相关论文: Heavy-tailed fractional Pearson diffusions
An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…
We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…
This article is devoted to developing an abstract theory of time-fractional gradient flow equations for time-dependent convex functionals in real Hilbert spaces. The main results concern the existence of strong solutions to time-fractional…
We have investigated the pattern formation in systems described by the nonlocal Fisher--Kolmogorov--Petrovskii--Piskunov equation for the cases where the dimension of the pattern concentration area is less than that of independent variables…
We consider two fractional versions of a family of nonnegative integer valued processes. We prove that their probability mass functions solve fractional Kolmogorov forward equations, and we show the overdispersion of these processes. As…
Reaction-diffusion equations with suitable boundary conditions have special propagating solutions which very closely resemble the moving interfaces in a first order transition. We show that the dynamics of chiral order parameter for chiral…
Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…
We study the local H\"{o}lder regularity of weak solutions to the fully fractional parabolic equations involving spatial fractional diffusion and fractional time derivatives of the Marchaud type. It is worth noting that we do not impose…
This paper is mainly concerned with the large deviation principle of the fractional McKean-Vlasov stochastic reaction-diffusion equation defined on R^n with polynomial drift of any degree. We first prove the well-posedness of the underlying…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the stan- dard Laplacian…
We propose and analyze a new estimator of the covariance matrix that admits strong theoretical guarantees under weak assumptions on the underlying distribution, such as existence of moments of only low order. While estimation of covariance…
Irregular compactons and peakons from some nonlinear dispersions can be regularized by another type of nonlinear dispersion, defined by a pseudo-differential operator in physical space for the Galerkin truncation preserving finite Fourier…
In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…
Simultaneous use of partial differential equations in conjunction with data analysis has proven to be an efficient way to obtain the main parameters of various phenomena in different areas, such as medical, biological, and ecological. In…
We present two observations related to theapplication of linear (LFE) and nonlinear fractional equations (NFE). First, we give the comparison and estimates of the role of the fractional derivative term to the normal diffusion term in a LFE.…