematics 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray

Here we consider the following fractional Hamiltonian system \begin{equation*} \begin{cases} \begin{aligned} (-\Delta)^{s} u&=H_v(u,v) \;\;&&\text{in}~\Omega,\\ (-\Delta)^{s} v&=H_u(u,v) &&\text{in}~\Omega,\\ u &= v = 0 &&\text{in} ~…

Analysis of PDEs · Mathematics 2025-08-06 Weimin Zhang

Human migration exhibits complex spatiotemporal dependence driven by environmental and socioeconomic forces. Modeling such patterns at scale requires methods that accommodate many random effects while remaining feasible when raw data or…

Methodology · Statistics 2026-05-29 Lida Chalangar Jalili Dehkharghani , Li-Hsiang Lin

We study the modeling and forecasting of high-dimensional functional time series, which can be temporally dependent and cross-sectionally correlated. We implement a functional analysis of variance (FANOVA) to decompose high-dimensional…

Methodology · Statistics 2026-03-31 Han Lin Shang , Cristian F. Jiménez-Varón

We develop the theory of fractional gradient flows: an evolution aimed at the minimization of a convex, l.s.c.~energy, with memory effects. This memory is characterized by the fact that the negative of the (sub)gradient of the energy equals…

Analysis of PDEs · Mathematics 2021-01-05 Wenbo Li , Abner J. Salgado

Methods from the geometry of nonholonomic manifolds and Lagrange-Finsler spaces are applied in fractional calculus with Caputo derivatives and for elaborating models of fractional gravity and fractional Lagrange mechanics. The geometric…

Mathematical Physics · Physics 2011-06-03 Dumitru Baleanu , Sergiu I. Vacaru

Financial markets are a complex dynamical system. The complexity comes from the interaction between a market and its participants, in other words, the integrated outcome of activities of the entire participants determines the markets trend,…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Hongwei Zhu

Learning behavioral patterns from observational data has been a de-facto approach to motion forecasting. Yet, the current paradigm suffers from two shortcomings: brittle under distribution shifts and inefficient for knowledge transfer. In…

Machine Learning · Computer Science 2022-04-06 Yuejiang Liu , Riccardo Cadei , Jonas Schweizer , Sherwin Bahmani , Alexandre Alahi

In this paper, a new fractional operator of variable order with the use of the monotonic increasing function is proposed in sense of Caputo type. The properties in term of the Laplace and Fourier transforms are analyzed and the results for…

Statistical Mechanics · Physics 2017-07-18 Xiao-Jun Yang , J. A. Tenreiro Machado

Fractional order models have proven to be a very useful tool for the modeling of the mechanical behaviour of viscoelastic materials. Traditional numerical solution methods exhibit various undesired properties due to the non-locality of the…

Numerical Analysis · Mathematics 2023-01-30 Kai Diethelm

Many complex systems have been shown to share universal properties of organization, such as scale independence, modularity and self-similarity. We borrow tools from statistical physics in order to study structural preferential attachment…

The concept of fractional order derivative can be found in extensive range of many different subject areas. For this reason, the concept of fractional order derivative should be examined. After giving different methods mostly used in…

General Mathematics · Mathematics 2013-06-25 Ali Karci

Variational logistic regression is a popular method for approximate Bayesian inference seeing wide-spread use in many areas of machine learning including: Bayesian optimization, reinforcement learning and multi-instance learning to name a…

Machine Learning · Statistics 2025-11-14 Michael Komodromos , Marina Evangelou , Sarah Filippi

We consider a fractional version of the Heston volatility model which is inspired by [16]. Within this model we treat portfolio optimization problems for power utility functions. Using a suitable representation of the fractional part,…

Portfolio Management · Quantitative Finance 2019-05-17 Nicole Bäuerle , Sascha Desmettre

Traditional spatio-temporal models for areal data typically begin with spatial structure imposed at the level of random effects and later extend to include temporal dynamics. We propose an alternative hierarchical modeling framework that…

Extending deterministic compartments pharmacokinetic models as diffusions seems not realistic on biological side because paths of these stochastic processes are not smooth enough. In order to extend one compartment intra-veinous bolus…

Probability · Mathematics 2019-01-16 Nicolas Marie

In this paper, we develop the theory of nonlinear hybrid fractional differential equations involving Atangana--Baleanu--Caputo (ABC) fractional derivative. We construct the equivalent fractional integral equation and establish the existence…

Dynamical Systems · Mathematics 2021-02-03 Sagar T. Sutar , Kishor D. Kucche

Cloud computing allows scalable resource provisioning, but dynamic workload changes often lead to higher costs due to over-provisioning. Machine learning (ML) approaches, such as Long Short-Term Memory (LSTM) networks, are effective for…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-03 Heet Nagoriya , Komal Rohit

In this paper, we consider the backward problem for fractional in time evolution equations $\partial_t^\alpha u(t)= A u(t)$ with the Caputo derivative of order $0<\alpha \le 1$, where $A$ is a self-adjoint and bounded above operator on a…

Analysis of PDEs · Mathematics 2022-11-30 S. E. Chorfi , L. Maniar , M. Yamamoto

We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…

Optimization and Control · Mathematics 2024-04-02 Andrew E. B. Lim , Zhao-Xuan Wei , Hanqin Zhang