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We present a fully quantum mechanical treatment of the nondegenerate optical parametric oscillator both below and near threshold. This is a non-equilibrium quantum system with a critical point phase-transition, that is also known to exhibit…

Quantum Physics · Physics 2009-11-10 K. Dechoum , P. D. Drummond , S. Chaturvedi , M. D. Reid

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

Numerical Analysis · Mathematics 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

This study presents a generalized multiscale nonlocal elasticity theory that leverages distributed order fractional calculus to accurately capture coexisting multiscale and nonlocal effects within a macroscopic continuum. The nonlocal…

Computational Engineering, Finance, and Science · Computer Science 2022-01-05 Wei Ding , Sansit Patnaik , Fabio Semperlotti

In this paper we propose a method to define the range of stability of fixed points for a variety of discrete fractional systems of the order $0 < \alpha <2$. The method is tested on various forms of fractional generalizations of the…

Chaotic Dynamics · Physics 2018-07-05 Mark Edelman

We consider the inverse problem of determining the fragmentation rate from noisy measurements in the growth-fragmentation equation. We use Fourier transform theory on locally compact groups to treat this problem for general fragmentation…

Numerical Analysis · Mathematics 2024-02-20 Alvaro Almeida Gomez , Jorge Zubelli

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

We consider the nonlinear Duffing oscillator in presence of fractional damping which is characteristic in different physical situations. The system is studied with a smaller and larger damping parameter value, that we call the underdamped…

Chaotic Dynamics · Physics 2024-03-18 Mattia Coccolo , Jesús M. Seoane , Stefano Lenci , Miguel A. F. Sanjuán

We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…

Probability · Mathematics 2017-10-24 Mark Podolskij , Mathieu Rosenbaum

A representation of Gaussian distributed sparsely sampled longitudinal data in terms of predictive distributions for their functional principal component scores (FPCs) maps available data for each subject to a multivariate Gaussian…

Methodology · Statistics 2026-03-13 Álvaro Gajardo , Xiongtao Dai , Hans-Georg Müller

We consider the fragmentation process with mass loss and discuss self-similar properties of the arising structure both in time and space, focusing on dimensional analysis. This exhibits a spectrum of mass exponents $\theta$, whose exact…

Statistical Mechanics · Physics 2009-11-07 M. K. Hassan , J. Kurths

The concept of spectrum for a class of non-linear wave equations is studied. Instead of looking for stability, the key to the spectral structure is found in the instability phenomena (bifurcations). This aspect is best seen in the…

Quantum Physics · Physics 2016-11-14 P. Grochowski , W. Kaniowski , B. Mielnik

We develop a strong-disorder renormalization group to study quantum phase transitions with continuous O$(N)$ symmetry order parameters under the influence of both quenched disorder and dissipation. For Ohmic dissipation, as realized in…

Strongly Correlated Electrons · Physics 2009-01-06 Thomas Vojta , Chetan Kotabage , J. A. Hoyos

We show how frequency fluctuations of a vibrational mode can be separated from other sources of phase noise. The method is based on the analysis of the time dependence of the complex amplitude of forced vibrations. The moments of the…

Mesoscale and Nanoscale Physics · Physics 2015-06-03 Z. A. Maizelis , M. L. Roukes , M. I. Dykman

Earlier work on dynamical critical phenomena in the context of magnetic hysteresis for uniaxial (scalar) spins, is extended to the case of a multicomponent (vector) field. From symmetry arguments and a perturbative renormalization group…

Statistical Mechanics · Physics 2016-08-31 Rava da Silveira , Mehran Kardar

We derive an extremal fractional Gaussian by employing the L\'evy-Khintchine theorem and L\'evian noise. With the fractional Gaussian we then generalize the Black-Scholes-Merton option-pricing formula. We obtain an easily applicable and…

Pricing of Securities · Quantitative Finance 2019-12-04 Alexander Jurisch

The decoherence of quantum fluctuations into classical perturbations during inflation is discussed. A simple quantum mechanical argument, using a spatial particle wavefunction rather than a field description, shows that observable…

Astrophysics · Physics 2007-05-23 Craig J. Hogan

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

Probability · Mathematics 2023-05-23 Bixiang Wang

Nonlinear thermoelastic systems play a crucial role in understanding thermal conductivity, stresses, elasticity, and temperature interactions. This research focuses on finding solutions to these systems in their fractional forms, which is a…

Analysis of PDEs · Mathematics 2025-01-13 Qasim Khan

We study the problem of change point localisation and inference for sequentially collected fragmented functional data, where each curve is observed only over discrete grids randomly sampled over a short fragment. The sequence of underlying…

Methodology · Statistics 2024-05-10 Gengyu Xue , Haotian Xu , Yi Yu

How is it possible to read the dynamical properties (ie when the time goes to infinity) of a system on numerical simulations? To try to answer this question, we study in this manuscript a model reflecting what happens when the orbits of a…

Dynamical Systems · Mathematics 2016-03-22 Pierre-Antoine Guihéneuf