Related papers: A Fractional M/M/1 Queue Governed by Stretched Non…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…
Long-term memory is a feature observed in systems ranging from neural networks to epidemiological models. The memory in such systems is usually modeled by the time delay. Furthermore, the nonlocal operators, such as the "fractional order…
This paper investigates Caputo mean-square attractors for non-autonomous stochastic evolution systems. We first introduce the concept of Caputo mean-square attractors and then establish a sufficient criterion for existence of such…
We study the long-time dynamics in non-Markovian single-population stochastic models, where one or more reactions are modelled as a stochastic process with a fat-tailed non-exponential distribution of waiting times, mimicking long-term…
We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
This paper establishes new sufficient conditions for Mittag-Leffler stability of Caputo fractional-order nonlinear systems with state-dependent delays. The central analytical tool is a class of Lyapunov-Krasovskii functionals that…
Neural operators provide fast surrogate models for time-dependent partial differential equations, but their standard autoregressive use usually assumes that the instantaneous field $u(t,\cdot)$ is a complete state. This assumption fails for…
A fractional derivative is a temporally nonlocal operation which is computationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the…
We propose a framework for fitting fractional polynomials models as special cases of Bayesian Generalized Nonlinear Models, applying an adapted version of the Genetically Modified Mode Jumping Markov Chain Monte Carlo algorithm. The…
We presented a general approach for obtaining the generalized transport equations with fractional derivatives by using the Liouville equation with fractional derivatives for a system of classical particles and Zubarev's nonequilibrium…
Service systems like data centers and ride-hailing are popularly modeled as queueing systems in the literature. Such systems are primarily studied in the steady state due to their analytical tractability. However, almost all applications in…
We study the MAP/M/s+G queuing model with MAP (Markovian Arrival Process) arrivals, exponentially distributed service times, infinite waiting room, and generally distributed patience times. Using sample-path arguments, we propose to obtain…
This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…
We show that the coarse-grained dynamics model with the time-dependent and fluctuating potential (transient potential) can be derived from the microscopic Hamiltonian dynamics. The concept of the transient potential was first introduced…
Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…
Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…