Related papers: Dynamic-memory fractional calculus via generator-b…
Data-driven discovery of "hidden physics" -- i.e., machine learning of differential equation models underlying observed data -- has recently been approached by embedding the discovery problem into a Gaussian Process regression of spatial…
We introduce a hybrid approach for computing dynamical observables in strongly correlated systems using higher-order moments. This method integrates memory kernel coupling theory (MKCT) with the density matrix renormalization group (DMRG),…
We study the generalized dynamic factor model in a long-memory setting. Unlike most recent work, which assumes a finite-dimensional factor space and short memory, our framework allows the factor space to be infinite-dimensional and the…
This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…
Anomalous relaxation and diffusion processes have been widely characterized by fractional derivative models, where the definition of the fractional-order derivative remains a historical debate due to the singular memory kernel that…
It is well known that physical phenomena may be of great help in computing some difficult problems efficiently. A typical example is prime factorization that may be solved in polynomial time by exploiting quantum entanglement on a quantum…
We construct fractionally integrated continuous-time GARCH models, which capture the observed long range dependence of squared volatility in high-frequency data. Since the usual Molchan-Golosov and Mandelbrot-van-Ness fractional kernels…
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…
In this paper, a new fractional derivative involving the normalized sinc function without singular kernel is proposed. The Laplace transform is used to find the analytical solution of the anomalous heat-diffusion problems. The comparative…
The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…
We find that multifractal scaling is a robust property of a large class of continuous stochastic processes, constructed as exponentials of long-memory processes. The long memory is characterized by a power law kernel with tail exponent…
In this paper, we first discuss the convolution series that are generated by the Sonine kernels from a class of functions continuous on the real positive semi-axis that have an integrable singularity of power function type at the point…
Discrete maps with long-term memory are obtained from nonlinear differential equations with Riemann-Liouville and Caputo fractional derivatives. These maps are generalizations of the well-known universal map. The memory means that their…
Employing a phase space which includes the (Riemann-Liouville) fractional derivative of curves evolving on real space, we develop a restricted variational principle for Lagrangian systems yielding the so-called restricted fractional…
This paper presents the Functional Machine Calculus (FMC) as a simple model of higher-order computation with "reader/writer" effects: higher-order mutable store, input/output, and probabilistic and non-deterministic computation. The FMC…
We introduce a new two-parameter fractional time operator with Volterra structure, denoted by the W-operator, defined through a generalized Laplace symbol. The operator preserves the Caputo-type high-frequency behavior while allowing a…
This work establishes a comprehensive analytical framework for studying implicit fractional differential systems with distributed memory and time delays. We develop novel fractional integral inequalities of Gr\"onwall--Wendroff type that…
The conformable derivative has been promoted in numerous publications as a new fractional derivative operator. This article provides a critical reassessment of this claim. We demonstrate that the conformable derivative is not a fractional…
Fractional quantum dynamics provides a natural framework to capture nonlocal temporal behavior and memory effects in quantum systems. In this work, we analyze the physical consequences of fractional-order quantum evolution using a Green's…
Geometric generalized Mittag-Leffler distributions having the Laplace transform $\frac{1}{1+\beta\log(1+t^\alpha)},0<\alpha\le 2,\beta>0$ is introduced and its properties are discussed. Autoregressive processes with Mittag-Leffler and…